51 lines
1.7 KiB
Matlab
51 lines
1.7 KiB
Matlab
function r = ep_residuals(x, y, ix, iy)
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% Inversion of the extended path simulation approach. This routine computes the innovations needed to
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% reproduce the time path of a subset of endogenous variables.
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%
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% INPUTS
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% o x [double] n*1 vector, time t innovations.
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% o y [double] n*1 vector, time t restricted endogenous variables.
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% o ix [integer] index of control innovations in the full vector of innovations.
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% o iy [integer] index of controlled variables in the full vector of endogenous variables.
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% o s [double] m*1 vector, endogenous variables at time t-1.
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%
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%
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% OUTPUTS
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% o r [double] n*1 vector of residuals.
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%
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% ALGORITHM
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%
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% SPECIAL REQUIREMENTS
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% Copyright (C) 2010 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 <http://www.gnu.org/licenses/>.
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global oo_
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weight = 1.0;
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tdx = M_.maximum_lag+1;
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x = exp(transpose(x));
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oo_.exo_simul(tdx,ix) = x;
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exogenous_variables = zeros(size(oo_.exo_simul));
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exogenous_variables(tdx,ix) = x;
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initial_path = simult_(oo_.steady_state,dr,exogenous_variables,1);
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oo_.endo_simul = weight*initial_path(:,1:end-1) + (1-weight)*oo_.endo_simul;
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