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trunk manual: added some details about reordering of variables in decision rules (merge needed) 

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2720 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2009-06-03 15:12:19 +00:00
parent dedca98dba
commit e2c749e0b7
1 changed files with 4 additions and 4 deletions
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doc/manual.xml
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@ -1713,13 +1713,13 @@ where ys is the steady state value of y, yh<subscript>t</subscript>=y<subscript>
<listitem><para><varname>ys</varname>: <varname>oo_.dr.ys</varname>. The vector rows correspond to variables in the declaration order of the variable names.</para></listitem>
<listitem><para>&Delta;<superscript>2</superscript>: <varname>oo_.dr.ghs2</varname>. The vector rows correspond to re-ordered variables (see below).</para></listitem>
<listitem><para><varname>A</varname>: <varname>oo_.dr.ghx</varname>. The matrix rows correspond to re-ordered variables. The matrix columns correspond to state variables (see below).</para></listitem>
<listitem><para><varname>A</varname>: <varname>oo_.dr.ghx</varname>. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to state variables (see below).</para></listitem>
<listitem><para><varname>B</varname>: <varname>oo_.dr.ghu</varname>. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to exogenous variables in declaration order.</para></listitem>
<listitem><para><varname>C</varname>: <varname>oo_.dr.ghxx</varname>. The matrix rows correspond to re-ordered variables. The matrix columns correspond to the Kronecker product of the vector of state variables (see below).</para></listitem>
<listitem><para><varname>C</varname>: <varname>oo_.dr.ghxx</varname>. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to the Kronecker product of the vector of state variables (see below).</para></listitem>
<listitem><para><varname>D</varname>: <varname>oo_.dr.ghuu</varname>. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to the Kronecker product of exogenous variables in declaration order.</para></listitem>
<listitem><para><varname>E</varname>: <varname>oo_.dr.ghxu</varname>. The matrix rows correspond to re-ordered variables. The matrix columns correspond to the Kronecker product of the vector of state variables (see below) by the vector of exogenous variables in declaration order.</para></listitem>
<listitem><para><varname>E</varname>: <varname>oo_.dr.ghxu</varname>. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to the Kronecker product of the vector of state variables (see below) by the vector of exogenous variables in declaration order.</para></listitem>
</itemizedlist>
When reordered, the variables are stored in the following order: static variables, purely predetermined variables (variables that appear only at the current and lagged periods in the model), variables that are both predetermined and forward-looking (variables that appear at the current, future and lagged periods in the model), purely forward-looking variables (variables that appear only at the current and future periods in the model). In each category, the variables are arranged in declaration order.</para>
When reordered, the variables are stored in the following order: static variables, purely predetermined variables (variables that appear only at the current and lagged periods in the model), variables that are both predetermined and forward-looking (variables that appear at the current, future and lagged periods in the model), purely forward-looking variables (variables that appear only at the current and future periods in the model). In each category, the variables are arranged in declaration order. Variable <varname>oo_.dr.order_var</varname> maps reordered variables to declaration order, and variable <varname>oo_.dr.inv_order_var</varname> contains the inverse map. In other words, the first row in transition matrices corresponds to the endogenous declared at position <varname>oo_.dr_order_var(1)</varname>; conversely, first declared variable has row <varname>oo_.dr.inv_order_var(1)</varname> in transition matrices.</para>
<para>
The state variables of the model are purely predetermined variables and variables that are both predetermined and forward-looking. They are ordered in that order. When there are lags on more than one period, the state variables are ordered first according to their lag: first variables from the previous period, then variables from two periods before and so on. Note also that when a variable appears in the model at a lag larger than one period, it is automatically included at all inferior lags.
</para>