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

Honour option solve_algo with backward models in perfect_foresight_solver.

time-shift
Stéphane Adjemian (Charybdis) 2021-04-08 13:28:07 +02:00
parent 8683790927
commit a03b65bab7
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
3 changed files with 24 additions and 17 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
matlab/dynare_solve.m
View File

@ -15,7 +15,7 @@ function [x, errorflag, fvec, fjac] = dynare_solve(f, x, options, varargin)
% - fvec [double] n×1 vector, function value at x (f(x), used for debugging when errorflag is true).
% - fjac [double] n×n matrix, Jacobian value at x (J(x), used for debugging when errorflag is true).
% Copyright © 2001-2020 Dynare Team
% Copyright © 2001-2021 Dynare Team
%
% This file is part of Dynare.
%
@ -225,8 +225,8 @@ if options.solve_algo == 0
end
elseif options.solve_algo==1
[x, errorflag] = solve1(f, x, 1:nn, 1:nn, jacobian_flag, options.gstep, ...
tolf, tolx, ...
maxit, options.debug, arguments{:});
tolf, tolx, ...
maxit, options.debug, arguments{:});
elseif options.solve_algo==9
[x, errorflag] = trust_region(f, x, 1:nn, 1:nn, jacobian_flag, options.gstep, ...
tolf, tolx, ...

33
matlab/perfect-foresight-models/sim1_purely_backward.m
View File

@ -2,7 +2,7 @@ function [endogenousvariables, info] = sim1_purely_backward(endogenousvariables,
% Performs deterministic simulation of a purely backward model
% Copyright (C) 2012-2017 Dynare Team
% Copyright © 2012-2021 Dynare Team
%
% This file is part of Dynare.
%
@ -29,24 +29,31 @@ else
iyb = [];
end
if ny0 ~= M.endo_nbr
error('All endogenous variables must appear at the current period!')
end
dynamicmodel = str2func([M.fname,'.dynamic']);
if ismember(options.solve_algo, [12,14]) && ~M.possible_to_use_solve_algo_12_14
error(M.message_solve_algo_12_14)
end
info.status = 1;
dynamicmodel = str2func([M.fname,'.dynamic']);
dynamicmodel_s = str2func('dynamic_backward_model_for_simulation');
info.status = true;
for it = M.maximum_lag + (1:options.periods)
yb = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
yb1 = yb(iyb);
[tmp, check] = solve1(dynamicmodel, [yb1; yb], 1:M.endo_nbr, nyb+1:nyb+M.endo_nbr, ...
1, options.gstep, options.dynatol.f, options.dynatol.x, ...
options.simul.maxit, options.debug, exogenousvariables, ...
M.params, steadystate, it);
if check
info.status = 0;
y = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
ylag = y(iyb);
if ismember(options.solve_algo, [12,14])
[tmp, check] = dynare_solve(dynamicmodel_s, y, options, M.isloggedlhs, M.isauxdiffloggedrhs, M.endo_names, M.lhs, ...
dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
else
[tmp, check] = dynare_solve(dynamicmodel_s, y, options, ...
dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
end
endogenousvariables(:,it) = tmp(nyb+1:nyb+M.endo_nbr);
if check
info.status = false;
end
endogenousvariables(:,it) = tmp;
end

2
tests/simul/Solow_no_varexo.mod
View File

@ -61,5 +61,5 @@ end;
resid(1);
steady;
simul(periods=200);
simul(periods=200, solve_algo=4);
rplot k;