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

get_identification_jacobians.m: remove unnecessary reordering of equations

time-shift
Johannes Pfeifer 2021-05-14 13:35:01 +02:00
parent 5e36b688ee
commit 7d4b01883d
1 changed files with 12 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
matlab/get_identification_jacobians.m
View File

@ -159,9 +159,9 @@ if order == 1
[~, g1 ] = feval([fname,'.dynamic'], yy0, oo.exo_steady_state', params, oo.dr.ys, 1);
%g1 is [endo_nbr by yy0ex0_nbr first derivative (wrt all dynamic variables) of dynamic model equations, i.e. df/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
DYNAMIC = [Yss;
vec(g1(oo.dr.order_var,:))]; %add steady state and put rows of g1 in DR order
vec(g1)]; %add steady state and put rows of g1 in DR order
dDYNAMIC = [oo.dr.derivs.dYss;
reshape(oo.dr.derivs.dg1(oo.dr.order_var,:,:),size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2),size(oo.dr.derivs.dg1,3)) ]; %reshape dg1 in DR order and add steady state
reshape(oo.dr.derivs.dg1,size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2),size(oo.dr.derivs.dg1,3)) ]; %reshape dg1 in DR order and add steady state
REDUCEDFORM = [Yss;
vec(oo.dr.ghx);
dyn_vech(oo.dr.ghu*Sigma_e*transpose(oo.dr.ghu))]; %in DR order
@ -177,11 +177,11 @@ elseif order == 2
%g1 is [endo_nbr by yy0ex0_nbr first derivative (wrt all dynamic variables) of dynamic model equations, i.e. df/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
%g2 is [endo_nbr by yy0ex0_nbr^2] second derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
DYNAMIC = [Yss;
vec(g1(oo.dr.order_var,:));
vec(g2(oo.dr.order_var,:))]; %add steady state and put rows of g1 and g2 in DR order
vec(g1);
vec(g2)]; %add steady state and put rows of g1 and g2 in DR order
dDYNAMIC = [oo.dr.derivs.dYss;
reshape(oo.dr.derivs.dg1(oo.dr.order_var,:,:),size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2),size(oo.dr.derivs.dg1,3)); %reshape dg1 in DR order
reshape(oo.dr.derivs.dg2(oo.dr.order_var,:),size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2)^2,size(oo.dr.derivs.dg1,3))]; %reshape dg2 in DR order
reshape(oo.dr.derivs.dg1,size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2),size(oo.dr.derivs.dg1,3)); %reshape dg1 in DR order
reshape(oo.dr.derivs.dg2,size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2)^2,size(oo.dr.derivs.dg1,3))]; %reshape dg2 in DR order
REDUCEDFORM = [Yss;
vec(oo.dr.ghx);
dyn_vech(oo.dr.ghu*Sigma_e*transpose(oo.dr.ghu));
@ -204,13 +204,13 @@ elseif order == 3
%g1 is [endo_nbr by yy0ex0_nbr first derivative (wrt all dynamic variables) of dynamic model equations, i.e. df/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
%g2 is [endo_nbr by yy0ex0_nbr^2] second derivative (wrt all dynamic variables) of dynamic model equations, i.e. d(df/dyy0ex0)/dyy0ex0, rows are in declaration order, columns in lead_lag_incidence order
DYNAMIC = [Yss;
vec(g1(oo.dr.order_var,:));
vec(g2(oo.dr.order_var,:));
vec(g3(oo.dr.order_var,:))]; %add steady state and put rows of g1 and g2 in DR order
vec(g1);
vec(g2);
vec(g3)]; %add steady state and put rows of g1 and g2 in DR order
dDYNAMIC = [oo.dr.derivs.dYss;
reshape(oo.dr.derivs.dg1(oo.dr.order_var,:,:),size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2),size(oo.dr.derivs.dg1,3)); %reshape dg1 in DR order
reshape(oo.dr.derivs.dg2(oo.dr.order_var,:),size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2)^2,size(oo.dr.derivs.dg1,3));
reshape(oo.dr.derivs.dg2(oo.dr.order_var,:),size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2)^2,size(oo.dr.derivs.dg1,3))]; %reshape dg3 in DR order
reshape(oo.dr.derivs.dg1,size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2),size(oo.dr.derivs.dg1,3)); %reshape dg1 in DR order
reshape(oo.dr.derivs.dg2,size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2)^2,size(oo.dr.derivs.dg1,3));
reshape(oo.dr.derivs.dg2,size(oo.dr.derivs.dg1,1)*size(oo.dr.derivs.dg1,2)^2,size(oo.dr.derivs.dg1,3))]; %reshape dg3 in DR order
REDUCEDFORM = [Yss;
vec(oo.dr.ghx);
dyn_vech(oo.dr.ghu*Sigma_e*transpose(oo.dr.ghu));