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Replace globals by inputs in make_ex_.m and make_y_.m

time-shift
Johannes Pfeifer 2016-03-11 16:01:21 +01:00
parent 127637ffd6
commit bb08853784
8 changed files with 38 additions and 29 deletions
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7
matlab/dyn_forecast.m
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@ -5,6 +5,9 @@ function [forecast,info] = dyn_forecast(var_list,M,options,oo,task)
% %
% INPUTS % INPUTS
% var_list: list of variables (character matrix) % var_list: list of variables (character matrix)
% M: Dynare model structure
% options: Dynare options structure
% oo: Dynare results structure
% task: indicates how to initialize the forecast % task: indicates how to initialize the forecast
% either 'simul' or 'smoother' % either 'simul' or 'smoother'
% OUTPUTS % OUTPUTS
@ -16,7 +19,7 @@ function [forecast,info] = dyn_forecast(var_list,M,options,oo,task)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2015 Dynare Team % Copyright (C) 2003-2016 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -35,7 +38,7 @@ function [forecast,info] = dyn_forecast(var_list,M,options,oo,task)
info = 0; info = 0;
make_ex_; oo=make_ex_(M,options,oo);
maximum_lag = M.maximum_lag; maximum_lag = M.maximum_lag;

6
matlab/forcst.m
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@ -17,7 +17,7 @@ function [yf,int_width]=forcst(dr,y0,horizon,var_list)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 2003-2012 Dynare Team % Copyright (C) 2003-2016 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -34,9 +34,9 @@ function [yf,int_width]=forcst(dr,y0,horizon,var_list)
% You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ oo_ options_ global M_ oo_ options_
make_ex_; oo_=make_ex_(M_,options_,oo_);
yf = simult_(y0,dr,zeros(horizon,M_.exo_nbr),1); yf = simult_(y0,dr,zeros(horizon,M_.exo_nbr),1);
nstatic = M_.nstatic; nstatic = M_.nstatic;
nspred = M_.nspred; nspred = M_.nspred;

4
matlab/osr.m
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@ -21,7 +21,7 @@ function osr_res = osr(var_list,params,i_var,W)
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none. % none.
% %
% Copyright (C) 2001-2012 Dynare Team % Copyright (C) 2001-2016 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -46,7 +46,7 @@ if isempty(options_.qz_criterium)
options_.qz_criterium = 1+1e-6; options_.qz_criterium = 1+1e-6;
end end
make_ex_; oo_=make_ex_(M_,options_,oo_);
np = size(params,1); np = size(params,1);
i_params = zeros(np,1); i_params = zeros(np,1);

10
matlab/perfect-foresight-models/det_cond_forecast.m
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@ -12,7 +12,7 @@ function data_set = det_cond_forecast(varargin)
% dataset [dseries] Returns a dseries containing the forecasted endgenous variables and shocks % dataset [dseries] Returns a dseries containing the forecasted endgenous variables and shocks
% %
% %
% Copyright (C) 2013-2014 Dynare Team % Copyright (C) 2013-2016 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -412,8 +412,8 @@ if pf && ~surprise
indx_endo(col_count : col_count + constrained_periods - 1) = constrained_vars(j) + (time_index_constraint - 1) * ny; indx_endo(col_count : col_count + constrained_periods - 1) = constrained_vars(j) + (time_index_constraint - 1) * ny;
col_count = col_count + constrained_periods; col_count = col_count + constrained_periods;
end; end;
make_ex_; oo_=make_ex_(M_,options_,oo_);
make_y_; oo_=make_y_(M_,options_,oo_);
it = 1; it = 1;
convg = 0; convg = 0;
normra = 1e+50; normra = 1e+50;
@ -613,13 +613,13 @@ else
disp(['t=' int2str(t) ' conditional (surprise=' int2str(surprise) ' perfect foresight=' int2str(pf) ') unconditional (surprise=' int2str(b_surprise) ' perfect foresight=' int2str(b_pf) ')']); disp(['t=' int2str(t) ' conditional (surprise=' int2str(surprise) ' perfect foresight=' int2str(pf) ') unconditional (surprise=' int2str(b_surprise) ' perfect foresight=' int2str(b_pf) ')']);
disp('==============================================================================================='); disp('===============================================================================================');
if t == 1 if t == 1
make_ex_; oo_=make_ex_(M_,options_,oo_);
if maximum_lag > 0 if maximum_lag > 0
exo_init = oo_.exo_simul; exo_init = oo_.exo_simul;
else else
exo_init = zeros(size(oo_.exo_simul)); exo_init = zeros(size(oo_.exo_simul));
end end
make_y_; oo_=make_y_(M_,options_,oo_);
end; end;
%exo_init %exo_init
oo_.exo_simul = exo_init; oo_.exo_simul = exo_init;

