50 lines
2.4 KiB
Matlab
50 lines
2.4 KiB
Matlab
function e = euler_equation_error(y0,x,innovations,M,options,oo,pfm,nodes,weights)
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% Copyright (C) 2016-2017 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 <http://www.gnu.org/licenses/>.
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dynamic_model = str2func([M.fname '_dynamic']);
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ep = options.ep;
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[y1, info_convergence, endogenousvariablespaths] = extended_path_core(ep.periods, ...
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M.endo_nbr, M.exo_nbr, ...
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innovations.positive_var_indx, ...
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x, ep.init, y0, oo.steady_state, ...
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0, ep.use_bytecode, ...
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ep.stochastic.order, M, ...
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pfm, ep.stochastic.algo, ...
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ep.solve_algo, ...
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ep.stack_solve_algo, ...
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options.lmmcp, options, oo, ...
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[]);
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i_pred = find(M.lead_lag_incidence(1,:));
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i_fwrd = find(M.lead_lag_incidence(3,:));
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x1 = [x(2:end,:); zeros(1,M.exo_nbr)];
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for i=1:length(nodes)
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x2 = x1;
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x2(2,:) = x2(2,:) + nodes(i,:);
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[y2, info_convergence, endogenousvariablespaths] = ...
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extended_path_core(ep.periods, M.endo_nbr, M.exo_nbr, ...
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innovations.positive_var_indx, x2, ep.init, ...
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y1, oo.steady_state, 0, ep.use_bytecode, ...
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ep.stochastic.order, M, pfm, ep.stochastic.algo, ...
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ep.solve_algo, ep.stack_solve_algo, options.lmmcp, ...
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options, oo, []);
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z = [y0(i_pred); y1; y2(i_fwrd)];
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res(:,i) = dynamic_model(z,x,M.params,oo.steady_state,2);
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end
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e = res*weights; |