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cleaning dyn_ramsey_static_.m

time-shift
Michel Juillard 2011-05-24 15:32:26 +02:00
parent 557ee2c004
commit ae56c42b96
1 changed files with 0 additions and 22 deletions
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matlab/dyn_ramsey_static_.m
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@ -43,7 +43,6 @@ i_mult = [orig_endo_nbr+(1:orig_eq_nbr)]';
fname = M.fname;
max_lead = M.maximum_lead;
max_lag = M.maximum_lag;
beta = options_.planner_discount;
% indices of all endogenous variables
i_endo = [1:endo_nbr]';
@ -105,24 +104,3 @@ else
resids = [f(i_mult); r(end,(orig_endo_nbr-inst_nbr+1:end))'];
end
rJ = [];
return;
% Jacobian of first order conditions
n = nnz(i_lag)+exo_nbr;
iH = reshape(1:n^2,n,n);
rJ = zeros(2*endo_nbr-inst_nbr,2*endo_nbr-inst_nbr);
rJ(i_endo,i_endo) = Uyy;
for i=1:max_lag+max_lead+1
% select variables present in the model at a given lag
[junk,k1,k2] = find(i_lag(i,:));
k3 = length(k2);
rJ(k1,k1) = rJ(k1,k1) + beta^(max_lag-i+1)*reshape(fH(:,iH(k2,k2))'*x(i_mult),k3,k3);
rJ(k1,i_mult) = rJ(k1,i_mult) + beta^(max_lag-1+1)*fJ(:,k2)';
rJ(i_mult,k1) = rJ(i_mult,k1) + fJ(:,k2);
end
% rJ = 1e-3*rJ;
% rJ(209,210) = rJ(209,210)+1-1e-3;