fixing bug for shock_decomposition with calibrated model (issue #259)
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@ -1,9 +1,10 @@
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function oo = evaluate_smoother(parameters)
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function oo = evaluate_smoother(parameters,var_list)
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% Evaluate the smoother at parameters.
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% Evaluate the smoother at parameters.
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%
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%
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% INPUTS
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% INPUTS
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% o parameters a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for
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% o parameters a string ('posterior mode','posterior mean','posterior median','prior mode','prior mean') or a vector of values for
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% the (estimated) parameters of the model.
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% the (estimated) parameters of the model.
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% o var_list subset of endogenous variables
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%
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%
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%
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%
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% OUTPUTS
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% OUTPUTS
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@ -24,7 +25,7 @@ function oo = evaluate_smoother(parameters)
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% [1] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
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% [1] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
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% is called more than once (by changing the value of parameters) the sample *must not* change.
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% is called more than once (by changing the value of parameters) the sample *must not* change.
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% Copyright (C) 2010-2012 Dynare Team
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% Copyright (C) 2010-2013 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -41,10 +42,17 @@ function oo = evaluate_smoother(parameters)
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% You should have received a copy of the GNU General Public License
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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global options_ M_ bayestopt_ oo_
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global options_ M_ bayestopt_ oo_ estim_params_ % estim_params_ may be emty
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persistent dataset_
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persistent dataset_
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if isempty(dataset_) || isempty(bayestopt_)
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options = options_;
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options.smoother = 1; % this is necessary because of a check in dynare_estimation_init()
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[dataset_,xparam1, M_, options_, oo_, estim_params_,bayestopt_] = dynare_estimation_init(var_list, M_.fname, [], M_, options, oo_, estim_params_, bayestopt_);
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end
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if nargin==0
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if nargin==0
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parameters = 'posterior_mode';
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parameters = 'posterior_mode';
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end
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end
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@ -78,49 +86,6 @@ if ischar(parameters)
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end
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end
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end
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end
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if isempty(dataset_)
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% Load and transform data.
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transformation = [];
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if options_.loglinear && ~options_.logdata
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transformation = @log;
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end
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xls.sheet = options_.xls_sheet;
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xls.range = options_.xls_range;
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if ~isfield(options_,'nobs')
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options_.nobs = [];
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end
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dataset_ = initialize_dataset(options_.datafile,options_.varobs,options_.first_obs,options_.nobs,transformation,options_.prefilter,xls);
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options_.nobs = dataset_.info.ntobs;
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% Determine if a constant is needed.
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if options_.steadystate_flag% if the *_steadystate.m file is provided.
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[ys,params,info] = evaluate_steady_state(oo_.steady_state,M_,options_,oo_,1);
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if size(ys,1) < M_.endo_nbr
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if length(M_.aux_vars) > 0
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ys = add_auxiliary_variables_to_steadystate(ys,M_.aux_vars,...
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M_.fname,...
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zeros(M_.exo_nbr,1),...
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oo_.exo_det_steady_state,...
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M_.params,...
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options_.bytecode);
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else
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error([M_.fname '_steadystate.m doesn''t match the model']);
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end
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end
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oo_.steady_state = ys;
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else% if the steady state file is not provided.
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[dd,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
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oo_.steady_state = dd.ys; clear('dd');
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end
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if all(abs(oo_.steady_state(bayestopt_.mfys))<1e-9)
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options_.noconstant = 1;
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else
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options_.noconstant = 0;
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end
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end
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pshape_original = bayestopt_.pshape;
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pshape_original = bayestopt_.pshape;
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bayestopt_.pshape = Inf(size(bayestopt_.pshape));
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bayestopt_.pshape = Inf(size(bayestopt_.pshape));
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clear('priordens')
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clear('priordens')
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@ -14,7 +14,7 @@ function oo_ = shock_decomposition(M_,oo_,options_,varlist)
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% SPECIAL REQUIREMENTS
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% SPECIAL REQUIREMENTS
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% none
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% none
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% Copyright (C) 2009-2011 Dynare Team
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% Copyright (C) 2009-2013 Dynare Team
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%
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%
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% This file is part of Dynare.
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% This file is part of Dynare.
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%
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%
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@ -57,7 +57,7 @@ if isempty(parameter_set)
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end
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end
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end
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end
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oo = evaluate_smoother(parameter_set);
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oo = evaluate_smoother(parameter_set,varlist);
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% reduced form
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% reduced form
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dr = oo.dr;
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dr = oo.dr;
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