64 lines
1.7 KiB
Matlab
64 lines
1.7 KiB
Matlab
function [A,B] = transition_matrix(dr, varargin)
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% function [A,B] = transition_matrix(dr, varargin)
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% Makes transition matrices out of ghx and ghu
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%
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% INPUTS
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% dr: structure of decision rules for stochastic simulations
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% varargin: {1}: M_
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%
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% OUTPUTS
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% A: matrix of effects of predetermined variables in linear solution (ghx)
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% B: matrix of effects of shocks in linear solution (ghu)
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2003-2012 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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if(length(varargin)<=0)
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global M_
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else
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M_=varargin{1};
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end;
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exo_nbr = M_.exo_nbr;
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ykmin_ = M_.maximum_endo_lag;
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nx = size(dr.ghx,2);
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kstate = dr.kstate;
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ikx = [M_.nstatic+1:M_.nstatic+M_.nspred];
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A = zeros(nx,nx);
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k0 = kstate(find(kstate(:,2) <= ykmin_+1),:);
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i0 = find(k0(:,2) == ykmin_+1);
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A(i0,:) = dr.ghx(ikx,:);
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B = zeros(nx,exo_nbr);
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if(isfield(dr,'ghu'))
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B(i0,:) = dr.ghu(ikx,:);
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end;
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for i=ykmin_:-1:2
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i1 = find(k0(:,2) == i);
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n1 = size(i1,1);
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j = zeros(n1,1);
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for j1 = 1:n1
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j(j1) = find(k0(i0,1)==k0(i1(j1),1));
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end
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A(i1,i0(j))=eye(n1);
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i0 = i1;
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end
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