56 lines
2.8 KiB
Matlab
56 lines
2.8 KiB
Matlab
function output_cell =PC_slope(xparam1,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info)
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% output_cell =PC_slope(xparam1,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info);
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% This is an example file computing statistics on the prior/posterior draws. The
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% function allows read-only access to all Dynare structures. However, those
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% structures are local to this function. Changing them will not affect
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% other Dynare functions and you cannot use them to pass results to other
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% Dynare functions.
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% The function takes one and only one output argument: an 1 by n cell.
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% Using functions like cell2mat, the contents of the cell can be easily
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% transformed back to matrices. See the fs2000_posterior_function.mod for
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% an example
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% INPUTS
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% xparam1 Current parameter draw
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% M_ [structure] Matlab's structure describing the Model (initialized by dynare, see @ref{M_}).
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% options_ [structure] Matlab's structure describing the options (initialized by dynare, see @ref{options_}).
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% oo_ [structure] Matlab's structure gathering the results (initialized by dynare, see @ref{oo_}).
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% estim_params_[structure] Matlab's structure describing the estimated_parameters (initialized by dynare, see @ref{estim_params_}).
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% bayestopt_ [structure] Matlab's structure describing the parameter options (initialized by dynare, see @ref{bayestopt_}).
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% dataset_ [structure] Matlab's structure storing the dataset
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% dataset_info [structure] Matlab's structure storing the information about the dataset
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% Output
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% output_cell [1 by n cell] 1 by n Matlab cell allowing to store any
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% desired computation or result (strings, matrices, structures, etc.)
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% Copyright © 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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%% store the slope based on the parameter draw
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NumberOfParameters = M_.param_nbr;
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for ii = 1:NumberOfParameters
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paramname = deblank(M_.param_names{ii,:});
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eval([ paramname ' = M_.params(' int2str(ii) ');']);
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end
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Omega=(1-alppha)/(1-alppha+alppha*epsilon);
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lambda=(1-theta)*(1-betta*theta)/theta*Omega; %defined on page 61
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output_cell{1,1}=lambda*(siggma+(varphi+alppha)/(1-alppha)); %defined on page 63
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end |