12
matlab/perfect-foresight-models/make_ex_.m
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@ -1,18 +1,20 @@
function make_ex_() function oo_=make_ex_(M_,options_,oo_)
% forms oo_.exo_simul and oo_.exo_det_simul % forms oo_.exo_simul and oo_.exo_det_simul
% %
% INPUTS % INPUTS
% none % M_: Dynare model structure
% options_: Dynare options structure
% oo_: Dynare results structure
% %
% OUTPUTS % OUTPUTS
% none % oo_: Dynare results structure
% %
% ALGORITHM % ALGORITHM
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% %
% Copyright (C) 1996-2014 Dynare Team % Copyright (C) 1996-2016 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -29,7 +31,7 @@ function make_ex_()
% You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_ ex0_ global ex0_
if isempty(oo_.exo_steady_state) if isempty(oo_.exo_steady_state)
oo_.exo_steady_state = zeros(M_.exo_nbr,1); oo_.exo_steady_state = zeros(M_.exo_nbr,1);

16
matlab/perfect-foresight-models/make_y_.m
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@ -1,18 +1,22 @@
function make_y_() function oo_=make_y_(M_,options_,oo_)
% function make_y_ % function oo_=make_y_(M_,options_,oo_)
% forms oo_.endo_simul as guess values for deterministic simulations % forms oo_.endo_simul as guess values for deterministic simulations
% %
% INPUTS % INPUTS
% ... % M_: Dynare model structure
% options_: Dynare options structure
% oo_: Dynare results structure
%
% OUTPUTS % OUTPUTS
% ... % oo_: Dynare results structure
%
% ALGORITHM % ALGORITHM
% ... % ...
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% %
% Copyright (C) 1996-2014 Dynare Team % Copyright (C) 1996-2016 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -29,7 +33,7 @@ function make_y_()
% You should have received a copy of the GNU General Public License % You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>. % along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_ ys0_ global ys0_
if options_.steadystate_flag if options_.steadystate_flag
[oo_.steady_state,M_.params,check] = ... [oo_.steady_state,M_.params,check] = ...

6
matlab/perfect-foresight-models/perfect_foresight_setup.m
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@ -12,7 +12,7 @@ function perfect_foresight_setup()
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% none % none
% Copyright (C) 1996-2014 Dynare Team % Copyright (C) 1996-2016 Dynare Team
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -53,8 +53,8 @@ end
if ~options_.initval_file if ~options_.initval_file
if isempty(options_.datafile) if isempty(options_.datafile)
make_ex_; oo_=make_ex_(M_,options_,oo_);
make_y_; oo_=make_y_(M_,options_,oo_);
else else
read_data_; read_data_;
end end

6
matlab/reversed_extended_path.m
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@ -14,7 +14,7 @@ function innovation_paths = reversed_extended_path(controlled_variable_names, co
% %
% SPECIAL REQUIREMENTS % SPECIAL REQUIREMENTS
% Copyright (C) 2010-2011 Dynare Team. % Copyright (C) 2010-2016 Dynare Team.
% %
% This file is part of Dynare. % This file is part of Dynare.
% %
@ -56,10 +56,10 @@ options_.order = old_options_order;
options_.periods = 100; options_.periods = 100;
% Set-up oo_.exo_simul. % Set-up oo_.exo_simul.
make_ex_; oo_=make_ex_(M_,options_,oo_);
% Set-up oo_.endo_simul. % Set-up oo_.endo_simul.
make_y_; oo_=make_y_(M_,options_,oo_);
% Get indices of the controlled endogenous variables in endo_simul. % Get indices of the controlled endogenous variables in endo_simul.
n = length(controlled_variable_names); n = length(controlled_variable_names);