function result = check % function result = check % checks determinacy conditions by computing the eigenvalues % % INPUTS % none % % OUTPUTS % result % % SPECIAL REQUIREMENTS % none % Copyright (C) 2001-2008 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_ temp_options = options_; tempex = oo_.exo_simul; if ~options_.initval_file & M_.exo_nbr > 1 oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*oo_.exo_steady_state'; end options_.order = 1; [dr, info] = resol(oo_.steady_state,1); oo_.dr = dr; if info(1) ~= 0 & info(1) ~= 3 & info(1) ~= 4 print_info(info, options_.noprint); end oo_.exo_simul = tempex; eigenvalues_ = dr.eigval; nyf = nnz(dr.kstate(:,2)>M_.maximum_endo_lag+1); [m_lambda,i]=sort(abs(eigenvalues_)); n_explod = nnz(abs(eigenvalues_) > options_.qz_criterium); if options_.noprint == 0 disp(' ') disp('EIGENVALUES:') disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary')) z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]'; disp(sprintf('%16.4g %16.4g %16.4g\n',z)) options_ = set_default_option(options_,'qz_criterium',1.000001); disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', ... n_explod)); disp(sprintf('for %d forward-looking variable(s)',nyf)); disp(' ') if dr.rank == nyf & nyf == n_explod disp('The rank condition is verified.') else disp('The rank conditions ISN''T verified!') end disp(' ') end options_ = temp_options; % 2/9/99 MJ: line 15, added test for absence of exogenous variable. % 8/27/2000 MJ: change JACOB call. Added ...,1 to cumsum() % 6/24/01 MJ: added count of abs(eigenvalues) > 1 % 2/21/02 MJ: count eigenvalues > 1[+1e-5] % 01/22/03 MJ: warning(warning_state) needs parentheses for Matlab 6.5 % name conflicts with parameters % 05/21/03 MJ: replace computation by dr1.m and add rank check % 06/05/03 MJ: corrected bug when M_.maximum_lag > 0