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1) Added steady state to moments; 

2) use of oo_.dr.ys (always updated) in place of oo_.steady_state (not always updated).

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3030 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
ratto 2009-10-09 08:18:39 +00:00
parent 54c6dbd708
commit 33f0f84f89
1 changed files with 8 additions and 4 deletions
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12
matlab/getH.m
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@ -1,4 +1,4 @@
function [H, dA, dOm, info] = getH(A, B, M_,oo_,kronflag,indx,indexo)
function [H, dA, dOm, Hss, info] = getH(A, B, M_,oo_,kronflag,indx,indexo)
% computes derivative of reduced form linear model w.r.t. deep params
%
@ -25,18 +25,19 @@ if nargin<5 | isempty(indexo), indexo = [];, end,
[I,J]=find(M_.lead_lag_incidence');
yy0=oo_.steady_state(I);
yy0=oo_.dr.ys(I);
% yy0=[];
% for j=1:size(M_.lead_lag_incidence,1);
% yy0 = [ yy0; oo_.steady_state(find(M_.lead_lag_incidence(j,:)))];
% yy0 = [ yy0; oo_.dr.ys(find(M_.lead_lag_incidence(j,:)))];
% end
[df, gp] = feval([M_.fname,'_params_derivs'],yy0, oo_.exo_steady_state', M_.params, 1);
[residual, g1 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', M_.params,1);
[residual, g1, g2 ] = feval([M_.fname,'_dynamic'],yy0, oo_.exo_steady_state', M_.params,1);
[residual, gg1] = feval([M_.fname,'_static'],oo_.steady_state, oo_.exo_steady_state', M_.params);
[residual, gg1] = feval([M_.fname,'_static'],oo_.dr.ys, oo_.exo_steady_state', M_.params);
% df = feval([M_.fname,'_model_derivs'],yy0, oo_.exo_steady_state', M_.params, 1);
dyssdtheta = -gg1\df;
Hss = dyssdtheta(oo_.dr.order_var,indx);
dyssdtheta = dyssdtheta(I,:);
[nr, nc]=size(g2);
nc = sqrt(nc);
@ -248,6 +249,8 @@ if kronflag==1, % kronecker products
DmPl = inv(Dm'*Dm)*Dm';
y = DmPl*reshape(y,m*m,param_nbr);
H = [x;y];
H = [ [zeros(M_.endo_nbr,length(indexo)) Hss]; H];
elseif kronflag==-1, % perturbation
fun = 'thet2tau';
@ -307,6 +310,7 @@ else % generalized sylvester equation
% y = y(nauxe+1:end,nauxe+1:end);
% H(:,j) = [x(:); vech(y)];
% end
H = [[zeros(M_.endo_nbr,length(indexo)) Hss]; H];
end