73 lines
2.8 KiB
Matlab
73 lines
2.8 KiB
Matlab
function [A,B,ys,info,dr,params] = dynare_resolve(M_,options_,dr,endo_steady_state,exo_steady_state,exo_det_steady_state,mode)
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% function [A,B,ys,info,dr,params] = dynare_resolve(M_,options_,dr,endo_steady_state,exo_steady_state,exo_det_steady_state,mode)
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% Computes the linear approximation and the matrices A and B of the transition equation.
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%
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% Inputs:
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% - M_ [structure] Matlab's structure describing the model
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% - options_ [structure] Matlab's structure containing the options
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% - dr [structure] Reduced form model.
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% - endo_steady_state [vector] steady state value for endogenous variables
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% - exo_steady_state [vector] steady state value for exogenous variables
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% - exo_det_steady_state [vector] steady state value for exogenous deterministic variables
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% - mode [string] if provided, use restricted state space
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%
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% Outputs:
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% - A [double] State transition matrix (potentially for restricted state space)
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% - B [double] shock impact matrix (potentially for restricted state space)
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% - ys [double] vector of steady state values
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% - info [double] 4 by 1 vector with exit flag and information
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% - dr [structure] Reduced form model.
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% - params [double] vector of potentially updated parameters
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% Copyright © 2001-2023 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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[dr,info,params] =compute_decision_rules(M_,options_,dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
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if info(1) > 0
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A = [];
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if nargout>1
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B = [];
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if nargout>2
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ys = [];
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end
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end
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return
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end
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switch nargin
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case 6
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endo_nbr = M_.endo_nbr;
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nstatic = M_.nstatic;
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nspred = M_.nspred;
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iv = (1:endo_nbr)';
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ic = [ nstatic+(1:nspred) endo_nbr+(1:size(dr.ghx,2)-nspred) ]';
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case 7
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iv = dr.restrict_var_list;
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ic = dr.restrict_columns;
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otherwise
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error('dynare_resolve:: Error in the calling sequence!')
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end
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if nargout==1
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A = kalman_transition_matrix(dr,iv,ic);
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return
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end
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[A,B] = kalman_transition_matrix(dr,iv,ic);
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ys = dr.ys;
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