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Merge branch 'ramsey' of git.dynare.org:JohannesPfeifer/dynare 

Ref. !1959
pac-components
Sébastien Villemot 2021-11-09 11:02:00 +01:00
parent 1cb37d3b09 1174cad1f8
commit 1f44c78170
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GPG Key ID: 2CECE9350ECEBE4A
3 changed files with 46 additions and 5 deletions
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2
matlab/dyn_ramsey_static.m
View File

@ -43,7 +43,7 @@ options_.steadystate.nocheck = 1; %locally disable checking because Lagrange mul
nl_func = @(x) dyn_ramsey_static_1(x,M,options_,oo);
% check_static_model is a subfunction
if check_static_model(ys_init,M,options_,oo) && ~options_.steadystate_flag
if ~options_.steadystate_flag && check_static_model(ys_init,M,options_,oo)
steady_state = ys_init;
return
elseif options_.steadystate_flag

19
matlab/evaluate_static_model.m
View File

@ -20,7 +20,7 @@ function [residuals,check1,jacob] = evaluate_static_model(ys,exo_ss,params,M,opt
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2001-2020 Dynare Team
% Copyright (C) 2001-2021 Dynare Team
%
% This file is part of Dynare.
%
@ -39,8 +39,14 @@ function [residuals,check1,jacob] = evaluate_static_model(ys,exo_ss,params,M,opt
check1 = 0;
if options.bytecode
residuals = bytecode('evaluate','static',ys,...
if nargout<3
[residuals]= bytecode('evaluate','static',ys,...
exo_ss, params, ys, 1);
else
[residuals, junk]= bytecode('evaluate','static',ys,...
exo_ss, params, ys, 1);
jacob = junk.g1;
end
else
fh_static = str2func([M.fname '.static']);
if options.block
@ -60,7 +66,14 @@ else
[~, ~, T] = feval(fh_static,b,ys,exo_ss,params,T);
end
end
if nargout==3
jacob=NaN(length(ys));
end
else
residuals = feval(fh_static,ys,exo_ss,params);
if nargout<3
residuals = feval(fh_static,ys,exo_ss,params);
else
[residuals, jacob] = feval(fh_static,ys,exo_ss,params);
end
end
end

30
matlab/evaluate_steady_state.m
View File

@ -57,7 +57,11 @@ if options.ramsey_policy
[ys,params,info] = evaluate_steady_state_file(ys_init,exo_ss,M, ...
options,steadystate_check_flag);
%test whether it solves model conditional on the instruments
resids = evaluate_static_model(ys,exo_ss,params,M,options);
if ~options.debug
resids = evaluate_static_model(ys,exo_ss,params,M,options);
else
[resids, ~ , jacob]= evaluate_static_model(ys,exo_ss,params,M,options);
end
n_multipliers=M.ramsey_eq_nbr;
nan_indices=find(isnan(resids(n_multipliers+1:end)));
@ -132,6 +136,30 @@ if options.ramsey_policy
fprintf('%s\n',M.endo_names{nanrow(iter)});
end
end
nan_indices_mult=find(isnan(resids(1:n_multipliers)));
if any(nan_indices_mult)
fprintf('evaluate_steady_state: The steady state results NaN for auxiliary equation %u.\n',nan_indices_mult);
fprintf('evaluate_steady_state: This is often a sign of problems.\n');
end
[infrow,infcol]=find(isinf(jacob));
if ~isempty(infrow)
fprintf('\nevaluate_steady_state: The Jacobian of the dynamic model contains Inf. The problem is associated with:\n\n')
display_problematic_vars_Jacobian(infrow,infcol,M,ys,'static','evaluate_steady_state: ')
end
if ~isreal(jacob)
[imagrow,imagcol]=find(abs(imag(jacob))>1e-15);
fprintf('\nevaluate_steady_state: The Jacobian of the dynamic model contains imaginary parts. The problem arises from: \n\n')
display_problematic_vars_Jacobian(imagrow,imagcol,M,ys,'static','evaluate_steady_state: ')
end
[nanrow,nancol]=find(isnan(jacob));
if ~isempty(nanrow)
fprintf('\nevaluate_steady_state: The Jacobian of the dynamic model contains NaN. The problem is associated with:\n\n')
display_problematic_vars_Jacobian(nanrow,nancol,M,ys,'static','evaluate_steady_state: ')
end
end
%either if no steady state file or steady state file without problems
[ys,params,info] = dyn_ramsey_static(ys_init,M,options,oo);