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MS-SBVAR: add copyrights/licensing

time-shift
Houtan Bastani 2011-10-04 14:09:49 +02:00
parent cc15e8f726
commit bb0e3d80c8
27 changed files with 453 additions and 1 deletions
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17
matlab/ms-sbvar/cstz/bfgsi.m
View File

@ -7,6 +7,23 @@ function H = bfgsi(H0,dg,dx)
% reproduced and modified.
dispIndx = 0; % 1: turn on all the diplays on the screen; 0: turn off (Added by T. Zha)
% Copyright (C) 1996-2011 Tao Zha and Christopher Sims
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if size(dg,2)>1
dg=dg';
end

17
matlab/ms-sbvar/cstz/csminit.m
View File

@ -23,6 +23,23 @@ function [fhat,xhat,fcount,retcode] = csminit(fcn,x0,f0,g0,badg,H0,varargin)
% tailstr=[ ',P' num2str(i) tailstr];
%end
% Copyright (C) 1993-2011 Tao Zha and Christopher Sims
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
dispIndx = 0; % 1: turn on all the diplays on the screen; 0: turn off (Added by T. Zha)

17
matlab/ms-sbvar/cstz/csminwel.m
View File

@ -20,6 +20,23 @@ function [fh,xh,gh,H,itct,fcount,retcodeh] = csminwel(fcn,x0,H0,grad,crit,nit,va
% function. This option is used for the loop operation. T. Zha, 2 May 2000
% NOTE: You may want to change stps to 1.0e-02 or 1.0e-03 to get a better convergence. August, 2006
% Copyright (C) 1993-2011 Tao Zha and Christopher Sims
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
Verbose = 0; % 1: turn on all the diplays on the screen; 0: turn off (Added by T. Zha)
dispIndx = 0; % 1: turn on all the diplays on the screen; 0: turn off (Added by T. Zha)

17
matlab/ms-sbvar/cstz/fn_a0freefun.m
View File

@ -21,6 +21,23 @@ function of = fn_a0freefun(b,Ui,nvar,n0,fss,H0inv)
%
% Tao Zha, February 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
b=b(:); n0=n0(:);
A0 = zeros(nvar);

17
matlab/ms-sbvar/cstz/fn_a0freegrad.m
View File

@ -20,6 +20,23 @@ function [g,badg] = fn_a0freegrad(b,Ui,nvar,n0,fss,H0inv)
%
% Tao Zha, February 2000. Revised, August 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
b=b(:); n0 = n0(:);
A0 = zeros(nvar);

17
matlab/ms-sbvar/cstz/fn_calyrqm.m
View File

@ -13,6 +13,23 @@ function [Myrqm,nMyrqm] = fn_calyrqm(q_m,Byrqm,Eyrqm)
%
% Tao Zha, April 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if ~isempty(find(Byrqm-round(Byrqm))) | (q_m-round(q_m)) | ~isempty(find(Byrqm-round(Byrqm)))
error('argin qm, Byrqm, or Eyrqm must of integer')
elseif Byrqm(1)>Eyrqm(1)

17
matlab/ms-sbvar/cstz/fn_dataext.m
View File

@ -12,6 +12,23 @@ function [xdsube,Brow,Erow] = fn_dataext(Byrqm,Eyrqm,xdatae)
%
% Tao Zha, April 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if (Byrqm(2)==0) && (Eyrqm(2)~=0)
error('If annual data, make sure both Byrqm(2) and Eyrqm(2) are zero')
end

17
matlab/ms-sbvar/cstz/fn_datana.m
View File

@ -27,6 +27,23 @@ function [yactyrge,yactyre,yactqmyge,yactqmge,yactqme] = fn_datana(xdatae,q_m,vl
%
% Tao Zha, April 2000.
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if size(xdatae,1)<2*q_m
error('We need at least two years of xdatae to get annual rates. Check xdatae!!')
end

