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fixing bug with steady_state operator

time-shift
Michel Juillard 2011-03-09 13:43:17 +01:00
parent c5d272bb9f
commit 9f7cfaec00
1 changed files with 23 additions and 19 deletions
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42
matlab/resol.m
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@ -1,9 +1,9 @@
function [dr,info]=resol(ys,check_flag)
% function [dr,info]=resol(ys,check_flag)
function [dr,info]=resol(steady_state_0,check_flag)
% function [dr,info]=resol(steady_state_0,check_flag)
% Computes first and second order approximations
%
% INPUTS
% ys: vector of variables in steady state
% steady_state_0: vector of variables in steady state
% check_flag=0: all the approximation is computed
% check_flag=1: computes only the eigenvalues
%
@ -60,14 +60,14 @@ if M_.exo_nbr == 0
oo_.exo_steady_state = [] ;
end
% check if ys is steady state
% check if steady_state_0 is steady state
tempex = oo_.exo_simul;
oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
if M_.exo_det_nbr > 0
tempexdet = oo_.exo_det_simul;
oo_.exo_det_simul = repmat(oo_.exo_det_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
end
dr.ys = ys;
steady_state = steady_state_0;
check1 = 0;
% testing for steadystate file
if (~options_.bytecode)
@ -75,12 +75,12 @@ if (~options_.bytecode)
end;
if options_.steadystate_flag
[dr.ys,check1] = feval([M_.fname '_steadystate'],dr.ys,...
[steady_state,check1] = feval([M_.fname '_steadystate'],steady_state,...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state]);
if size(dr.ys,1) < M_.endo_nbr
if size(steady_state,1) < M_.endo_nbr
if length(M_.aux_vars) > 0
dr.ys = add_auxiliary_variables_to_steadystate(dr.ys,M_.aux_vars,...
steady_state = add_auxiliary_variables_to_steadystate(steady_state,M_.aux_vars,...
M_.fname,...
oo_.exo_steady_state,...
oo_.exo_det_steady_state,...
@ -92,53 +92,57 @@ if options_.steadystate_flag
end
else
% testing if ys isn't a steady state or if we aren't computing Ramsey policy
% testing if steady_state_0 isn't a steady state or if we aren't computing Ramsey policy
if options_.ramsey_policy == 0
if options_.linear == 0
% nonlinear models
if (options_.block == 0 && options_.bytecode == 0)
if max(abs(feval(fh,dr.ys,[oo_.exo_steady_state; ...
if max(abs(feval(fh,steady_state,[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params))) > options_.dynatol
[dr.ys,check1] = dynare_solve(fh,dr.ys,options_.jacobian_flag,...
[steady_state,check1] = dynare_solve(fh,steady_state,options_.jacobian_flag,...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params);
end
else
[dr.ys,check1] = dynare_solve_block_or_bytecode(dr.ys,...
[steady_state,check1] = dynare_solve_block_or_bytecode(steady_state,...
[oo_.exo_steady_state; ...
oo_.exo_det_steady_state], M_.params);
end;
else
% linear models
[fvec,jacob] = feval(fh,dr.ys,[oo_.exo_steady_state;...
[fvec,jacob] = feval(fh,steady_state,[oo_.exo_steady_state;...
oo_.exo_det_steady_state], M_.params);
if max(abs(fvec)) > 1e-12
dr.ys = dr.ys-jacob\fvec;
steady_state = steady_state-jacob\fvec;
end
end
end
end
% testing for problem
dr.ys = steady_state;
oo_.steady_state = steady_state;
if check1
if options_.steadystate_flag
info(1)= 19;
resid = check1 ;
else
info(1)= 20;
resid = feval(fh,ys,oo_.exo_steady_state, M_.params);
resid = feval(fh,steady_state_0,oo_.exo_steady_state, M_.params);
end
info(2) = resid'*resid ;
return
end
if ~isreal(dr.ys)
if ~isreal(steady_state)
info(1) = 21;
info(2) = sum(imag(ys).^2);
dr.ys = real(dr.ys);
info(2) = sum(imag(steady_state).^2);
steady_state = real(steady_state);
dr.ys = steady_state;
oo_.steady_state = steady_state;
return
end
dr.fbias = zeros(M_.endo_nbr,1);
if options_.block
[dr,info,M_,options_,oo_] = dr_block(dr,check_flag,M_,options_,oo_);
else