stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

bug fixes for annualized nominal variables

time-shift
Marco Ratto 2017-02-13 10:00:53 +01:00 committed by Stéphane Adjemian (Charybdis)
parent ac43beb801
commit d7723877cf
1 changed files with 8 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

13
matlab/utilities/dataset/quarterly2annual.m
View File

@ -97,25 +97,28 @@ switch type
case 5
% nominal series
[yna, ynass] = quarterly2annual(y.*yaux,yss.*yauxss,GYTREND0+GYTREND0aux,typeaux,0,0);
yn = (y+yss).*(yaux+yauxss) - yss.*yauxss;
[yna, ynass] = quarterly2annual(yn,yss.*yauxss,GYTREND0+GYTREND0aux,typeaux,0,0);
% real series
[yra, yrass] = quarterly2annual(yaux,yauxss,GYTREND0aux,typeaux,0,0);
% deflator
yass = ynass/yrass;
ya = yna./yra;
ya = (yna+ynass)./(yr+yrass)-yass;
case 6
% nominal series
[yna, ynass] = quarterly2annual(y.*yaux,yss.*yauxss,GYTREND0+GYTREND0aux,typeaux,0,0);
yn = (y+yss).*(yaux+yauxss) - yss.*yauxss;
[yna, ynass] = quarterly2annual(yn,yss.*yauxss,GYTREND0+GYTREND0aux,typeaux,0,0);
% deflator
[pa, pass] = quarterly2annual(yaux,yauxss,GYTREND0aux,2,0,0);
% real series
yass = ynass/pass;
ya = yna./pa;
ya = (yna+ynass)./(pa+pass)-yass;
case 7
% nominal series
[ya, yass] = quarterly2annual(y.*yaux,yss.*yauxss,GYTREND0+GYTREND0aux,typeaux,0,0);
yn = (y+yss).*(yaux+yauxss) - yss.*yauxss;
[ya, yass] = quarterly2annual(yn,yss.*yauxss,GYTREND0+GYTREND0aux,typeaux,0,0);
GYTREND0=GYTREND0+GYTREND0aux;
otherwise