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Correction of a bug related to the previous commit (the initialization of the path is given by the solution of the first order approximation of the model iff there is no deterministic shocks). 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1704 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
adjemian 2008-02-11 15:04:31 +00:00
parent 48f23191fb
commit 1c1221681f
2 changed files with 17 additions and 15 deletions
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28
matlab/make_y_.m
View File

@ -31,17 +31,19 @@ function make_y_
oo_.endo_simul = [ys0_*ones(1,M_.maximum_lag) oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
end
elseif size(oo_.endo_simul,2) < M_.maximum_lag+M_.maximum_lead+options_.periods
%% A linear approximation is used to initiate the solution.
oldopt = options_;
options_.order = 1;
dr = oo_.dr;
dr.ys = oo_.steady_state;
[dr,info]=dr1(dr,0);
exogenous_variables = zeros(M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2)+1,0);
y0 = oo_.endo_simul(:,1:M_.maximum_lag);
oo_.endo_simul=simult_(y0,dr,exogenous_variables,1);
options_ = oldopt;
if size(oo_.exo_simul)
oo_.endo_simul = [oo_.endo_simul ...
oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2),1)];
else
%% A linear approximation is used to initiate the solution.
oldopt = options_;
options_.order = 1;
dr = oo_.dr;
dr.ys = oo_.steady_state;
[dr,info]=dr1(dr,0);
exogenous_variables = zeros(M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2)+1,0);
y0 = oo_.endo_simul(:,1:M_.maximum_lag);
oo_.endo_simul=simult_(y0,dr,exogenous_variables,1);
options_ = oldopt;
end
end

4
matlab/simul.m
View File

@ -44,8 +44,8 @@ ct_=0;
if options_.simul_algo == 0
if ~ options_.initval_file
make_y_;
make_ex_;
make_ex_;
make_y_;
end
if isempty(options_.scalv) | options_.scalv == 0