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Use new approach for setting aux variables in model inversion routine. 

(cherry picked from commit f1ed81aae2)
time-shift
Stéphane Adjemian(Charybdis) 2018-03-04 19:15:43 +01:00
parent 14fbfa028b
commit ac5fcbe231
1 changed files with 1 additions and 23 deletions
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24
matlab/model_inversion.m
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@ -69,29 +69,7 @@ if exogenousvariables.vobs>constraints.vobs
end
% Add auxiliary variables in initialconditions object.
for i=1:length(DynareModel.aux_vars)
if ~ismember(DynareModel.endo_names{DynareModel.aux_vars(i).endo_index}, initialconditions.name)
switch DynareModel.aux_vars(i).type
case 1 % lag on endogenous variable.
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).endo_index}} = ...
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).orig_index}}.lag(abs(DynareModel.aux_vars(i).orig_lead_lag));
case 8 % diff on endogenous variable.
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).endo_index}} = ...
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).orig_index}}.diff.lag(abs(DynareModel.aux_vars(i).orig_lead_lag));
case 3 % lag on exogenous variable.
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).endo_index}} = ...
initialconditions{DynareModel.exo_names{DynareModel.aux_vars(i).orig_index}}.lag(abs(DynareModel.aux_vars(i).orig_lead_lag));
case 0 % lead on endogenous variable.
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).endo_index}} = ...
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).orig_index}}.lead(abs(DynareModel.aux_vars(i).orig_lead_lag));
case 2 % lead on exogenous variable.
initialconditions{DynareModel.endo_names{DynareModel.aux_vars(i).endo_index}} = ...
initialconditions{DynareModel.exo_names{DynareModel.aux_vars(i).orig_index}}.lead(abs(DynareModel.aux_vars(i).orig_lead_lag));
otherwise
error("This is a bug! PLease report to Dynare developpers.")
end
end
end
[initialconditions, info] = checkdatabase(initialconditions, DynareModel, true, false);
% Get the list of endogenous and exogenous variables.
endo_names = DynareModel.endo_names;