70 lines
2.5 KiB
Matlab
70 lines
2.5 KiB
Matlab
function [h_minus_1, h, h_plus_1, h_exo, resid] = get_deriv(M_, ys_)
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% function [h_minus_1, h, h_plus_1, h_exo, resid] = get_deriv(M_, ys_)
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% Computes dynamic Jacobian and writes it to conformable matrices
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%
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% INPUTS
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% - M_ [struct] Definition of the model.
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% - ys vector steady state
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%
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% OUTPUTS
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% - h_minus_1 [N by N] derivative matrix with respect to lagged endogenous variables
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% - h [N by N] derivative matrix with respect to contemporanous endogenous variables
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% - h_plus_1 [N by N] derivative matrix with respect to leaded endogenous variables
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% - h_exo [N by N_exo] derivative matrix with respect to exogenous variables
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% - resid [N by 1] vector of residuals
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% Copyright © 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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x = zeros(M_.maximum_lag + M_.maximum_lead + 1,M_.exo_nbr);
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iyv = M_.lead_lag_incidence';
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iyr0 = find(iyv(:)) ;
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z=repmat(ys_,1,M_.maximum_lag + M_.maximum_lead + 1);
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[resid,g1]=feval([M_.fname,'.dynamic'],z(iyr0),x, M_.params, ys_, M_.maximum_exo_lag+1);
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% Initialize matrices
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h_minus_1=zeros(M_.endo_nbr);
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h = h_minus_1;
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h_plus_1 = h_minus_1;
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% build h_minus_1
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if M_.maximum_lag
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lag_columns=find(iyv(:,1));
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n_lag_columns=length(lag_columns);
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h_minus_1(:,lag_columns) = g1(:,1:n_lag_columns);
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else
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n_lag_columns=0;
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end
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% build h
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contemporaneous_columns=find(iyv(:,M_.maximum_lag+1));
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n_contemporaneous_columns = length(contemporaneous_columns);
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h(:,contemporaneous_columns) = g1(:,1+n_lag_columns:n_lag_columns+n_contemporaneous_columns);
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%build h_plus_1
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if M_.maximum_lead
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lead_columns=find(iyv(:,end));
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n_lead_columns = length(lead_columns);
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h_plus_1(:,lead_columns) = g1(:,n_lag_columns+n_contemporaneous_columns+1:n_lag_columns+n_contemporaneous_columns+n_lead_columns);
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else
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n_lead_columns=0;
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end
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h_exo =g1(:,n_lag_columns+n_contemporaneous_columns+n_lead_columns+1:end);
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