17
matlab/ms-sbvar/cstz/fn_dataxy.m
View File

@ -40,6 +40,23 @@ function [xtx,xty,yty,fss,phi,y,ncoef,xr,Bh,e] = fn_dataxy(nvar,lags,z,mu,indxDu
%
% Tao Zha, February 2000.
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin == 5
nexo=1; % default for constant term
elseif nexo<1

17
matlab/ms-sbvar/cstz/fn_ergodp.m
View File

@ -8,6 +8,23 @@ function gpi = fn_ergodp(P)
%
% Tao Zha August 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
[gpim,gpid] = eig(P); % m: matrix; d: diagonal
[gpidv,gpidvinx] = sort(diag(gpid));
gpidv = fliplr(gpidv);

16
matlab/ms-sbvar/cstz/fn_fcstidcnd.m
View File

@ -64,6 +64,22 @@ function [yhat,Estr,rcon,Rcon,u,v,d] = fn_fcstidcnd(valuecon,stepcon,varcon,nste
% programs may not be compatible.
% 3/15/2004 There are some BUG problems when calling fn_fcstcnd.m().
% Copyright (C) 1998-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
DLSIdShock = ~isempty(eq_ms); % if not empty, the MS shock is identified as in DLS

17
matlab/ms-sbvar/cstz/fn_forecast.m
View File

@ -16,6 +16,23 @@ function yhat = fn_forecast(Bh,phi,nn,nexo,Xfexo)
%
% See fn_forecastsim.m with shocks; fn_forecaststre.m.
% Copyright (C) 2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin == 3
nexo=1; % default for constant term
elseif nexo<1

16
matlab/ms-sbvar/cstz/fn_foregraph.m
View File

@ -17,6 +17,22 @@ function fn_foregraph(yfore,yacte,keyindx,rnum,cnum,q_m,ylab,forelabel,conlab)
%
% Tao Zha, March 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
vyrs = yfore(:,1);
hornum = cell(length(vyrs),1); % horizontal year (number)

18
matlab/ms-sbvar/cstz/fn_fprintmatrix.m
View File

@ -11,6 +11,24 @@ function fn_fprintmatrix(fid, M, nrows, ncols, indxFloat)
% 3 if only 3 significant digits
% 0 if integer.
%
% Copyright (C) 2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nrows~=size(M,1)
nrows
size(M,1)

17
matlab/ms-sbvar/cstz/fn_gfmean.m
View File

@ -22,6 +22,23 @@ function [Fmat,gvec] = fn_gfmean(b,P,Vi,nvar,ncoef,n0,np)
%
% Tao Zha, February 2000. Revised, August 2000.
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
b=b(:); n0=n0(:); np=np(:);
n0cum = [0;cumsum(n0)];

17
matlab/ms-sbvar/cstz/fn_gibbsrvar.m
View File

@ -22,6 +22,23 @@ function [A0gbs, Wcell] = fn_gibbsrvar(A0gbs,UT,nvar,fss,n0,Indxcol)
% Written by Tao Zha, August 2000. Revised, September 2004.
% Copyright (c) by Waggoner and Zha
% Copyright (C) 2000-2011 Tao Zha and Daniel Waggoner
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if (nargin==5), Indxcol=[1:nvar]; end
%---------------- Local loop for Gibbs given last A0gbs ----------

16
matlab/ms-sbvar/cstz/fn_gibbsrvar_setup.m
View File

@ -38,6 +38,22 @@ function [Tinv,UT,VHphalf,PU,VPU] = fn_gibbsrvar_setup(H0inv, Ui, Hpinv, Pmat, V
% Written by Tao Zha, September 2004.
% Copyright (c) 2004 by Waggoner and Zha
% Copyright (C) 2004-2011 Tao Zha and Daniel Waggoner
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
%--- For A0.
Tinv = cell(nvar,1); % in each cell, inv(T_i) for T_iT_i'=S_i where S_i is defined on p.355 of the WZ JEDC paper.

