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Merge branch 'steadystate_file' into 'master' 

Remove globals from user-defined steadystate file

See merge request Dynare/dynare!1673
time-shift
Sébastien Villemot 2019-11-26 17:26:19 +00:00
parent 62146e14ab 0c01c31491
commit 4a8dd1e8fa
11 changed files with 41 additions and 91 deletions
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12
examples/NK_baseline_steadystate.m
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@ -1,19 +1,20 @@
function [ys,check] = NK_baseline_steadystate(ys,exo)
% function [ys,check] = NK_baseline_steadystate(ys,exo)
function [ys,params,check] = NK_baseline_steadystate(ys,exo,M_,options_)
% function [ys,params,check] = NK_baseline_steadystate(ys,exo,M_,options_)
% computes the steady state for the NK_baseline.mod and uses a numerical
% solver to do so
% Inputs:
% - ys [vector] vector of initial values for the steady state of
% the endogenous variables
% - exo [vector] vector of values for the exogenous variables
% - M_ [structure] Dynare model structure
% - options [structure] Dynare options structure
%
% Output:
% - ys [vector] vector of steady state values for the the endogenous variables
% - params [vector] vector of parameter values
% - check [scalar] set to 0 if steady state computation worked and to
% 1 of not (allows to impose restrictions on parameters)
global M_
% read out parameters to access them with their name
NumberOfParameters = M_.param_nbr;
for ii = 1:NumberOfParameters
@ -95,8 +96,9 @@ g2=epsilon/(epsilon-1)*g1;
%% end own model equations
params=NaN(NumberOfParameters,1);
for iter = 1:length(M_.params) %update parameters set in the file
eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
eval([ 'params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
end
NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically

3
matlab/evaluate_steady_state_file.m
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@ -46,8 +46,7 @@ if options.steadystate_flag == 1
assignin('base','tmp_00_',params);
evalin('base','M_.params=tmp_00_; clear(''tmp_00_'')');
h_steadystate = str2func([fname '_steadystate']);
[ys,check] = h_steadystate(ys_init, exo_ss);
params1 = evalin('base','M_.params');
[ys,params1,check] = h_steadystate(ys_init, exo_ss,M,options);
else % steadystate_flag == 2
% new format
h_steadystate = str2func([fname '.steadystate']);

2
tests/Makefile.am
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@ -848,8 +848,6 @@ EXTRA_DIST = \
kalman/likelihood_from_dynare/fs2000_estimation_check.inc \
kalman/likelihood_from_dynare/fs2000ns_model.inc \
kalman/likelihood_from_dynare/fs2000ns_estimation_check.inc \
identification/kim/kim2_steadystate.m \
identification/as2007/as2007_steadystate.m \
estimation/fsdat_simul.m \
ep/mean_preserving_spread.m \
decision_rules/example1_results_dyn_432.mat \

5
tests/ep/ar.mod
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@ -29,6 +29,11 @@ shocks;
var EfficiencyInnovation = 1;
end;
steady_state_model;
efficiency=0;
Efficiency=effstar;
end;
steady;
options_.ep.stochastic.order = 0;

9
tests/ep/ar_steadystate.m
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@ -1,9 +0,0 @@
function [ys, info] = ar_steadystate(ys, exogenous)
% Steady state routine for ar.mod (First order autoregressive process)
global M_
info = 0;
ys(1)=M_.params(2);
ys(2)=0;

7
tests/expectations/expectation_ss_old_steadystate.m
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@ -1,12 +1,13 @@
function [ys_, check_] = expectation_ss_old_steadystate(ys_orig_, exo_)
function [ys_, params, check_] = expectation_ss_old_steadystate(ys_orig_, exo_,M_,options_)
ys_=zeros(6,1);
global M_
params=NaN(size(M_.params));
params=M_.params;
ys_(4)=0;
ys_(6)=0;
ys_(5)=0.3333333333333333;
ys_(3)=((1/M_.params(1)-(1-M_.params(4)))/(M_.params(3)*ys_(5)^(1-M_.params(3))))^(1/(M_.params(3)-1));
ys_(1)=ys_(5)^(1-M_.params(3))*ys_(3)^M_.params(3);
ys_(2)=ys_(1)-M_.params(4)*ys_(3);
M_.params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6)));
params(5)=(1-M_.params(3))*ys_(1)/(ys_(2)*ys_(5)^(1+M_.params(6)));
check_=0;
end

