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4.1: fixed problem in AIM implementation when some lagged variables are present in the model but with zero coefficient. 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2516 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-03-24 13:28:45 +00:00
parent e9d3793891
commit 7d854cec94
1 changed files with 9 additions and 1 deletions
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10
matlab/AIM/dynAIMsolver1.m
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@ -100,7 +100,15 @@ if aimcode==1 %if OK
col_order=[((i-1)*neq)+dr.order_var' col_order];
end
bb_ord= bb(dr.order_var,col_order); % derive ordered gy
dr.ghx= bb_ord(:,find(any(bb_ord,1))); % get non-zero columns only
% variables are present in the state space at the lag at which they
% appear and at all smaller lags. The are ordered from smaller to
% higher lag (reversed order of M_.lead_lag_incidence rows for lagged
% variables)
i_lagged_vars = flipud(cumsum(M_.lead_lag_incidence(1:M_.maximum_lag,dr.order_var),1))';
dr.ghx= bb_ord(:,find(i_lagged_vars(:))); % get columns reported in
% Dynare solution
if M_.exo_nbr % if there are exogenous shocks then derive gu for the shocks:
% get H0 and H+1=HM
% theH0= theAIM_H (:,M_.maximum_endo_lag*neq+1: (M_.maximum_endo_lag+1)*neq);