41 lines
1.8 KiB
Matlab
41 lines
1.8 KiB
Matlab
function [shocks, spfm_exo_simul, innovations, oo_] = extended_path_shocks(innovations, ep, exogenousvariables, sample_size,M_,options_, oo_)
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% [shocks, spfm_exo_simul, innovations, oo_] = extended_path_shocks(innovations, ep, exogenousvariables, sample_size,M_,options_, oo_)
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% Copyright © 2016-2023 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 <https://www.gnu.org/licenses/>.
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% Simulate shocks.
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if isempty(exogenousvariables)
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switch ep.innovation_distribution
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case 'gaussian'
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shocks = zeros(sample_size, M_.exo_nbr);
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shocks(:,innovations.positive_var_indx) = transpose(transpose(innovations.covariance_matrix_upper_cholesky)*randn(innovations.effective_number_of_shocks,sample_size));
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case 'calibrated'
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options = options_;
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options.periods = options.ep.periods;
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oo_local = make_ex_(M_,options,oo_);
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shocks = oo_local.exo_simul(2:end,:);
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otherwise
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error(['extended_path:: ' ep.innovation_distribution ' distribution for the structural innovations is not (yet) implemented!'])
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end
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else
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shocks = exogenousvariables;
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innovations.positive_var_indx = find(sum(abs(shocks)>0));
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end
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% Copy the shocks in exo_simul
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oo_.exo_simul = shocks;
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spfm_exo_simul = repmat(oo_.exo_steady_state',ep.periods+2,1); |