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

adding report at the end of Lagrange multipliers elimination 

testing shows a mistake in the procedure

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2277 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2008-12-01 12:49:17 +00:00
parent 1b7171a11a
commit 6a1c5fbd70
1 changed files with 28 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

32
matlab/mult_elimination.m
View File

@ -1,4 +1,4 @@
function dr=mult_elimination(void)
function dr=mult_elimination(varlist,M_, options_, oo_)
% function mult_elimination()
% replaces Lagrange multipliers in Ramsey policy by lagged value of state
% and shock variables
@ -29,8 +29,6 @@ function dr=mult_elimination(void)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_
dr = oo_.dr;
nstatic = dr.nstatic;
@ -94,4 +92,30 @@ function dr=mult_elimination(void)
dr.M1 = M1;
dr.M2 = M2;
dr.M3 = M3;
dr.M4 = M4;
dr.M4 = M4;
nvar = length(varlist);
nspred = dr.nspred;
nspred = 6;
if nvar > 0
res_table = zeros(2*(nspred+M_.exo_nbr),nvar);
headers = 'Variables';
for i=1:length(varlist)
k = strmatch(varlist{i},M_.endo_names(dr.order_var,:),'exact');
headers = strvcat(headers,varlist{i});
res_table(1:nspred,i) = M1(k,:)';
res_table(nspred+(1:nspred),i) = M2(k,:)';
res_table(2*nspred+(1:M_.exo_nbr),i) = M3(k,:)';
res_table(2*nspred+M_.exo_nbr+(1:M_.exo_nbr),i) = M4(k,:)';
end
my_title='ELIMINATION OF THE MULTIPLIERS';
lab1 = M_.endo_names(dr.order_var(dr.nstatic+[ 1 2 5:8]),:);
labels = strvcat(lab1,lab1,M_.exo_names,M_.exo_names);
lh = size(labels,2)+2;
table(my_title,headers,labels,res_table,lh,10,6);
disp(' ')
end