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Considers a pathological case where the dynamic model is simulated on one period

time-shift
Ferhat Mihoubi 2013-01-18 17:02:15 +01:00
parent fb127d010e
commit 47022b12c3
1 changed files with 7 additions and 3 deletions
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10
matlab/sim1.m
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@ -62,6 +62,8 @@ exo_simul = oo_.exo_simul;
i_cols_1 = nonzeros(lead_lag_incidence(2:3,:)'); i_cols_1 = nonzeros(lead_lag_incidence(2:3,:)');
i_cols_A1 = find(lead_lag_incidence(2:3,:)'); i_cols_A1 = find(lead_lag_incidence(2:3,:)');
i_cols_T = nonzeros(lead_lag_incidence(1:2,:)'); i_cols_T = nonzeros(lead_lag_incidence(1:2,:)');
i_cols_0 = nonzeros(lead_lag_incidence(2,:)');
i_cols_A0 = find(lead_lag_incidence(2,:)');
i_cols_j = 1:nd; i_cols_j = 1:nd;
i_upd = ny+(1:periods*ny); i_upd = ny+(1:periods*ny);
@ -93,10 +95,12 @@ for iter = 1:options_.maxit_
[d1,jacobian] = model_dynamic(Y(i_cols),exo_simul, params, ... [d1,jacobian] = model_dynamic(Y(i_cols),exo_simul, params, ...
steady_state,it); steady_state,it);
if it == 2 if it == periods+1 && it == 2
A(i_rows,i_cols_A1) = jacobian(:,i_cols_1); A(i_rows,i_cols_A0) = jacobian(:,i_cols_0);
elseif it == periods+1 elseif it == periods+1
A(i_rows,i_cols_A(i_cols_T)) = jacobian(:,i_cols_T); A(i_rows,i_cols_A(i_cols_T)) = jacobian(:,i_cols_T);
elseif it == 2
A(i_rows,i_cols_A1) = jacobian(:,i_cols_1);
else else
A(i_rows,i_cols_A) = jacobian(:,i_cols_j); A(i_rows,i_cols_A) = jacobian(:,i_cols_j);
end end
@ -141,7 +145,7 @@ if ~stop
fprintf('\n') ; fprintf('\n') ;
oo_.deterministic_simulation.status = 0;% more iterations are needed. oo_.deterministic_simulation.status = 0;% more iterations are needed.
oo_.deterministic_simulation.error = err; oo_.deterministic_simulation.error = err;
oo_.deterministic_simulation.errors = c/abs(err); %oo_.deterministic_simulation.errors = c/abs(err)
oo_.deterministic_simulation.iterations = options_.maxit_; oo_.deterministic_simulation.iterations = options_.maxit_;
end end
disp (['-----------------------------------------------------']) ; disp (['-----------------------------------------------------']) ;