dynare/matlab/perfect-foresight-models/sim1_purely_forward.m

46 lines
1.8 KiB
Matlab

function [endogenousvariables, info] = sim1_purely_forward(endogenousvariables, exogenousvariables, steadystate, M, options)
% Performs deterministic simulation of a purely forward model
% Copyright (C) 2012-2017 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 <https://www.gnu.org/licenses/>.
ny0 = nnz(M.lead_lag_incidence(1,:)); % Number of variables at current period
iyf = find(M.lead_lag_incidence(2,:)>0); % Indices of variables at next period
if ny0 ~= M.endo_nbr
error('All endogenous variables must appear at the current period!')
end
dynamicmodel = str2func([M.fname,'.dynamic']);
info.status = 1;
for it = options.periods:-1:1
yf = endogenousvariables(:,it+1); % Values at next period, also used as guess value for current period
yf1 = yf(iyf);
% TODO Call dynare_solve instead.
[tmp, check] = solve1(dynamicmodel, [yf; yf1], 1:M.endo_nbr, 1:M.endo_nbr, ...
1, options.gstep, options.dynatol.f, ...
options.dynatol.x, options.simul.maxit, [], ...
options.debug, exogenousvariables, M.params, steadystate, ...
it+M.maximum_lag);
if check
info.status = 0;
end
endogenousvariables(:,it) = tmp(1:M.endo_nbr);
end