Removed globals from resol.m (changed calling sequence). Added texinfo header.
Removed trailing whitespace.time-shift
parent
d81fd1b55b
commit
24cd423671
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@ -136,7 +136,7 @@ for b=1:B
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%deep = GetOneDraw(NumberOfDraws,FirstMhFile,LastMhFile,FirstLine,MAX_nruns,DirectoryName);
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[deep, logpo] = GetOneDraw(type);
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set_all_parameters(deep);
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dr = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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[alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK] = ...
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DsgeSmoother(deep,gend,Y,data_index);
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@ -150,7 +150,7 @@ while fpar<npar
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end
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stock_param(irun2,:) = deep;
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set_parameters(deep);
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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if info(1)
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nosaddle = nosaddle + 1;
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fpar = fpar - 1;
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@ -103,7 +103,7 @@ for file = 1:NumberOfDrawsFiles
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dr = pdraws{linee,2};
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else
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set_parameters(pdraws{linee,1});
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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end
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if first_call
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endo_nbr = M_.endo_nbr;
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@ -98,7 +98,7 @@ for file = 1:NumberOfDrawsFiles
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dr = pdraws{linee,2};
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else
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set_parameters(pdraws{linee,1});
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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end
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tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);
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for i=1:nar
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@ -98,7 +98,7 @@ for file = 1:NumberOfDrawsFiles
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dr = pdraws{linee,2};
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else
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set_parameters(pdraws{linee,1});
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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end
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tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);
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for i=1:nvar
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@ -105,7 +105,7 @@ for file = 1:NumberOfDrawsFiles
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dr = pdraws{linee,2};
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else
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set_parameters(pdraws{linee,1});
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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end
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tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);
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for i=1:nvar
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@ -38,9 +38,9 @@ function [A,B,ys,info] = dynare_resolve(mode)
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global oo_ M_
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global oo_ M_ oo_
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[oo_.dr,info] = resol(oo_.steady_state,0);
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[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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if info(1) > 0
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A = [];
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@ -123,7 +123,7 @@ if isempty(load_data)
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end
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oo_.steady_state = ys;
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else% if the steady state file is not provided.
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[dd,info] = resol(oo_.steady_state,0);
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[dd,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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oo_.steady_state = dd.ys; clear('dd');
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end
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if all(abs(oo_.steady_state(bayestopt_.mfys))<1e-9)
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@ -129,7 +129,7 @@ if isempty(load_data)
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end
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oo_.steady_state = ys;
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else% if the steady state file is not provided.
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[dd,info] = resol(oo_.steady_state,0);
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[dd,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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oo_.steady_state = dd.ys; clear('dd');
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end
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if all(abs(oo_.steady_state(bayestopt_.mfys))<1e-9)
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@ -59,7 +59,7 @@ make_y_;
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if init
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oldopt = options_;
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options_.order = 1;
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[dr,info]=resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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oo_.dr = dr;
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options_ = oldopt;
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if init==2
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@ -71,7 +71,7 @@ for i=1:replic
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params = rndprior(bayestopt_);
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set_parameters(params);
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% solve the model
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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% discard problematic cases
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if info
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continue
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@ -123,7 +123,7 @@ end
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% compute shock uncertainty around forecast with mean prior
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set_parameters(bayestopt_.p1);
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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[yf3,yf3_intv] = forcst(dr,y0,periods,var_list);
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yf3_1 = yf3'-[zeros(maximum_lag,n); yf3_intv];
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yf3_2 = yf3'+[zeros(maximum_lag,n); yf3_intv];
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@ -98,7 +98,7 @@ for b=1:B
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ib=ib+1;
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deep = x(b,:)';
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set_all_parameters(deep);
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dr = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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%deep(1:offset) = xparam1(1:offset);
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logpo2(b,1) = DsgeLikelihood(deep,gend,data,data_index,number_of_observations,no_more_missing_observations);
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if opt_gsa.lik_only==0,
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@ -539,7 +539,7 @@ if length(iunstable)>0 & length(iunstable)<Nsam,
