function run(json) % function varargout = run(json) % Read JSON and run perfect foresight solver. Potentially return output as % JSON % % INPUTS % json [string] JSON string representing options to run perfect % foresight solver % % OUTPUTS % none % % SPECIAL REQUIREMENTS % none % Copyright © 2019 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . global M_ options_ oo_ ys0_ ex0_ %% Check Inputs if nargin ~= 1 || ~ischar(json) error('function takes one string input argument') end if nargout > 1 error('function provides up to one output argument') end %% Read JSON jm = loadjson_(json, 'SimplifyCell', 1); %% INITVAL instructions % initialize exogenous shocks to zero and compute initial steady state options_.initval_file = 0; oo_.steady_state(:, 1) = 0; for i = 1:length(jm.initval_endo) oo_.steady_state(jm.initval_endo(i).id) = jm.initval_endo(i).value; end oo_.exo_steady_state(:, 1) = 0; for i = 1:length(jm.initval_exo) oo_.exo_steady_state(jm.initval_exo(i).id) = jm.initval_exo(i).value; end if M_.exo_nbr > 0 oo_.exo_simul = ones(M_.maximum_lag,1)*oo_.exo_steady_state'; end if M_.exo_det_nbr > 0 oo_.exo_det_simul = ones(M_.maximum_lag,1)*oo_.exo_det_steady_state'; end %% ENDVAL instructions % initialize exogenous shocks to zero and compute final ss unless there is a permanent shock ys0_ = []; ex0_ = []; M_.det_shocks = []; if ~isempty(jm.anticipated_permanent_shocks) || ~isempty(jm.endval_endo) ys0_= oo_.steady_state; ex0_ = oo_.exo_steady_state; for i = 1:length(jm.endval_endo) oo_.steady_state(jm.endval_endo(i).id) = jm.endval_endo(i).value; end for i = 1:length(jm.anticipated_permanent_shocks) s = jm.anticipated_permanent_shocks(i); oo_.exo_steady_state(s.exo_id) = s.value; if s.start_date > 1 % if the permanent shock does not start at the initial period % add a shocks block to mask the unnecessary periods M_.det_shocks = [ ... M_.det_shocks; ... struct(... 'exo_det', 0, ... 'exo_id', s.exo_id, ... 'multiplicative', 0, ... 'periods', 1:s.start_date, ... 'value', 0)]; end end end %% SHOCKS instructions (for anticipated transitory shocks) if ~isempty(jm.anticipated_transitory_shocks) for i = 1:length(jm.anticipated_transitory_shocks) s = jm.anticipated_transitory_shocks(i); M_.det_shocks = [ ... M_.det_shocks; ... struct('exo_det', 0, ... 'exo_id', s.exo_id, ... 'multiplicative', 0, ... 'periods', s.start_date:s.end_date, ... 'value', s.value)]; end M_.exo_det_length = 0; end %% Make unanticipated shock map unanticipated_p_shocks = containers.Map('KeyType', 'int32', 'ValueType', 'any'); for i = 1:length(jm.unanticipated_permanent_shocks) s = jm.unanticipated_permanent_shocks(i); if isempty(s.anticipated_date) unanticipated_p_shocks(s.start_date) = s; else if s.anticipated_date > s.start_date error('The expected date cannot be greater than the shock start date') end unanticipated_p_shocks(s.anticipated_date) = s; end end unanticipated_t_shocks = containers.Map('KeyType', 'int32', 'ValueType', 'any'); for i = 1:length(jm.unanticipated_transitory_shocks) s = jm.unanticipated_transitory_shocks(i); if isempty(s.anticipated_date) for j = s.start_date:s.end_date ts = s; ts.start_date = j; ts.end_date = j; unanticipated_t_shocks(j) = ts; end else if s.anticipated_date > s.start_date error('The expected date cannot be greater than the shock start date') end unanticipated_t_shocks(s.anticipated_date) = s; end end mapkeys = unique(cell2mat([keys(unanticipated_p_shocks) keys(unanticipated_t_shocks)])); %% Simulation options_.periods = jm.periods; perfect_foresight_setup; % no surprise shocks present if isempty(mapkeys) perfect_foresight_solver; return end % surprise shocks present % in case there are unanticipated shocks... if isempty(ys0_) yy = oo_.steady_state; else yy = ys0_; end if mapkeys(1) ~= 1 % if first unanticipated shock is not in period 1 % simulate until first unanticipated shock and save perfect_foresight_solver; yy = [yy oo_.endo_simul(:, 2:mapkeys(1)+1)]; end last_period = 1; length(oo_.exo_simul) oo_exo_simul_rows = options_.periods + 2; for i = 1:length(mapkeys) this_period = mapkeys(i); if i ~= length(mapkeys) next_period = mapkeys(i+1); else next_period = -1; end if mapkeys(i) ~= 1 % shift shock path nperiods = this_period - last_period; oo_.exo_simul = [oo_.exo_simul(nperiods+1:end, :); repmat(oo_.exo_steady_state, nperiods, 1)]; end if isKey(unanticipated_p_shocks, mapkeys(i)) s = unanticipated_p_shocks(mapkeys(i)); if isempty(s.anticipated_date) || s.start_date == s.anticipated_date oo_.exo_steady_state(s.exo_id) = s.value; oo_.exo_simul(2:end, :) = repmat(oo_.exo_steady_state, oo_exo_simul_rows-1, 1); else date_offset = s.start_date - s.anticipated_date; oo_.exo_steady_state(s.exo_id) = s.value; oo_.exo_simul(date_offset+1:end, :) = repmat(oo_.exo_steady_state, oo_exo_simul_rows-date_offset-1, 1); end end if isKey(unanticipated_t_shocks, mapkeys(i)) s = unanticipated_t_shocks(mapkeys(i)); if isempty(s.anticipated_date) || s.start_date == s.anticipated_date oo_.exo_simul(2, s.exo_id) = s.value; else date_offset = s.start_date - s.anticipated_date; oo_.exo_simul(date_offset+1:s.end_date-s.start_date+1+date_offset, s.exo_id) = s.value; end end last_period = this_period; assert(rows(oo_.exo_simul) == oo_exo_simul_rows, 'error encountered setting oo_.exo_simul'); oo_.endo_simul(:, 1) = yy(:, end); perfect_foresight_solver; if next_period > 0 yy = [yy oo_.endo_simul(:, 2:next_period-this_period+1)]; else assert(i == length(mapkeys), 'should not arrive here'); yy = [yy oo_.endo_simul(:, 2:end)]; end end oo_.endo_simul = yy; end