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Merge pull request #1171 from JohannesPfeifer/discretionary_policy 

discretionary_policy_1.m: keep state space fixed even if state variab…
time-shift
MichelJuillard 2016-04-18 22:17:42 +02:00
parent 5d321c86ce d1735e1d9e
commit 6eb2e43432
1 changed files with 2 additions and 38 deletions
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40
matlab/discretionary_policy_1.m
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@ -137,51 +137,15 @@ else
Hold=H; %save previous solution
% Hold=[]; use this line if persistent command is not used.
end
% update the following elements
LLI=lead_lag_incidence;
LLI(MaxLag,:)=any(H); %check if variable drops out in solution
LLI=LLI';
tmp=find(LLI);
LLI(tmp)=1:numel(tmp); %renumber
M_.lead_lag_incidence = LLI'; %update lead_lag_incidence
%update info in M_
max_lag = M_.maximum_endo_lag;
endo_nbr = M_.endo_nbr;
lead_lag_incidence = M_.lead_lag_incidence;
fwrd_var = find(lead_lag_incidence(max_lag+2:end,:))';
if max_lag > 0
pred_var = find(lead_lag_incidence(1,:))';
both_var = intersect(pred_var,fwrd_var);
pred_var = setdiff(pred_var,both_var);
fwrd_var = setdiff(fwrd_var,both_var);
stat_var = setdiff([1:endo_nbr]',union(union(pred_var,both_var),fwrd_var)); % static variables
else
pred_var = [];
both_var = [];
stat_var = setdiff([1:endo_nbr]',fwrd_var);
end
M_.nstatic=length(stat_var);
M_.nfwrd=length(fwrd_var);
M_.npred=length(pred_var);
M_.nboth=length(both_var);
M_.nspred=M_.npred+M_.nboth;
M_.nsfwrd=M_.nfwrd+M_.nboth;
M_.ndynamic=M_.endo_nbr-M_.nstatic;
% set the state
dr=oo_.dr;
dr.ys =zeros(endo_nbr,1);
dr=set_state_space(dr,M_,options_); %relies on M_.lead_lag_incidence being updated
dr=set_state_space(dr,M_,options_);
order_var=dr.order_var;
T=H(order_var,order_var);
dr.ghu=G(order_var,:);
Selection=any(T);
Selection=lead_lag_incidence(1,order_var)>0;%select state variables
dr.ghx=T(:,Selection);
ys=NondistortionarySteadyState(M_);