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Factorize call to solver routines under optimal policy and without 

Related to https://git.dynare.org/Dynare/dynare/issues/1173
time-shift
Johannes Pfeifer 2020-02-12 13:15:23 +01:00
parent b07adee2d9
commit 8b4fa7c2d6
5 changed files with 40 additions and 20 deletions
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6
matlab/PosteriorIRF_core1.m
View File

@ -145,11 +145,7 @@ while fpar<B
end
stock_param(irun2,:) = deep;
set_parameters(deep);
if options_.discretionary_policy
[dr,info,M_,options_,oo_] = discretionary_policy_1(options_.instruments,M_,options_,oo_);
else
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
end
[dr,info,M_,options_,oo_] =compute_decision_rules(M_,options_,oo_);
oo_.dr = dr;
if info(1)
nosaddle = nosaddle + 1;

36
matlab/compute_decision_rules.m Normal file
View File

@ -0,0 +1,36 @@
function [dr,info,M_,options_,oo_] =compute_decision_rules(M_,options_,oo_)
% function [dr,info,M_,options_,oo_] =compute_decision_rules(M_,options_,oo_)
% INPUTS
% - M_ [structure] Matlab's structure describing the model (M_).
% - options_ [structure] Matlab's structure describing the current options (options_).
% - oo_ [structure] Matlab's structure containing the results (oo_).
%
% OUTPUTS
% - dr [structure] Reduced form model.
% - info [integer] scalar or vector, error code.
% - M_ [structure] Matlab's structure describing the model (M_).
% - options_ [structure] Matlab's structure describing the current options (options_).
% - oo_ [structure] Matlab's structure containing the results (oo_).
% Copyright (C) 2020 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if options_.discretionary_policy
[dr,info,M_,options_,oo_] = discretionary_policy_1(options_.instruments,M_,options_,oo_);
else
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
end

6
matlab/dynare_resolve.m
View File

@ -66,11 +66,7 @@ function [A,B,ys,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if DynareOptions.discretionary_policy
[dr,info,Model,DynareOptions,DynareResults] = discretionary_policy_1(DynareOptions.instruments,Model,DynareOptions,DynareResults);
else
[dr,info,Model,DynareOptions,DynareResults] = resol(0,Model,DynareOptions,DynareResults);
end
[dr,info,Model,DynareOptions,DynareResults] =compute_decision_rules(Model,DynareOptions,DynareResults);
if info(1) > 0
A = [];

6
matlab/prior_posterior_statistics_core.m
View File

@ -203,11 +203,7 @@ for b=fpar:B
M_ = set_all_parameters(deep,estim_params_,M_);
if run_smoother
if options_.discretionary_policy
[dr,info,M_,options_,oo_] = discretionary_policy_1(options_.instruments,M_,options_,oo_);
else
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
end
[dr,info,M_,options_,oo_] =compute_decision_rules(M_,options_,oo_);
[alphahat,etahat,epsilonhat,alphatilde,SteadyState,trend_coeff,aK,~,~,P,~,~,trend_addition,state_uncertainty,M_,oo_,options_,bayestopt_] = ...
DsgeSmoother(deep,gend,Y,data_index,missing_value,M_,oo_,options_,bayestopt_,estim_params_);

6
matlab/selec_posterior_draws.m
View File

@ -115,11 +115,7 @@ if info
pdraws(i,1) = {x2(SampleAddress(i,4),:)};
if info-1
set_parameters(pdraws{i,1});
if options_.discretionary_policy
[dr,info,M_,options_,oo_] = discretionary_policy_1(options_.instruments,M_,options_,oo_);
else
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
end
[dr,info,M_,options_,oo_] =compute_decision_rules(M_,options_,oo_);
pdraws(i,2) = { dr };
end
old_mhfile = mhfile;