function [h,q,iq,nexact] = SPExact_shift(h,q,iq,qrows,qcols,neq) % [h,q,iq,nexact] = exact_shift(h,q,iq,qrows,qcols,neq) % % Compute the exact shiftrights and store them in q. % Original author: Gary Anderson % Original file downloaded from: % http://www.federalreserve.gov/Pubs/oss/oss4/code.html % Adapted for Dynare by Dynare Team. % % This code is in the public domain and may be used freely. % However the authors would appreciate acknowledgement of the source by % citation of any of the following papers: % % Anderson, G. and Moore, G. % "A Linear Algebraic Procedure for Solving Linear Perfect Foresight % Models." % Economics Letters, 17, 1985. % % Anderson, G. % "Solving Linear Rational Expectations Models: A Horse Race" % Computational Economics, 2008, vol. 31, issue 2, pages 95-113 % % Anderson, G. % "A Reliable and Computationally Efficient Algorithm for Imposing the % Saddle Point Property in Dynamic Models" % Journal of Economic Dynamics and Control, 2010, vol. 34, issue 3, % pages 472-489 %hs=SPSparse(h); hs=sparse(h); nexact = 0; left = 1:qcols; right = qcols+1:qcols+neq; zerorows = find( sum(abs( hs(:,right)' ))==0 ); while( any(zerorows) && iq <= qrows ) nz = length(zerorows); q(iq+1:iq+nz,:) = hs(zerorows,left); hs(zerorows,:) = SPShiftright(hs(zerorows,:),neq); iq = iq + nz; nexact = nexact + nz; zerorows = find( sum(abs( hs(:,right)' ))==0 ); end h=full(hs);