106 lines
2.9 KiB
Matlab
106 lines
2.9 KiB
Matlab
function [result,info] = check(M, options, oo)
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% Checks determinacy conditions by computing the generalized eigenvalues.
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%@info:
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%! @deftypefn {Function File} {[result,info] =} check (@var{M},@var{options},@var{oo})
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%! @anchor{check}
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%! @sp 1
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%! Checks determinacy conditions by computing the generalized eigenvalues.
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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 M
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%! Matlab's structure describing the model (initialized by dynare).
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%! @item options
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%! Matlab's structure describing the options (initialized by dynare).
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%! @item oo
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%! Matlab's structure gathering the results (initialized by dynare).
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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 result
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%! Integer scalar equal to one (BK conditions are satisfied) or zero (otherwise).
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%! @item info
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%! Integer scalar, error code as returned by @ref{resol}.
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%! @end table
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 1
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%! @ref{smm_objective}
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%! @sp 2
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%! @strong{This function calls:}
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%! @sp 1
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%! @ref{resol}
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%! None.
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2001-2012 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 ~options.initval_file && M.exo_nbr > 1
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oo.exo_simul = ones(M.maximum_lead+M.maximum_lag+1,1)*oo.exo_steady_state';
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end
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options.order = 1;
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if isempty(options.qz_criterium)
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options.qz_criterium = 1+1e-6;
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end
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oo.dr=set_state_space(oo.dr,M,options);
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[dr,info,M,options,oo] = resol(1,M,options,oo);
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oo.dr = dr;
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if info(1) ~= 0 && info(1) ~= 3 && info(1) ~= 4
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print_info(info, options.noprint);
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end
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eigenvalues_ = dr.eigval;
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[m_lambda,i]=sort(abs(eigenvalues_));
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n_explod = nnz(abs(eigenvalues_) > options.qz_criterium);
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nsfwrd = M.nsfwrd
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result = 0;
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if (nsfwrd == n_explod) && (dr.full_rank)
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result = 1;
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end
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if options.noprint == 0
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disp(' ')
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disp('EIGENVALUES:')
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disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
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z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]';
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disp(sprintf('%16.4g %16.4g %16.4g\n',z))
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disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', n_explod));
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disp(sprintf('for %d forward-looking variable(s)',nsfwrd));
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disp(' ')
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if result
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disp('The rank condition is verified.')
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else
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disp('The rank conditions ISN''T verified!')
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end
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disp(' ')
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end
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