osr1

0001 function oo_.dr=osr1(params,weights)
0002   global M_ oo_ options_ it_
0003 
0004   xlen = M_.maximum_lead + M_.maximum_lag + 1;
0005   klen = M_.maximum_lag + M_.maximum_lead + 1;
0006   iyv = M_.lead_lag_incidence';
0007   iyv = iyv(:);
0008   iyr0 = find(iyv) ;
0009   it_ = M_.maximum_lag + 1 ;
0010 
0011 
0012   if M_.exo_nbr == 0
0013     oo_.exo_steady_state = [] ;
0014   end
0015 
0016   if ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
0017     error ('OLR: Error in model specification: some variables don"t appear as current') ;
0018   end
0019 
0020   if M_.maximum_lead == 0
0021     error ('Backward or static model: no point in using OLR') ;
0022   end
0023 
0024   if xlen > 1
0025     error (['OLR: stochastic exogenous variables must appear only at the' ...
0026         ' current period. Use additional endogenous variables']) ;
0027   end
0028 
0029   % check if ys is steady state
0030   fh = str2func([M_.fname '_static']);
0031   if max(abs(feval(fh,oo_.steady_state))) > options_.dynatol
0032     [oo_.dr.ys, check] = dynare_solve([M_.fname '_static'],oo_.steady_state);
0033     if check
0034       error('OLR: convergence problem in DYNARE_SOLVE')
0035     end
0036   else
0037     oo_.dr.ys = oo_.steady_state;
0038   end
0039 
0040   
0041   np = size(params,1);
0042   t0 = zeros(np,1);
0043   for i=1:np
0044     t0(i)=evalin('base',[params(i,:) ';']);
0045   end
0046   
0047   [p,f]=fminsearch(@osr_obj,t0,[],params,weights);
0048 
0049   disp('')
0050   disp('OPTIMAL VALUE OF THE PARAMETERS:')
0051   disp('')
0052   for i=1:np
0053     disp(sprintf('%16s %16.6g\n',params(i,:),p(i)))
0054   end
0055   disp(sprintf('Objective function : %16.6g\n',f));
0056   disp(' ')
0057   oo_.dr=resol(oo_.steady_state,options_.dr_algo,options_.linear,options_.order);
0058 
0059   % 05/10/03 MJ modified to work with osr.m and give full report