101 lines
2.9 KiB
Matlab
101 lines
2.9 KiB
Matlab
function [dr,info]=AIM_first_order_solver(jacobia,M,dr,qz_criterium)
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%@info:
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%! @deftypefn {Function File} {[@var{dr},@var{info}] =} AIM_first_order_solver (@var{jacobia},@var{M},@var{dr},@var{qz_criterium})
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%! @anchor{AIM_first_order_solver}
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%! @sp 1
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%! Computes the first order reduced form of the DSGE model using AIM.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item jacobia
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%! Matrix containing the Jacobian of the model
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%! @item M
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%! Matlab's structure describing the model (initialized by @code{dynare}).
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%! @item dr
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%! Matlab's structure describing the reduced form solution of the model.
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%! @item qz_criterium
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%! Double containing the criterium to separate explosive from stable eigenvalues
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item dr
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%! Matlab's structure describing the reduced form solution of the model.
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%! @item info
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%! Integer scalar, error code.
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%! @sp 1
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%! @table @ @code
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%! @item info==0
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%! No error.
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%! @item info==102
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%! roots not correctly computed by real_schur
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%! @item info==103
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%! Blanchard & Kahn conditions are not satisfied: no stable equilibrium.
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%! @item info==104
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%! Blanchard & Kahn conditions are not satisfied: indeterminacy.
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%! @item info==135
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%! too many explosive roots and q(:,right) is singular
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%! @item info==145
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%! too few big roots, and q(:,right) is singular
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%! @item info==105
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%! q(:,right) is singular
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%! @item info==161
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%! too many exact siftrights
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%! @item info==162
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%! too many numeric shiftrights
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%! @end table
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%! @end table
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%! @end deftypefn
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%@eod:
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% Copyright © 2001-2017 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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info = 0;
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[dr,aimcode]=dynAIMsolver1(jacobia,M,dr);
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if aimcode ~=1
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info(1) = convertAimCodeToInfo(aimCode); %convert to be in the 100 range
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info(2) = 1.0e+8;
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return
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end
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A = kalman_transition_matrix(dr,M.nstatic+(1:M.nspred), 1:M.nspred,...
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M.exo_nbr);
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dr.eigval = eig(A);
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disp(dr.eigval)
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nd = size(dr.kstate,1);
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nba = nd-sum( abs(dr.eigval) < qz_criterium );
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nsfwrd = M.nsfwrd;
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if nba ~= nsfwrd
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temp = sort(abs(dr.eigval));
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if nba > nsfwrd
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temp = temp(nd-nba+1:nd-nsfwrd)-1-qz_criterium;
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info(1) = 3;
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elseif nba < nsfwrd
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temp = temp(nd-nsfwrd+1:nd-nba)-1-qz_criterium;
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info(1) = 4;
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end
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info(2) = temp'*temp;
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return
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end
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