function DynareOutput = simul_backward_linear_model(initial_conditions, sample_size, DynareOptions, DynareModel, DynareOutput, innovations) %@info: %! @deftypefn {Function File} {@var{DynareOutput} =} simul_backward_nonlinear_model (@var{sample_size},@var{DynareOptions}, @var{DynareModel}, @var{DynareOutput}) %! @anchor{@simul_backward_nonlinear_model} %! @sp 1 %! Simulates a stochastic non linear backward looking model with arbitrary precision (a deterministic solver is used). %! @sp 2 %! @strong{Inputs} %! @sp 1 %! @table @ @var %! @item sample_size %! Scalar integer, size of the sample to be generated. %! @item DynareOptions %! Matlab/Octave structure (Options used by Dynare). %! @item DynareDynareModel %! Matlab/Octave structure (Description of the model). %! @item DynareOutput %! Matlab/Octave structure (Results reported by Dynare). %! @end table %! @sp 1 %! @strong{Outputs} %! @sp 1 %! @table @ @var %! @item DynareOutput %! Matlab/Octave structure (Results reported by Dynare). %! @end table %! @sp 2 %! @strong{This function is called by:} %! @sp 2 %! @strong{This function calls:} %! @ref{dynTime} %! %! @end deftypefn %@eod: % Copyright (C) 2012-2016 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 . number_of_shocks = size(DynareOutput.exo_simul,2); % Get usefull vector of indices. ny0 = nnz(DynareModel.lead_lag_incidence(2,:)); ny1 = nnz(DynareModel.lead_lag_incidence(1,:)); iy1 = find(DynareModel.lead_lag_incidence(1,:)>0); idx = 1:DynareModel.endo_nbr; jdx = idx+ny1; hdx = 1:ny1; % Get the name of the dynamic model routine. model_dynamic = str2func([DynareModel.fname,'_dynamic']); % initialization of vector y. y = NaN(length(idx)+ny1,1); % initialization of the returned simulations. DynareOutput.endo_simul = NaN(DynareModel.endo_nbr,sample_size+1); if isempty(initial_conditions) DynareOutput.endo_simul(:,1) = DynareOutput.steady_state; else DynareOutput.endo_simul(:,1) = initial_conditions; end Y = DynareOutput.endo_simul; % get coefficients [cst,jacob] = model_dynamic(zeros(DynareModel.endo_nbr+ny1,1), ... zeros(2,size(DynareOutput.exo_simul, 2)), ... DynareModel.params, ... DynareOutput.steadystate,2); A0inv = inv(jacob(:,jdx)); A1 = jacob(:,nonzeros(DynareModel.lead_lag_incidence(1,:))); B = jacob(:,end-number_of_shocks+1:end); % Simulations for it = 2:sample_size+1 Y(:,it) = -A0inv*(cst + A1*Y(iy1,it-1) + B*DynareOutput.exo_simul(it,:)'); end DynareOutput.endo_simul = Y;