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

4.1: added steady state to forecast 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2009-10-02 11:47:56 +00:00
parent 202be85f5f
commit e1f4f5e924
1 changed files with 4 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
matlab/imcforecast.m
View File

@ -51,8 +51,8 @@ for b=1:B
FORCS1(:,1,b) = InitState; FORCS1(:,1,b) = InitState;
end end
EndoSize = size(M_.endo_names,1); EndoSize = M_.endo_nbr;
ExoSize = size(M_.exo_names,1); ExoSize = M_.exo_nbr;
n1 = size(cV,1); n1 = size(cV,1);
n2 = size(cS,1); n2 = size(cS,1);
@ -89,7 +89,7 @@ randn('state',0);
for b=1:B for b=1:B
shocks = sQ*randn(ExoSize,H); shocks = sQ*randn(ExoSize,H);
shocks(jdx,:) = zeros(length(jdx),H); shocks(jdx,:) = zeros(length(jdx),H);
FORCS1(:,:,b) = mcforecast3(cL,H,mcValue,shocks,FORCS1(:,:,b),T,R,mv, mu); FORCS1(:,:,b) = mcforecast3(cL,H,mcValue,shocks,FORCS1(:,:,b),T,R,mv, mu)+repmat(ys(oo_.dr.order_var),1,H+1);
end end
mFORCS1 = mean(FORCS1,3); mFORCS1 = mean(FORCS1,3);
@ -120,7 +120,7 @@ randn('state',0);
for b=1:B for b=1:B
shocks = sQ*randn(ExoSize,H); shocks = sQ*randn(ExoSize,H);
shocks(jdx,:) = zeros(length(jdx),H); shocks(jdx,:) = zeros(length(jdx),H);
FORCS2(:,:,b) = mcforecast3(0,H,mcValue,shocks,FORCS2(:,:,b),T,R,mv, mu); FORCS2(:,:,b) = mcforecast3(0,H,mcValue,shocks,FORCS2(:,:,b),T,R,mv, mu)+repmat(ys(oo_.dr.order_var),1,H+1);
end end
mFORCS2 = mean(FORCS2,3); mFORCS2 = mean(FORCS2,3);