17
matlab/ms-sbvar/cstz/fn_imcgraph.m
View File

@ -17,6 +17,23 @@ function scaleout = fn_imcgraph(imf,nvar,imstp,xlab,ylab,indxGimfml,xTick)
%
% See imrgraph, fn_imcerrgraph, fn_imc2errgraph, imrerrgraph, fn_gyrfore in RVARcode
% Copyright (C) 1999-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin < 7, xTick = []; end
t = 1:imstp;

17
matlab/ms-sbvar/cstz/fn_impulse.m
View File

@ -18,6 +18,23 @@ function imf = fn_impulse(Bh,swish,nn)
% Written by Tao Zha.
% Copyright (c) 1994 by Tao Zha
% Copyright (C) 1994-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nvar = nn(1);
lags = nn(2);
imstep = nn(3); % number of steps for impulse responses

17
matlab/ms-sbvar/cstz/fn_rlrpostr.m
View File

@ -34,6 +34,23 @@ function [P,H0inv,Hpinv] = fn_rlrpostr(xtx,xty,yty,Ptld,H0invtld,Hpinvtld,Ui,Vi)
%
% Tao Zha, February 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
nvar = size(yty,1);
P = cell(nvar,1); % tld: tilda

17
matlab/ms-sbvar/cstz/fn_rlrprior.m
View File

@ -27,6 +27,23 @@ function [Ptld,H0invtld,Hpinvtld] = fn_rlrprior(Ui,Vi,Pi,H0multi,Hpmulti,nvar)
%
% Tao Zha, February 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
Ptld = cell(nvar,1); % tld: tilda
H0invtld = cell(nvar,1); % H0 for different equations under linear restrictions
Hpinvtld = cell(nvar,1); % H+ for different equations under linear restrictions

17
matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs.m
View File

@ -50,7 +50,22 @@ function [Pi,H0multi,Hpmulti,H0invmulti,Hpinvmulti] ...
%
% Tao Zha, February 2000. Revised, September 2000, February, May 2003.
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if (nargin<=8), nexo=1; end
ncoef = nvar*lags+nexo; % number of coefficients in *each* equation, RHS coefficients only.

16
matlab/ms-sbvar/cstz/fn_rnrprior_covres_dobs_tv2.m
View File

@ -73,6 +73,22 @@ function [Pi_bar,H0tldcell_inv,Hptldcell_inv] ...
% so that the prior value is the same as the constant VAR when the parameters in all states are the same.
% Tao Zha, February 2000. Revised, September 2000, 2001, February, May 2003, May 2004.
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if nargin<=12, nexo=1; end % <<>>1
ncoef = nvar*lags+nexo; % Number of coefficients in *each* equation for each state, RHS coefficients only.

17
matlab/ms-sbvar/cstz/fn_tran_a2b.m
View File

@ -17,6 +17,23 @@ function b = fn_tran_a2b(A0,Ui,nvar,n0)
%
% Tao Zha, February 2000. Revised, August 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n0=n0(:);
n0cum = [0; cumsum(n0)];
b=zeros(n0cum(end),1);

17
matlab/ms-sbvar/cstz/fn_tran_b2a.m
View File

@ -16,6 +16,23 @@ function A0 = fn_tran_b2a(b,Ui,nvar,n0)
%
% Tao Zha, February 2000. Revised, August 2000.
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
b=b(:); n0=n0(:);
A0 = zeros(nvar);
n0cum = [0; cumsum(n0)];

16
matlab/ms-sbvar/cstz/fn_varoots.m
View File

@ -15,6 +15,22 @@ function rootsinv = fn_varoots(Bhat,nvar,lags)
%
% Tao Zha, September 2000
% Copyright (C) 2000-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
if size(Bhat,1)<nvar*lags
disp(' ')

16
matlab/ms-sbvar/cstz/sye.m
View File

@ -29,6 +29,22 @@ function [Bh,e,xtx,xty,phi,y,ncoe,xr] = sye(z,lags)
% Revised, 5/2/99. Replaced outputs Sigu and xtxinv with xr so that previous
% programs may be incompatible.
% Copyright (C) 1998-2011 Tao Zha
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% ** setup of orders and lengths **
[sp,nvar] = size(z); % sp: sample period T include lags