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gui: fix up initval and endval: don’t start at simulation at steady state; initialize endogenous variables as well

time-shift
Houtan Bastani 2019-02-22 12:27:59 +01:00
parent 6d99b6d120
commit 16dfc206bf
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GPG Key ID: 000094FB955BE169
1 changed files with 20 additions and 21 deletions
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41
matlab/+gui/+perfect_foresight/run.m
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@ -47,29 +47,35 @@ jm = loadjson(json, 'SimplifyCell', 1);
%% INITVAL instructions
% initialize exogenous shocks to zero and compute initial steady state
options_.initval_file = 0;
oo_.steady_state(:, 1) = 0;
for i = 1:length(jm.initval_endo)
oo_.steady_state(jm.initval_endo(i).id) = jm.initval_endo(i).value;
end
oo_.exo_steady_state(:, 1) = 0;
for i = 1:length(jm.initval_exo)
oo_.exo_steady_state(jm.initval_exo(i).id) = jm.initval_exo(i).value;
end
if M_.exo_nbr > 0
oo_.exo_simul = ones(M_.maximum_lag,1)*oo_.exo_steady_state';
end
if M_.exo_det_nbr > 0
oo_.exo_det_simul = ones(M_.maximum_lag,1)*oo_.exo_det_steady_state';
end
steady;
if nargout == 1
data2json = struct();
data2json.steady_state1 = oo_.steady_state;
end
%% ENDVAL instructions
% initialize exogenous shocks to zero and compute final ss unless there is a permanent shock
ys0_ = [];
ex0_ = [];
M_.det_shocks = [];
ys0_= oo_.steady_state;
ex0_ = oo_.exo_steady_state;
permanent_shock_exists = isfield(jm, 'permanent_shocks') && ~isempty(jm.permanent_shocks);
if permanent_shock_exists
for i = 1:length(jm.permanent_shocks)
s = jm.permanent_shocks(i);
oo_.exo_steady_state(s.index) = s.value;
if ~isempty(jm.anticipated_permanent_shocks) || ~isempty(jm.endval_endo)
ys0_= oo_.steady_state;
ex0_ = oo_.exo_steady_state;
for i = 1:length(jm.endval_endo)
oo_.steady_state(jm.endval_endo(i).id) = jm.endval_endo(i).value;
end
for i = 1:length(jm.anticipated_permanent_shocks)
s = jm.anticipated_permanent_shocks(i);
oo_.exo_steady_state(s.exo_id) = s.value;
if s.start_period > 1
% if the permanent shock does not start at the initial period
% add a shocks block to mask the unnecessary periods
@ -77,19 +83,12 @@ if permanent_shock_exists
M_.det_shocks; ...
struct(...
'exo_det', 0, ...
'exo_id', s.index, ...
'exo_id', s.exo_id, ...
'multiplicative', 0, ...
'periods', 1:s.start_period, ...
'value', 0)];
end
end
else
oo_.exo_steady_state(:, 1) = 0;
end
steady;
savedpermanentSS = oo_.steady_state;
if nargout == 1
data2json.steady_state2 = oo_.steady_state;
end
%% SHOCKS instructions (for transitory shocks)
@ -99,7 +98,7 @@ if isfield(jm, 'transitory_shocks') && ~isempty(jm.transitory_shocks)
M_.det_shocks = [ ...
M_.det_shocks; ...
struct('exo_det', 0, ...
'exo_id', s.index, ...
'exo_id', s.exo_id, ...
'multiplicative', 0, ...
'periods', s.start_period:s.end_period, ...
'value', s.value)];