11
tests/identification/as2007/as2007.mod
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@ -30,6 +30,17 @@ INFL = pi_steady+400*pie;
INT = pi_steady+rr_steady+4*gam_steady+400*R;
end;
steady_state_model;
pie=0;
y=0;
R=0;
g=0;
z=0;
YGR=gam_steady;
INFL = pi_steady;
INT = pi_steady+rr_steady+4*gam_steady;
end;
estimated_params;
tau, gamma_pdf, 2, 0.5;
kap, beta_pdf, 0.2, 0.1;

34
tests/identification/as2007/as2007_steadystate.m
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@ -1,34 +0,0 @@
function [ys,check1]=as2007_steadystate(ys,exo)
global M_
for j=1:length(M_.param_names)
eval([M_.param_names{j},' = M_.params(j);'])
assignin('base', M_.param_names{j} , M_.params(j));
end
for j=1:length(M_.endo_names)
eval([M_.endo_names{j},' = NaN;'])
end
check1=0;
pie=0;
y=0;
R=0;
g=0;
z=0;
YGR=gam_steady;
INFL = pi_steady;
INT = pi_steady+rr_steady+4*gam_steady;
%% end own model equations
for iter = 1:length(M_.params) %update parameters set in the file
eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
end
NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically
for ii = 1:NumberOfEndogenousVariables
varname = M_.endo_names{ii};
eval(['ys(' int2str(ii) ') = ' varname ';']);
end

9
tests/identification/kim/kim2.mod
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@ -33,6 +33,15 @@ lam = (1-(betae*delta*alph/(1-betae+delta*betae)))^theta/c^(1+theta)/(1+theta);
//cobs = c+ec;
end;
steady_state_model;
s=betae*delta*alph/(1-betae+delta*betae);
a=as; %as^((1-alph)/(1+theta))*(delta^((phi+theta+1)/(theta+1))/s)^alph;
k=(delta/s/a)^(1/(alph-1));
i=delta*k;
c=(((a*k^alph)^(1+theta)-s*(i/s)^(1+theta))/(1-s))^(1/(1+theta))*(1-s);
lam = (1-s)^theta/c^(1+theta)/(1+theta);
end;
steady;
check;

32
tests/identification/kim/kim2_steadystate.m
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@ -1,32 +0,0 @@
function [ys,check1]=kim2_steadystate(ys,exo)
global M_
for j=1:length(M_.param_names)
eval([M_.param_names{j}, ' = M_.params(j);'])
assignin('base', M_.param_names{j}, M_.params(j));
end
for j=1:length(M_.endo_names)
eval([M_.endo_names{j}, ' = NaN;'])
end
check1=0;
s=betae*delta*alph/(1-betae+delta*betae);
a=as; %as^((1-alph)/(1+theta))*(delta^((phi+theta+1)/(theta+1))/s)^alph;
k=(delta/s/a)^(1/(alph-1));
i=delta*k;
c=(((a*k^alph)^(1+theta)-s*(i/s)^(1+theta))/(1-s))^(1/(1+theta))*(1-s);
lam = (1-s)^theta/c^(1+theta)/(1+theta);
%% end own model equations
for iter = 1:length(M_.params) %update parameters set in the file
eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
end
NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically
for ii = 1:NumberOfEndogenousVariables
varname = M_.endo_names{ii};
eval(['ys(' int2str(ii) ') = ' varname ';']);
end

8
tests/steady_state/walsh1_old_ss_steadystate.m
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@ -1,5 +1,4 @@
function [ys,check] = walsh1_old_ss_steadystate(ys,exo)
global M_
function [ys,params,check] = walsh1_old_ss_steadystate(ys,exo,M_,options_)
% read out parameters to access them with their name
NumberOfParameters = M_.param_nbr;
@ -34,8 +33,9 @@ check = 0;
%% end own model equations
for iter = 1:length(M_.params) %update parameters set in the file
eval([ 'M_.params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
params=NaN(NumberOfParameters,1);
for iter = 1:NumberOfParameters %update parameters set in the file
eval([ 'params(' num2str(iter) ') = ' M_.param_names{iter} ';' ])
end
NumberOfEndogenousVariables = M_.orig_endo_nbr; %auxiliary variables are set automatically