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x0 = [x0; lpmat(istable(1),:)'];
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if istable(end)~=Nsam
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M_.params(estim_params_.param_vals(:,1)) = lpmat(istable(1),:)';
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[oo_.dr, info] = resol(oo_.steady_state,0);
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[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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% stoch_simul([]);
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end
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else
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@ -114,6 +114,6 @@ for i=1:np
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end
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disp(sprintf('Objective function : %16.6g\n',f));
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disp(' ')
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oo_.dr=resol(oo_.steady_state,0);
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[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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% 05/10/03 MJ modified to work with osr.m and give full report
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@ -18,7 +18,7 @@ function [loss,vx,info]=osr_obj(x,i_params,i_var,weights);
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global M_ oo_ optimal_Q_ it_
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global M_ oo_ options_ optimal_Q_ it_
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% global ys_ Sigma_e_ endo_nbr exo_nbr optimal_Q_ it_ ykmin_ options_
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vx = [];
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@ -27,7 +27,7 @@ M_.params(i_params) = x;
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% don't change below until the part where the loss function is computed
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it_ = M_.maximum_lag+1;
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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switch info(1)
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case 1
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@ -74,7 +74,7 @@ else
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end
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if ~isstruct(compute_linear_solution) && compute_linear_solution
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[dr,info]=resol(steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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elseif isstruct(compute_linear_solution)
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dr = compute_linear_solution;
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compute_linear_solution = 1;
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@ -162,7 +162,7 @@ for b=fpar:B
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end
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end
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set_all_parameters(deep);
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[dr,info] = resol(oo_.steady_state,0);
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[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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if run_smoother
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[alphahat,etahat,epsilonhat,alphatilde,SteadyState,trend_coeff,aK] = ...
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@ -80,7 +80,7 @@ while iteration < NumberOfSimulations
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loop_indx = loop_indx+1;
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params = prior_draw();
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set_all_parameters(params);
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[dr,INFO] = resol(oo_.steady_state,work);
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[dr,INFO,M_,options_,oo_] = resol(work,M_,options_,oo_);
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switch INFO(1)
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case 0
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file_line_number = file_line_number + 1 ;
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224
matlab/resol.m
224
matlab/resol.m
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@ -1,32 +1,80 @@
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function [dr,info]=resol(steady_state_0,check_flag)
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% function [dr,info]=resol(steady_state_0,check_flag)
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% Computes first and second order approximations
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%
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% INPUTS
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% steady_state_0: vector of variables in steady state
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% check_flag=0: all the approximation is computed
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% check_flag=1: computes only the eigenvalues
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%
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% OUTPUTS
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% dr: structure of decision rules for stochastic simulations
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% info=1: the model doesn't determine the current variables '...' uniquely
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% info=2: MJDGGES returns the following error code'
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% info=3: Blanchard Kahn conditions are not satisfied: no stable '...' equilibrium
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% info=4: Blanchard Kahn conditions are not satisfied:'...' indeterminacy
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% info=5: Blanchard Kahn conditions are not satisfied:'...' indeterminacy due to rank failure
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% info=6: The jacobian evaluated at the steady state is complex.
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% info=19: The steadystate file did not compute the steady state (inconsistent deep parameters).
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% info=20: can't find steady state info(2) contains sum of sqare residuals
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% info=21: steady state is complex valued scalars
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% info(2) contains sum of square of
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% imaginary part of steady state
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% info=22: steady state has NaNs
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% info=23: M_.params has been updated in the steady state file and has complex valued scalars.
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% info=24: M_.params has been updated in the steady state file and has some NaNs.
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% info=30: Variance can't be computed
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%
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% SPECIAL REQUIREMENTS
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% none
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function [dr,info,M,options,oo] = resol(check_flag,M,options,oo)
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%@info:
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%! @deftypefn {Function File} {[@var{dr},@var{info},@var{M},@var{options},@var{oo}] =} resol (@var{check_flag},@var{M},@var{options},@var{oo})
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%! @anchor{resol}
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%! @sp 1
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%! Computes first and second order reduced form of the DSGE model.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item check_flag
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%! Integer scalar, equal to 0 if all the approximation is required, positive if only the eigenvalues are to be computed.
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%! @item M
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%! Matlab's structure describing the model (initialized by @code{dynare}).
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%! @item options
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%! Matlab's structure describing the options (initialized by @code{dynare}).
