72 lines
3.1 KiB
Matlab
72 lines
3.1 KiB
Matlab
function [A,B,ys,info,M_,oo_,TT, RR, CC, A0, B0] ...
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= dynare_resolve(M_,options_,oo_,regime_history, reduced_state_space, A, B)
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% function [A,B,ys,info,M_,options_,oo_,TT, RR, CC, A0, B0] ...
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% = dynare_resolve(M_,options_,oo_,regime_history, reduced_state_space, A, B)
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% Computes the linear approximation and the matrices A and B of the
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% transition equation. Mirrors dynare_resolve
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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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% - oo_ [structure] Matlab's structure containing the results
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% - reduced_state_space [string]
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% - A [double] State transition matrix
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% - B [double] shock impact matrix
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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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% - M_ [structure] Matlab's structure describing the model
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% - options_ [structure] Matlab's structure containing the options
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% - oo_ [structure] Matlab's structure containing the results
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% - TT [N by N] transition matrix of state space for each period
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% - RR [N by N_exo by T] shock impact matrix of state space for each period
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% - CC [N by N_exo by T] constant of state space for each period
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% - A0 [double] State transition matrix (unrestricted state space)
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% - B0 [double] shock impact matrix (unrestricted state space)
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% Copyright © 2001-2021 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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if nargin<6
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[A,B,ys,info,M_,oo_] = dynare_resolve(M_,options_,oo_);
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else
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ys = oo_.dr.ys;
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info = 0;
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end
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if ~info(1) && nargin>4 && ~isempty(regime_history)
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opts_regime.regime_history=regime_history;
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opts_regime.binding_indicator=[];
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[TT, RR, CC] = ...
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occbin.check_regimes(A, B, [], opts_regime, M_,oo_,options_);
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else
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TT=A;
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RR=B;
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CC=zeros(size(A,1),1);
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end
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A0=A;
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B0=B;
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if ~info(1) && nargin>4 && ischar(reduced_state_space) && ~isempty(reduced_state_space)
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iv = oo_.dr.restrict_var_list;
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A=A(iv,iv);
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B=B(iv,:);
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TT=TT(iv,iv,:);
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RR=RR(iv,:,:);
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CC=CC(iv,:);
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end |