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

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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

42
matlab/resol.m
View File

@ -1,9 +1,9 @@
function [dr,info]=resol(ys,check_flag) function [dr,info]=resol(steady_state_0,check_flag)
% function [dr,info]=resol(ys,check_flag) % function [dr,info]=resol(steady_state_0,check_flag)
% Computes first and second order approximations % Computes first and second order approximations
% %
% INPUTS % 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=0: all the approximation is computed
% check_flag=1: computes only the eigenvalues % check_flag=1: computes only the eigenvalues
% %
@ -60,14 +60,14 @@ if M_.exo_nbr == 0
oo_.exo_steady_state = [] ; oo_.exo_steady_state = [] ;
end end
% check if ys is steady state % check if steady_state_0 is steady state
tempex = oo_.exo_simul; tempex = oo_.exo_simul;
oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+M_.maximum_lead+1,1); oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
if M_.exo_det_nbr > 0 if M_.exo_det_nbr > 0
tempexdet = oo_.exo_det_simul; tempexdet = oo_.exo_det_simul;
oo_.exo_det_simul = repmat(oo_.exo_det_steady_state',M_.maximum_lag+M_.maximum_lead+1,1); oo_.exo_det_simul = repmat(oo_.exo_det_steady_state',M_.maximum_lag+M_.maximum_lead+1,1);
end end
dr.ys = ys; steady_state = steady_state_0;
check1 = 0; check1 = 0;
% testing for steadystate file % testing for steadystate file
if (~options_.bytecode) if (~options_.bytecode)
@ -75,12 +75,12 @@ if (~options_.bytecode)
end; end;
if options_.steadystate_flag 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_steady_state; ...
oo_.exo_det_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 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,... M_.fname,...
oo_.exo_steady_state,... oo_.exo_steady_state,...
oo_.exo_det_steady_state,... oo_.exo_det_steady_state,...
@ -92,53 +92,57 @@ if options_.steadystate_flag
end end
else 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_.ramsey_policy == 0
if options_.linear == 0 if options_.linear == 0
% nonlinear models % nonlinear models
if (options_.block == 0 && options_.bytecode == 0) 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 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_steady_state; ...
oo_.exo_det_steady_state], M_.params); oo_.exo_det_steady_state], M_.params);
end end
else 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_steady_state; ...
oo_.exo_det_steady_state], M_.params); oo_.exo_det_steady_state], M_.params);
end; end;
else else
% linear models % 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); oo_.exo_det_steady_state], M_.params);
if max(abs(fvec)) > 1e-12 if max(abs(fvec)) > 1e-12
dr.ys = dr.ys-jacob\fvec; steady_state = steady_state-jacob\fvec;
end end
end end
end end
end end
% testing for problem % testing for problem
dr.ys = steady_state;
oo_.steady_state = steady_state;
if check1 if check1
if options_.steadystate_flag if options_.steadystate_flag
info(1)= 19; info(1)= 19;
resid = check1 ; resid = check1 ;
else else
info(1)= 20; 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 end
info(2) = resid'*resid ; info(2) = resid'*resid ;
return return
end end
if ~isreal(dr.ys) if ~isreal(steady_state)
info(1) = 21; info(1) = 21;
info(2) = sum(imag(ys).^2); info(2) = sum(imag(steady_state).^2);
dr.ys = real(dr.ys); steady_state = real(steady_state);
dr.ys = steady_state;
oo_.steady_state = steady_state;
return return
end end
dr.fbias = zeros(M_.endo_nbr,1);
if options_.block if options_.block
[dr,info,M_,options_,oo_] = dr_block(dr,check_flag,M_,options_,oo_); [dr,info,M_,options_,oo_] = dr_block(dr,check_flag,M_,options_,oo_);
else else