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%! @item oo
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%! Matlab's structure gathering the results (initialized by @code{dynare}).
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item dr
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%! Matlab's structure describing the reduced form solution of the model.
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%! @item info
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%! Integer scalar, error code.
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%! @sp 1
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%! @table @ @code
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%! @item info==0
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%! No error.
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%! @item info==1
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%! The model doesn't determine the current variables uniquely.
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%! @item info==2
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%! MJDGGES returned an error code.
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%! @item info==3
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%! Blanchard & Kahn conditions are not satisfied: no stable equilibrium.
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%! @item info==4
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%! Blanchard & Kahn conditions are not satisfied: indeterminacy.
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%! @item info==5
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%! Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.
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%! @item info==6
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%! The jacobian evaluated at the deterministic steady state is complex.
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%! @item info==19
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%! The steadystate routine thrown an exception (inconsistent deep parameters).
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%! @item info==20
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%! Cannot find the steady state, info(2) contains the sum of square residuals (of the static equations).
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%! @item info==21
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%! The steady state is complex, info(2) contains the sum of square of imaginary parts of the steady state.
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%! @item info==22
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%! The steady has NaNs.
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%! @item info==23
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%! M_.params has been updated in the steadystate routine and has complex valued scalars.
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%! @item info==24
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%! M_.params has been updated in the steadystate routine and has some NaNs.
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%! @item info==30
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%! Ergodic variance can't be computed.
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%! @end table
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%! @sp 1
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%! @item M
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%! Matlab's structure describing the model (initialized by @code{dynare}).
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%! @item options
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%! Matlab's structure describing the options (initialized by @code{dynare}).
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%! @item oo
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%! Matlab's structure gathering the results (initialized by @code{dynare}).
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%! @end table
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 1
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%! @ref{dynare_estimation_init}
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%! @sp 2
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%! @strong{This function calls:}
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%! @sp 1
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%! None.
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2001-2011 Dynare Team
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%
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@ -45,94 +93,93 @@ function [dr,info]=resol(steady_state_0,check_flag)
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global M_ options_ oo_
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global it_
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jacobian_flag = 0;
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if isfield(oo_,'dr');
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dr = oo_.dr;
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if isfield(oo,'dr');
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dr = oo.dr;
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end
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options_ = set_default_option(options_,'jacobian_flag',1);
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options = set_default_option(options,'jacobian_flag',1);
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info = 0;
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it_ = M_.maximum_lag + 1 ;
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it_ = M.maximum_lag + 1 ;
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if M_.exo_nbr == 0
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oo_.exo_steady_state = [] ;
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if M.exo_nbr == 0
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oo.exo_steady_state = [] ;
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end
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params0 = M_.params;
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params0 = M.params;
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% check if steady_state_0 is steady state
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tempex = oo_.exo_simul;
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oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
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if M_.exo_det_nbr > 0
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tempexdet = oo_.exo_det_simul;
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oo_.exo_det_simul = repmat(oo_.exo_det_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
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tempex = oo.exo_simul;
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oo.exo_simul = repmat(oo.exo_steady_state',M.maximum_lag+M.maximum_lead+1,1);
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if M.exo_det_nbr > 0
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tempexdet = oo.exo_det_simul;
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oo.exo_det_simul = repmat(oo.exo_det_steady_state',M.maximum_lag+M.maximum_lead+1,1);
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end
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steady_state = steady_state_0;
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check1 = 0;
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% testing for steadystate file
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if (~options_.bytecode)
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fh = str2func([M_.fname '_static']);
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if (~options.bytecode)
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fh = str2func([M.fname '_static']);
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end
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if options_.steadystate_flag
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[steady_state,check1] = feval([M_.fname '_steadystate'],steady_state,...
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[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state]);
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if size(steady_state,1) < M_.endo_nbr
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if length(M_.aux_vars) > 0
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steady_state = add_auxiliary_variables_to_steadystate(steady_state,M_.aux_vars,...
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M_.fname,...
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oo_.exo_steady_state,...
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oo_.exo_det_steady_state,...
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M_.params,...
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options_.bytecode);
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if options.steadystate_flag
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[steady_state,check1] = feval([M.fname '_steadystate'],steady_state,...
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[oo.exo_steady_state; ...
