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corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul)

time-shift
Michel Juillard 2010-07-23 10:52:33 +02:00
parent 89bdc81ada
commit 3d0420d220
1 changed files with 23 additions and 11 deletions
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34
matlab/dr1.m
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@ -230,8 +230,9 @@ if M_.maximum_endo_lead == 0
end
else % use original Dynare solver
[k1,junk,k2] = find(kstate(:,4));
dr.ghx(:,k1) = -b\jacobia_(:,k2);
if M_.exo_nbr
dr.ghx(:,k1) = -b\jacobia_(:,k2);
% with simul, the Jacobian doesn't contain derivatives w.r. to shocks
if size(jacobia_,2) > nz
dr.ghu = -b\jacobia_(:,nz+1:end);
end
end % if not use AIM or not...
@ -360,16 +361,27 @@ else % use original Dynare solver
end
if nba ~= nyf
temp = sort(abs(dr.eigval));
if nba > nyf
temp = temp(nd-nba+1:nd-nyf)-1-options_.qz_criterium;
info(1) = 3;
elseif nba < nyf;
temp = temp(nd-nyf+1:nd-nba)-1-options_.qz_criterium;
info(1) = 4;
sorted_roots = sort(abs(dr.eigval));
if isfield(options_,'indeterminacy_continuity')
if options_.indeterminacy_msv == 1
[ss,tt,w,q] = qz(e',d');
[ss,tt,w,q] = reorder(ss,tt,w,q);
ss = ss';
tt = tt';
w = w';
nba = nyf;
end
else
if nba > nyf
temp = sorted_roots(nd-nba+1:nd-nyf)-1-options_.qz_criterium;
info(1) = 3;
elseif nba < nyf;
temp = sorted_roots(nd-nyf+1:nd-nba)-1-options_.qz_criterium;
info(1) = 4;
end
info(2) = temp'*temp;
return
end
info(2) = temp'*temp;
return
end
np = nd - nyf;