0001
0002
0003
0004 function y_=simult_(y0,dr,ex_,iorder)
0005 global M_ options_ it_
0006 iter = size(ex_,1);
0007 nx = size(dr.ghu,2);
0008 y_ = zeros(size(y0,1),iter+M_.maximum_lag);
0009 y_(:,1:M_.maximum_lag) = y0;
0010 k1 = [M_.maximum_lag:-1:1];
0011 k2 = dr.kstate(find(dr.kstate(:,2) <= M_.maximum_lag+1),[1 2]);
0012 k2 = k2(:,1)+(M_.maximum_lag+1-k2(:,2))*M_.endo_nbr;
0013 k3 = M_.lead_lag_incidence(1:M_.maximum_lag,:)';
0014 k3 = find(k3(:));
0015 k4 = dr.kstate(find(dr.kstate(:,2) < M_.maximum_lag+1),[1 2]);
0016 k4 = k4(:,1)+(M_.maximum_lag+1-k4(:,2))*M_.endo_nbr;
0017
0018 options_ = set_default_option(options_,'simul_algo',0);
0019 if options_.simul_algo == 1
0020 o1 = dr.nstatic+1;
0021 o2 = dr.nstatic+dr.npred;
0022 o3 = o2-dr.nboth+1;
0023 [junk, k5] = sort(dr.order_var(o1:o2));
0024 [junk, k6] = sort(dr.order_var(o3:end));
0025 end
0026
0027 if iorder == 1
0028 for i = M_.maximum_lag+1: iter+M_.maximum_lag
0029 tempx1 = y_(dr.order_var,k1);
0030 tempx2 = tempx1-repmat(dr.ys(dr.order_var),1,M_.maximum_lag);
0031 tempx = tempx2(k2);
0032 if options_.simul_algo == 0
0033 y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghx*tempx+dr.ghu* ...
0034 ex_(i-M_.maximum_lag,:)';
0035 elseif options_.simul_algo == 1
0036 it_ = i;
0037 m = dr.ys(dr.order_var);
0038 [y_(:,i), check] = dynare_solve('ff_simul1',y_(:,i-1),tempx1(k3), ...
0039 m(o3:end),tempx(k4),o1,o2,o3,k6);
0040 end
0041 k1 = k1+1;
0042 end
0043 elseif iorder == 2
0044 for i = M_.maximum_lag+1: iter+M_.maximum_lag
0045 tempx1 = y_(dr.order_var,k1);
0046 tempx2 = tempx1-repmat(dr.ys(dr.order_var),1,M_.maximum_lag);
0047 tempx = tempx2(k2);
0048 tempu = ex_(i-M_.maximum_lag,:)';
0049 tempuu = kron(tempu,tempu);
0050 if options_.simul_algo == 0
0051 tempxx = kron(tempx,tempx);
0052 tempxu = kron(tempx,tempu);
0053 y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghs2/2+dr.ghx*tempx+ ...
0054 dr.ghu*tempu+0.5*(dr.ghxx*tempxx+dr.ghuu*tempuu)+dr.ghxu*tempxu;
0055 elseif options_.simul_algo == 1
0056 it_ = i;
0057 m = dr.ys(dr.order_var)+dr.ghs2/2;
0058 tempx1 = y_(:,k1);
0059 [y_(:,i), check] = dynare_solve('ff_simul2',y_(:,i-1),tempx1(k3), ...
0060 m(o3:end),tempx(k4),o1,o2,o3,k6);
0061 end
0062 k1 = k1+1;
0063 end
0064 end
0065
0066 