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

Fix bug in simul with stack_solve_algo=0 and exogenous with lags > 1

time-shift
Sébastien Villemot 2013-07-11 11:53:15 -07:00
parent 5a4399e9b3
commit 5b6e3bdb7a
1 changed files with 6 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
matlab/sim1.m
View File

@ -77,7 +77,7 @@ fprintf('\n') ;
model_dynamic = str2func([M_.fname,'_dynamic']);
z = Y(find(lead_lag_incidence'));
[d1,jacobian] = model_dynamic(z,oo_.exo_simul, params, ...
steady_state,2);
steady_state,M_.maximum_lag+1);
A = sparse([],[],[],periods*ny,periods*ny,periods*nnz(jacobian));
res = zeros(periods*ny,1);
@ -91,15 +91,15 @@ for iter = 1:options_.maxit_
i_cols = find(lead_lag_incidence');
i_cols_A = i_cols;
for it = 2:(periods+1)
for it = (M_.maximum_lag+1):(M_.maximum_lag+periods)
[d1,jacobian] = model_dynamic(Y(i_cols),exo_simul, params, ...
steady_state,it);
if it == periods+1 && it == 2
if it == M_.maximum_lag+periods && it == M_.maximum_lag+1
A(i_rows,i_cols_A0) = jacobian(:,i_cols_0);
elseif it == periods+1
elseif it == M_.maximum_lag+periods
A(i_rows,i_cols_A(i_cols_T)) = jacobian(:,i_cols_T);
elseif it == 2
elseif it == M_.maximum_lag+1
A(i_rows,i_cols_A1) = jacobian(:,i_cols_1);
else
A(i_rows,i_cols_A) = jacobian(:,i_cols_j);
@ -109,7 +109,7 @@ for iter = 1:options_.maxit_
i_rows = i_rows + ny;
i_cols = i_cols + ny;
if it > 2
if it > M_.maximum_lag+1
i_cols_A = i_cols_A + ny;
end
end