34 lines
1.3 KiB
Matlab
34 lines
1.3 KiB
Matlab
function [r, J] = dynamic_backward_model_for_simulation(z, dynamic_resid, dynamic_g1, ylag, x, params, steady_state, sparse_rowval, sparse_colval, sparse_colptr)
|
|
|
|
% Dynamic routine's wrapper used by dynare_solve for simulating backward models
|
|
|
|
% Copyright © 2017-2023 Dynare Team
|
|
%
|
|
% This file is part of Dynare.
|
|
%
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
% it under the terms of the GNU General Public License as published by
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
% (at your option) any later version.
|
|
%
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
% GNU General Public License for more details.
|
|
%
|
|
% You should have received a copy of the GNU General Public License
|
|
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
|
|
|
|
endo_nbr = length(z);
|
|
|
|
% Build y vector to be passed to the dynamic model.
|
|
y = [ ylag; z; NaN(endo_nbr, 1) ];
|
|
|
|
[r, T_order, T] = dynamic_resid(y, x, params, steady_state);
|
|
|
|
if nargout>1
|
|
Jacobian = dynamic_g1(y, x, params, steady_state, sparse_rowval, ...
|
|
sparse_colval, sparse_colptr, T_order, T);
|
|
J = Jacobian(:, endo_nbr+(1:endo_nbr));
|
|
end
|