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

Adding loglinear correction and the 2nd output argument for the 1st order as there must be 1+order output variables 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
george 2009-12-03 08:14:10 +00:00
parent 95547b3d09
commit aa6cf78250
1 changed files with 12 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
matlab/k_order_pert.m
View File

@ -8,11 +8,11 @@ function [dr,info] = k_order_pert(dr,M,options,oo)
switch(order)
case 1
g_1 = k_order_perturbation(dr,0,M,options, oo , ['.' ...
[yss,g_0, g_1] = k_order_perturbation_opt(dr,0,M,options, oo , ['.' ...
mexext]);
dr.g_1 = g_1;
case 2
[g_0, g_1, g_2] = k_order_perturbation(dr,0,M,options, oo , ['.' ...
[yss,g_0, g_1, g_2] = k_order_perturbation_opt(dr,0,M,options, oo , ['.' ...
mexext]);
dr.g_0 = g_0;
dr.g_1 = g_1;
@ -33,6 +33,16 @@ function [dr,info] = k_order_pert(dr,M,options,oo)
dr.ghx = g_1(:,1:npred);
dr.ghu = g_1(:,npred+1:end);
if options.loglinear == 1
k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
klag = dr.kstate(k,[1 2]);
k1 = dr.order_var;
dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
end
if order > 1
dr.ghs2 = 2*g_0;
endo_nbr = M.endo_nbr;