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oo.exo_det_steady_state]);
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if size(steady_state,1) < M.endo_nbr
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if length(M.aux_vars) > 0
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steady_state = add_auxiliary_variables_to_steadystate(steady_state,M.aux_vars,...
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M.fname,...
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oo.exo_steady_state,...
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oo.exo_det_steady_state,...
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M.params,...
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options.bytecode);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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error([M.fname '_steadystate.m doesn''t match the model']);
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end
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end
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else
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% testing if steady_state_0 isn't a steady state or if we aren't computing Ramsey policy
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if options_.ramsey_policy == 0
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if options_.linear == 0
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if options.ramsey_policy == 0
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if options.linear == 0
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% nonlinear models
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if (options_.block == 0 && options_.bytecode == 0)
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if max(abs(feval(fh,steady_state,[oo_.exo_steady_state; ...
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oo_.exo_det_steady_state], M_.params))) > options_.dynatol
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[steady_state,check1] = dynare_solve(fh,steady_state,options_.jacobian_flag,...
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[oo_.exo_steady_state; ...
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||||
oo_.exo_det_steady_state], M_.params);
|
||||
if (options.block == 0 && options.bytecode == 0)
|
||||
if max(abs(feval(fh,steady_state,[oo.exo_steady_state; ...
|
||||
oo.exo_det_steady_state], M.params))) > options.dynatol
|
||||
[steady_state,check1] = dynare_solve(fh,steady_state,options.jacobian_flag,...
|
||||
[oo.exo_steady_state; ...
|
||||
oo.exo_det_steady_state], M.params);
|
||||
end
|
||||
else
|
||||
[steady_state,check1] = dynare_solve_block_or_bytecode(steady_state,...
|
||||
[oo_.exo_steady_state; ...
|
||||
oo_.exo_det_steady_state], M_.params);
|
||||
[oo.exo_steady_state; ...
|
||||
oo.exo_det_steady_state], M.params);
|
||||
end;
|
||||
else
|
||||
if (options_.block == 0 && options_.bytecode == 0)
|
||||
if (options.block == 0 && options.bytecode == 0)
|
||||
% linear models
|
||||
[fvec,jacob] = feval(fh,steady_state,[oo_.exo_steady_state;...
|
||||
oo_.exo_det_steady_state], M_.params);
|
||||
[fvec,jacob] = feval(fh,steady_state,[oo.exo_steady_state;...
|
||||
oo.exo_det_steady_state], M.params);
|
||||
if max(abs(fvec)) > 1e-12
|
||||
steady_state = steady_state-jacob\fvec;
|
||||
end
|
||||
else
|
||||
[steady_state,check1] = dynare_solve_block_or_bytecode(steady_state,...
|
||||
[oo_.exo_steady_state; ...
|
||||
oo_.exo_det_steady_state], M_.params);
|
||||
[oo.exo_steady_state; ...
|
||||
oo.exo_det_steady_state], M.params);
|
||||
end;
|
||||
end
|
||||
end
|
||||
end
|
||||
|
||||
% test if M_.params_has changed.
|
||||
if options_.steadystate_flag
|
||||
updated_params_flag = max(abs(M_.params-params0))>1e-12;
|
||||
% test if M.params_has changed.
