98 lines
5.3 KiB
HTML
98 lines
5.3 KiB
HTML
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<title>Description of olr1</title>
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<meta name="keywords" content="olr1">
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<meta name="description" content="Copyright (C) 2001 Michel Juillard">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > olr1.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>olr1
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>Copyright (C) 2001 Michel Juillard</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function dr = olr1(ys,algo,olr_inst,bet,obj_var,W) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> Copyright (C) 2001 Michel Juillard</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="check.html" class="code" title="function result = check">check</a> Copyright (C) 2001 Michel Juillard</li><li><a href="dynare_solve.html" class="code" title="function [x,cheik] = dynare_solve(func,x,jacobian_flag,varargin)">dynare_solve</a> Copyright (C) 2001 Michel Juillard</li><li><a href="olr2.html" class="code" title="function dr=olr2(dr,olr_inst,bet,obj_var,W)">olr2</a> Copyright (C) 2003 Michel Juillard</li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="olr.html" class="code" title="function olr(var_list,olr_inst,obj_var,W)">olr</a> Copyright (C) 2001 Michel Juillard</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <span class="comment">% Copyright (C) 2001 Michel Juillard</span>
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0002 <span class="comment">%</span>
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0003 <a name="_sub0" href="#_subfunctions" class="code">function dr = olr1(ys,algo,olr_inst,bet,obj_var,W)</a>
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0004
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0005 <span class="keyword">global</span> M_ options_ oo_
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0006 <span class="keyword">global</span> it_ means_ stderrs_
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0007
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0008 xlen = M_.maximum_lead + M_.maximum_lag + 1;
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0009 klen = M_.maximum_lag + M_.maximum_lead + 1;
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0010 iyv = M_.lead_lag_incidence';
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0011 iyv = iyv(:);
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0012 iyr0 = find(iyv) ;
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0013 it_ = M_.maximum_lag + 1 ;
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0014
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0015
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0016 <span class="keyword">if</span> M_.exo_nbr == 0
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0017 oo_.exo_steady_state = [] ;
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0018 <span class="keyword">end</span>
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0019
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0020 <span class="keyword">if</span> ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
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0021 error (<span class="string">'OLR: Error in model specification: some variables don"t appear as current'</span>) ;
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0022 <span class="keyword">end</span>
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0023
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0024 <span class="keyword">if</span> M_.maximum_lead == 0
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0025 error (<span class="string">'Backward or static model: no point in using OLR'</span>) ;
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0026 <span class="keyword">end</span>
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0027
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0028 <span class="keyword">if</span> xlen > 1
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0029 error ([<span class="string">'OLR: stochastic exogenous variables must appear only at the'</span> <span class="keyword">...</span>
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0030 <span class="string">' current period. Use additional endogenous variables'</span>]) ;
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0031 <span class="keyword">end</span>
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0032
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0033 <span class="comment">% check if ys is steady state</span>
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0034 tempex = oo_.exo_simul;
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0035 oo_.exo_simul = oo_.exo_steady_state';
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0036 fh = str2func([M_.fname <span class="string">'_static'</span>]);
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0037 <span class="keyword">if</span> max(abs(feval(fh,ys))) > options_.dynatol
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0038 [dr.ys, <a href="check.html" class="code" title="function result = check">check</a>] = <a href="dynare_solve.html" class="code" title="function [x,cheik] = dynare_solve(func,x,jacobian_flag,varargin)">dynare_solve</a>([M_.fname <span class="string">'_static'</span>],ys);
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0039 <span class="keyword">if</span> <a href="check.html" class="code" title="function result = check">check</a>
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0040 error(<span class="string">'OLR: convergence problem in DYNARE_SOLVE'</span>)
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0041 <span class="keyword">end</span>
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0042 <span class="keyword">else</span>
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0043 dr.ys = ys;
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0044 <span class="keyword">end</span>
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0045 dr = <a href="olr2.html" class="code" title="function dr=olr2(dr,olr_inst,bet,obj_var,W)">olr2</a>(dr,olr_inst,bet,obj_var,W);
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0046 oo_.exo_simul = tempex;
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0047 tempex = [];
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0048
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0049 <span class="comment">% 04/13/03 MJ</span>
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0050
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0051
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0052</pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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