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Fixed ep.init option. 

Initialization of the perfect foresight solver (in extended path) with
the solution of the first order approximation of the model was broken.

If the value of options_.ep.init is "true"" (1) then the solution of the
first order approximation is used as an initial guess for the newton
lilke solver. If the value of options_.ep.init is "false" (0) the solver
is initialized with the steady state.
time-shift
Stéphane Adjemian(Charybdis) 2016-04-19 12:16:31 +02:00 committed by Stéphane Adjemian (Charybdis)
parent dabdda0506
commit 7d1d860a53
3 changed files with 3 additions and 3 deletions
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2
matlab/ep/extended_path.m
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@ -36,7 +36,7 @@ function [ts, DynareResults] = extended_path(initialconditions, samplesize, exog
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
[initialconditions, innovations, pfm, ep, verbosity, DynareOptions] = ...
[initialconditions, innovations, pfm, ep, verbosity, DynareOptions, DynareResults] = ...
extended_path_initialization(initialconditions, samplesize, exogenousvariables, DynareOptions, DynareModel, DynareResults);
[shocks, spfm_exo_simul, innovations, DynareResults] = extended_path_shocks(innovations, ep, exogenousvariables, samplesize, DynareResults);

2
matlab/ep/extended_path_initialization.m
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@ -1,4 +1,4 @@
function [initial_conditions, innovations, pfm, ep, verbosity, DynareOptions] = extended_path_initialization(initial_conditions, sample_size, exogenousvariables, DynareOptions, DynareModel, DynareResults)
function [initial_conditions, innovations, pfm, ep, verbosity, DynareOptions, DynareResults] = extended_path_initialization(initial_conditions, sample_size, exogenousvariables, DynareOptions, DynareModel, DynareResults)
% Initialization of the extended path routines.
%

2
matlab/ep/extended_path_mc.m
View File

@ -36,7 +36,7 @@ function Simulations = extended_path_mc(initialconditions, samplesize, replic, e
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
[initialconditions, innovations, pfm, ep, verbosity, DynareOptions] = ...
[initialconditions, innovations, pfm, ep, verbosity, DynareOptions, DynareResults] = ...
extended_path_initialization(initialconditions, samplesize, exogenousvariables, DynareOptions, DynareModel, DynareResults);
% Check the dimension of the first input argument