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Fixed bug in the routine simulating backward looking non linear stochastic models.

time-shift
Stéphane Adjemian (Hermes) 2016-02-26 21:31:50 +01:00
parent b303819254
commit 87955c61d0
1 changed files with 8 additions and 4 deletions
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12
matlab/simul_backward_nonlinear_model.m
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@ -101,14 +101,18 @@ y = NaN(length(idx)+ny1,1);
DynareOutput.endo_simul = NaN(DynareModel.endo_nbr,sample_size+1);
DynareOutput.endo_simul(:,1) = DynareOutput.steady_state;
Y = DynareOutput.endo_simul;
% Simulations (call a Newton-like algorithm for each period).
for it = 2:sample_size+1
y(jdx) = DynareOutput.endo_simul(:,it-1); % A good guess for the initial conditions is the previous values for the endogenous variables.
y(jdx) = Y(:,it-1); % A good guess for the initial conditions is the previous values for the endogenous variables.
y(hdx) = y(jdx(iy1)); % Set lagged variables.
y(jdx) = solve1(model_dynamic, y, idx, jdx, 1, DynareOptions.gstep, ...
z = solve1(model_dynamic, y, idx, jdx, 1, DynareOptions.gstep, ...
DynareOptions.solve_tolf,DynareOptions.solve_tolx, ...
DynareOptions.simul.maxit,DynareOptions.debug, ...
DynareOutput.exo_simul, DynareModel.params, ...
DynareOutput.steady_state, it);
DynareOutput.endo_simul(:,it) = y(jdx);
end
Y(:,it) = z(jdx);
end
DynareOuput.endo_simul = Y;