45 lines
1.4 KiB
Matlab
45 lines
1.4 KiB
Matlab
function initialize(varexpectationmodel)
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% Initialize a VAR_EXPECTATION_MODEL.
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%
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% INPUTS
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% - varepxpectationmodel [string] Name of the VAR expectation model.
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%
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% OUTPUTS
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% None
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2018 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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global M_
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auxiliary_model_name = M_.var_expectation.(varexpectationmodel).auxiliary_model_name;
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if isfield(M_, 'var') && isfield(M_.var, auxiliary_model_name)
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auxiliary_model_type = 'var';
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elseif isfield(M_, 'trend_component') && isfield(M_.trend_component, auxiliary_model_name)
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auxiliary_model_type = 'trend_component';
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else
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error('Unknown type of auxiliary model.')
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end
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M_.var_expectation.(varexpectationmodel).auxiliary_model_type = auxiliary_model_type;
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get_companion_matrix(auxiliary_model_name, auxiliary_model_type); |