cleaning dyn_ramsey_static_.m
parent
557ee2c004
commit
ae56c42b96
|
@ -43,7 +43,6 @@ i_mult = [orig_endo_nbr+(1:orig_eq_nbr)]';
|
||||||
fname = M.fname;
|
fname = M.fname;
|
||||||
max_lead = M.maximum_lead;
|
max_lead = M.maximum_lead;
|
||||||
max_lag = M.maximum_lag;
|
max_lag = M.maximum_lag;
|
||||||
beta = options_.planner_discount;
|
|
||||||
|
|
||||||
% indices of all endogenous variables
|
% indices of all endogenous variables
|
||||||
i_endo = [1:endo_nbr]';
|
i_endo = [1:endo_nbr]';
|
||||||
|
@ -105,24 +104,3 @@ else
|
||||||
resids = [f(i_mult); r(end,(orig_endo_nbr-inst_nbr+1:end))'];
|
resids = [f(i_mult); r(end,(orig_endo_nbr-inst_nbr+1:end))'];
|
||||||
end
|
end
|
||||||
rJ = [];
|
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;
|
|
||||||
|
|
||||||
|
|
||||||
|
|
Loading…
Reference in New Issue