53 lines
2.0 KiB
Matlab
53 lines
2.0 KiB
Matlab
function [regime, regime_start, error_flag]=map_regime(binding_indicator,debug_switch)
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% function [regime, regime_start, error_flag]=map_regime(binding_indicator)
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% Map regime indicator into information
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%
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% Inputs:
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% - binding_indicator [integer] [nperiods by 1] vector of regime indices
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% - debug_switch [boolean] indicator for printing warnings
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%
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% Outputs:
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% - regime [integer] [1 by n_transitions] vector of regime number indices
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% - regime_start [integer] [1 by n_transitions] vectors with period numbers in which regime starts
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% - error_flag [boolean] 1 if regime never leaves 1 or is still there at the end of nperiods
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% 0 otherwise
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% Original authors: Luca Guerrieri and Matteo Iacoviello
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% Original file downloaded from:
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% https://www.matteoiacoviello.com/research_files/occbin_20140630.zip
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% Adapted for Dynare by Dynare Team.
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%
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% This code is in the public domain and may be used freely.
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% However the authors would appreciate acknowledgement of the source by
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% citation of any of the following papers:
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%
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% Luca Guerrieri and Matteo Iacoviello (2015): "OccBin: A toolkit for solving
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% dynamic models with occasionally binding constraints easily"
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% Journal of Monetary Economics 70, 22-38
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error_flag=0;
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if isempty(binding_indicator)
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binding_indicator = false;
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end
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% analyse violvec and isolate contiguous periods in the other regime.
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regime(1) = binding_indicator(1);
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regime_index = 1;
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regime_start(1) = 1;
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for i=2:length(binding_indicator)
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if binding_indicator(i)~=regime(regime_index)
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regime_index=regime_index+1;
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regime(regime_index) = binding_indicator(i);
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regime_start(regime_index)=i;
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end
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end
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if (regime(1) == 1 && length(regime_start)==1)
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disp_verbose('map_regime: Binding regime was never left. nperiods needs to be increased.',debug_switch);
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error_flag=1;
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end
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if (regime(end)==1)
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disp_verbose('map_regime: Constraint(s) are binding at the end of the sample. nperiods needs to be increased.',debug_switch);
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error_flag=1;
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end
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