stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Cosmetic fixes to dyn_ramsey_static.m 

Also makes sure that the check flag is returned and the steady state file always called if it exists. Otherwise, parameters might not be updated and NaN not detected.
time-shift
Johannes Pfeifer 2014-07-18 08:53:51 +02:00
parent 7ead968240
commit 3f72f394aa
1 changed files with 5 additions and 18 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

23
matlab/dyn_ramsey_static.m
View File

@ -14,7 +14,7 @@ function [steady_state,params,check] = dyn_ramsey_static(x,M,options_,oo)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2012 Dynare Team
% Copyright (C) 2003-2014 Dynare Team
%
% This file is part of Dynare.
%
@ -32,7 +32,6 @@ function [steady_state,params,check] = dyn_ramsey_static(x,M,options_,oo)
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
steady_state = [];
params = M.params;
check = 0;
options_.steadystate.nocheck = 1;
@ -40,12 +39,11 @@ options_.steadystate.nocheck = 1;
nl_func = @(x) dyn_ramsey_static_1(x,M,options_,oo);
% check_static_model is a subfunction
if check_static_model(oo.steady_state,M,options_,oo)
if check_static_model(oo.steady_state,M,options_,oo) && ~options_.steadystate_flag
steady_state = oo.steady_state;
return
elseif options_.steadystate_flag
k_inst = [];
instruments = options_.instruments;
inst_nbr = size(options_.instruments,1);
for i = 1:inst_nbr
k_inst = [k_inst; strmatch(options_.instruments(i,:), ...
@ -54,16 +52,16 @@ elseif options_.steadystate_flag
if inst_nbr == 1
inst_val = csolve(nl_func,oo.steady_state(k_inst),'',options_.solve_tolf,100);
else
[inst_val,info1] = dynare_solve(nl_func,ys(k_inst),0);
[inst_val,check] = dynare_solve(nl_func,ys(k_inst),0);
end
ys(k_inst) = inst_val;
exo_ss = [oo.exo_steady_state oo.exo_det_steady_state];
[xx,params,check] = evaluate_steady_state_file(ys,exo_ss,M,options_);
[junk,jun,steady_state] = nl_func(inst_val);
[junk,junk,steady_state] = nl_func(inst_val);
else
n_var = M.orig_endo_nbr;
xx = oo.steady_state(1:n_var);
[xx,info1] = dynare_solve(nl_func,xx,0);
[xx,check] = dynare_solve(nl_func,xx,0);
[junk,junk,steady_state] = nl_func(xx);
end
@ -78,24 +76,14 @@ mult = [];
params = M.params;
endo_nbr = M.endo_nbr;
endo_names = M.endo_names;
exo_nbr = M.exo_nbr;
orig_endo_nbr = M.orig_endo_nbr;
aux_vars_type = [M.aux_vars.type];
orig_endo_aux_nbr = orig_endo_nbr + min(find(aux_vars_type == 6)) - 1;
orig_eq_nbr = M.orig_eq_nbr;
inst_nbr = orig_endo_aux_nbr - orig_eq_nbr;
% indices of Lagrange multipliers
i_mult = [orig_endo_aux_nbr+(1:orig_eq_nbr)]';
fname = M.fname;
max_lead = M.maximum_lead;
max_lag = M.maximum_lag;
% indices of all endogenous variables
i_endo = [1:endo_nbr]';
% indices of endogenous variable except instruments
% i_inst = M.instruments;
% lead_lag incidence matrix
i_lag = M.lead_lag_incidence;
if options_.steadystate_flag
k_inst = [];
@ -130,7 +118,6 @@ end
% value and Jacobian of objective function
ex = zeros(1,M.exo_nbr);
[U,Uy,Uyy] = feval([fname '_objective_static'],x,ex, params);
Uy = Uy';
Uyy = reshape(Uyy,endo_nbr,endo_nbr);
% set multipliers and auxiliary variables that