From e2c749e0b7deef5841f23bbaab049e71c766af9d Mon Sep 17 00:00:00 2001 From: sebastien Date: Wed, 3 Jun 2009 15:12:19 +0000 Subject: [PATCH] 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 --- doc/manual.xml | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/doc/manual.xml b/doc/manual.xml index d288bd333..786664475 100644 --- a/doc/manual.xml +++ b/doc/manual.xml @@ -1713,13 +1713,13 @@ where ys is the steady state value of y, yht=y ys: oo_.dr.ys. The vector rows correspond to variables in the declaration order of the variable names. Δ2: oo_.dr.ghs2. The vector rows correspond to re-ordered variables (see below). -A: oo_.dr.ghx. The matrix rows correspond to re-ordered variables. The matrix columns correspond to state variables (see below). +A: oo_.dr.ghx. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to state variables (see below). B: oo_.dr.ghu. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to exogenous variables in declaration order. -C: oo_.dr.ghxx. The matrix rows correspond to re-ordered variables. The matrix columns correspond to the Kronecker product of the vector of state variables (see below). +C: oo_.dr.ghxx. 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). D: oo_.dr.ghuu. The matrix rows correspond to re-ordered variables (see below). The matrix columns correspond to the Kronecker product of exogenous variables in declaration order. -E: oo_.dr.ghxu. 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. +E: oo_.dr.ghxu. 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. -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. +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 oo_.dr.order_var maps reordered variables to declaration order, and variable oo_.dr.inv_order_var contains the inverse map. In other words, the first row in transition matrices corresponds to the endogenous declared at position oo_.dr_order_var(1); conversely, first declared variable has row oo_.dr.inv_order_var(1) in transition matrices. 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.