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Removed globals from check routine. Added texinfo header.

time-shift
Stéphane Adjemian (Scylla) 2011-09-17 11:47:36 +02:00
parent 3c818378fe
commit d81fd1b55b
2 changed files with 55 additions and 36 deletions
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87
matlab/check.m
View File

@ -1,15 +1,42 @@
function [result,info] = check
% function result = check
% checks determinacy conditions by computing the eigenvalues
%
% INPUTS
% none
%
% OUTPUTS
% result [integer] scalar, equal to 1 if the derterministic steady state satisfies BK conditions.
%
% SPECIAL REQUIREMENTS
% none
function [result,info] = check(M, options, oo)
% Checks determinacy conditions by computing the generalized eigenvalues.
%@info:
%! @deftypefn {Function File} {[result,info] =} check (@var{M},@var{options},@var{oo})
%! @anchor{check}
%! @sp 1
%! Checks determinacy conditions by computing the generalized eigenvalues.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item M
%! Matlab's structure describing the model (initialized by dynare).
%! @item options
%! Matlab's structure describing the options (initialized by dynare).
%! @item oo
%! Matlab's structure gathering the results (initialized by dynare).
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item result
%! Integer scalar equal to one (BK conditions are satisfied) or zero (otherwise).
%! @item info
%! Integer scalar, error code as returned by @ref{resol}.
%! @end table
%! @sp 2
%! @strong{This function is called by:}
%! @sp 1
%! @ref{smm_objective}
%! @sp 2
%! @strong{This function calls:}
%! @sp 1
%! @ref{resol}
%! None.
%! @end deftypefn
%@eod:
% Copyright (C) 2001-2011 Dynare Team
%
@ -28,46 +55,40 @@ function [result,info] = check
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_
temp_options = options_;
tempex = oo_.exo_simul;
if ~options_.initval_file && M_.exo_nbr > 1
oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*oo_.exo_steady_state';
if ~options.initval_file && M.exo_nbr > 1
oo.exo_simul = ones(M.maximum_lead+M.maximum_lag+1,1)*oo.exo_steady_state';
end
options_.order = 1;
options.order = 1;
if isempty(options_.qz_criterium)
options_.qz_criterium = 1+1e-6;
if isempty(options.qz_criterium)
options.qz_criterium = 1+1e-6;
end
[dr, info] = resol(oo_.steady_state,1);
[dr, info] = resol(oo.steady_state,1);
oo_.dr = dr;
oo.dr = dr;
if info(1) ~= 0 && info(1) ~= 3 && info(1) ~= 4
print_info(info, options_.noprint);
end
oo_.exo_simul = tempex;
print_info(info, options.noprint);
end
eigenvalues_ = dr.eigval;
if (options_.block)
if (options.block)
nyf = dr.nyf;
else
nyf = nnz(dr.kstate(:,2)>M_.maximum_endo_lag+1);
nyf = nnz(dr.kstate(:,2)>M.maximum_endo_lag+1);
end;
[m_lambda,i]=sort(abs(eigenvalues_));
n_explod = nnz(abs(eigenvalues_) > options_.qz_criterium);
n_explod = nnz(abs(eigenvalues_) > options.qz_criterium);
result = 0;
if (nyf== n_explod) && (dr.rank == nyf)
result = 1;
end
if options_.noprint == 0
if options.noprint == 0
disp(' ')
disp('EIGENVALUES:')
disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
@ -82,6 +103,4 @@ if options_.noprint == 0
disp('The rank conditions ISN''T verified!')
end
disp(' ')
end
options_ = temp_options;
end

4
matlab/smm_objective.m
View File

@ -32,7 +32,7 @@ function [r,flag] = smm_objective(xparams,sample_moments,weighting_matrix,option
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_
global M_ options_ oo_
persistent mainStream mainState
persistent priorObjectiveValue
@ -71,7 +71,7 @@ save('estimated_parameters.mat','xparams');
% Check for local determinacy of the deterministic steady state.
noprint = options_.noprint; options_.noprint = 1;
[local_determinacy_and_stability,info] = check; options_.noprint = noprint;
[local_determinacy_and_stability,info] = check(M_,options_,oo_); options_.noprint = noprint;
if ~local_determinacy_and_stability
r = priorObjectiveValue * (1+info(2));
flag = 0;