|
||||
if options.steadystate_flag
|
||||
updated_params_flag = max(abs(M.params-params0))>1e-12;
|
||||
else
|
||||
updated_params_flag = 0;
|
||||
end
|
||||
|
@ -141,12 +188,12 @@ end
|
|||
dr.ys = steady_state;
|
||||
|
||||
if check1
|
||||
if options_.steadystate_flag
|
||||
if options.steadystate_flag
|
||||
info(1)= 19;
|
||||
resid = check1 ;
|
||||
else
|
||||
info(1)= 20;
|
||||
resid = feval(fh,steady_state_0,oo_.exo_steady_state, M_.params);
|
||||
resid = feval(fh,steady_state_0,oo.exo_steady_state, M.params);
|
||||
end
|
||||
info(2) = resid'*resid ;
|
||||
return
|
||||
|
@ -167,14 +214,14 @@ if ~isempty(find(isnan(steady_state)))
|
|||
return
|
||||
end
|
||||
|
||||
if options_.steadystate_flag && updated_params_flag && ~isreal(M_.params)
|
||||
if options.steadystate_flag && updated_params_flag && ~isreal(M.params)
|
||||
info(1) = 23;
|
||||
info(2) = sum(imag(M_.params).^2);
|
||||
info(2) = sum(imag(M.params).^2);
|
||||
dr.ys = steady_state;
|
||||
return
|
||||
end
|
||||
|
||||
if options_.steadystate_flag && updated_params_flag && ~isempty(find(isnan(M_.params)))
|
||||
if options.steadystate_flag && updated_params_flag && ~isempty(find(isnan(M.params)))
|
||||
info(1) = 24;
|
||||
info(2) = NaN;
|
||||
dr.ys = steady_state;
|
||||
|
@ -182,22 +229,17 @@ if options_.steadystate_flag && updated_params_flag && ~isempty(find(isnan(M_.p
|
|||
end
|
||||
|
||||
|
||||
if options_.block
|
||||
[dr,info,M_,options_,oo_] = dr_block(dr,check_flag,M_,options_,oo_);
|
||||
if options.block
|
||||
[dr,info,M,options,oo] = dr_block(dr,check_flag,M,options,oo);
|
||||
else
|
||||
[dr,info,M_,options_,oo_] = dr1(dr,check_flag,M_,options_,oo_);
|
||||
[dr,info,M,options,oo] = dr1(dr,check_flag,M,options,oo);
|
||||
end
|
||||
if info(1)
|
||||
return
|
||||
end
|
||||
|
||||
if M_.exo_det_nbr > 0
|
||||
oo_.exo_det_simul = tempexdet;
|
||||
if M.exo_det_nbr > 0
|
||||
oo.exo_det_simul = tempexdet;
|
||||
end
|
||||
oo_.exo_simul = tempex;
|
||||
oo.exo_simul = tempex;
|
||||
tempex = [];
|
||||
|
||||
% 01/01/2003 MJ added dr_algo == 1
|
||||
% 08/24/2001 MJ uses Schmitt-Grohe and Uribe (2001) constant correction
|
||||
% in dr.ghs2
|
||||
% 05/26/2003 MJ added temporary values for oo_.exo_simul
|
||||
|
|
|
@ -48,7 +48,7 @@ steady_;
|
|||
|
||||
% Compute the first order perturbation reduced form.
|
||||
old_options_order = options_.order; options_.order = 1;
|
||||
[oo_.dr,info] = resol(oo_.steady_state,0);
|
||||
[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
|
||||
options_.order = old_options_order;
|
||||
|
||||
% Set various options.
|
||||
|
|
|
@ -111,7 +111,7 @@ if info
|
|||
pdraws(i,1) = {x2(SampleAddress(i,4),:)};
|
||||
if info-1
|
||||
set_parameters(pdraws{i,1});
|
||||
[dr,info] = resol(oo_.steady_state,0);
|
||||
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
|
||||
pdraws(i,2) = { dr };
|
||||
end
|
||||
old_mhfile = mhfile;
|
||||
|
@ -138,7 +138,7 @@ if info
|
|||
pdraws(linee,1) = {x2(SampleAddress(i,4),:)};
|
||||
if info-1
|
||||
set_parameters(pdraws{linee,1});
|
||||
[dr,info] = resol(oo_.steady_state,0);
|
||||
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
|
||||
pdraws(linee,2) = { dr };
|
||||
end
|
||||
old_mhfile = mhfile;
|
||||
|
|
|
@ -69,7 +69,7 @@ elseif options_.discretionary_policy
|
|||
end
|
||||
[oo_.dr,ys,info] = discretionary_policy_1(oo_,options_.instruments);
|
||||
else
|
||||
[oo_.dr, info] = resol(oo_.steady_state,0);
|
||||
[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
|
||||
end
|
||||
|
||||
if info(1)
|
||||
|
|
|
@ -38,7 +38,7 @@ end
|
|||
|
||||
check_model;
|
||||
|
||||
[oo_.dr, info] = resol(oo_.steady_state,0);
|
||||
[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
|
||||
|
||||
if info(1)
|
||||
options_ = options_old;
|
||||
|
|
Loading…
Reference in New Issue