129 lines
3.9 KiB
Matlab
129 lines
3.9 KiB
Matlab
function simul()
|
|
% Computes deterministic simulations
|
|
%
|
|
% INPUTS
|
|
% None
|
|
%
|
|
% OUTPUTS
|
|
% none
|
|
%
|
|
% ALGORITHM
|
|
%
|
|
% SPECIAL REQUIREMENTS
|
|
% none
|
|
|
|
% Copyright (C) 1996-2013 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 <http://www.gnu.org/licenses/>.
|
|
|
|
global M_ options_ oo_
|
|
|
|
test_for_deep_parameters_calibration(M_);
|
|
|
|
if options_.stack_solve_algo < 0 || options_.stack_solve_algo > 6
|
|
error('SIMUL: stack_solve_algo must be between 0 and 6')
|
|
end
|
|
|
|
if ~options_.block && ~options_.bytecode && options_.stack_solve_algo ~= 0 ...
|
|
&& options_.stack_solve_algo ~= 6
|
|
error('SIMUL: you must use stack_solve_algo=0 or stack_solve_algo=6 when not using block nor bytecode option')
|
|
end
|
|
|
|
if options_.block && ~options_.bytecode && options_.stack_solve_algo == 5
|
|
error('SIMUL: you can''t use stack_solve_algo = 5 without bytecode option')
|
|
end
|
|
|
|
if (options_.block || options_.bytecode) && options_.stack_solve_algo == 6
|
|
error('SIMUL: you can''t use stack_solve_algo = 6 with block or bytecode option')
|
|
end
|
|
|
|
if isoctave && options_.stack_solve_algo == 2
|
|
error('SIMUL: you can''t use stack_solve_algo = 2 under Octave')
|
|
end
|
|
|
|
if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1,:)) > 0
|
|
mess = ['SIMUL: error in model specification : variable ' M_.endo_names(find(M_.lead_lag_incidence(M_.maximum_lag+1,:)==0),:)];
|
|
mess = [mess ' doesn''t appear as current variable.'];
|
|
error(mess)
|
|
end
|
|
|
|
if options_.periods == 0
|
|
error('SIMUL: number of periods for the simulation isn''t specified')
|
|
end
|
|
|
|
if ~options_.initval_file
|
|
if isempty(options_.datafile)
|
|
make_ex_;
|
|
make_y_;
|
|
else
|
|
read_data_;
|
|
end
|
|
end
|
|
|
|
if isempty(options_.scalv) || options_.scalv == 0
|
|
options_.scalv = oo_.steady_state;
|
|
end
|
|
|
|
options_.scalv= 1;
|
|
|
|
if options_.debug
|
|
model_static = str2func([M_.fname,'_static']);
|
|
for ii=1:size(oo_.exo_simul,1)
|
|
[residual(:,ii)] = model_static(oo_.steady_state, oo_.exo_simul(ii,:),M_.params);
|
|
end
|
|
problematic_periods=find(any(isinf(residual)) | any(isnan(residual)))-M_.maximum_endo_lag;
|
|
if ~isempty(problematic_periods)
|
|
period_string=num2str(problematic_periods(1));
|
|
for ii=2:length(problematic_periods)
|
|
period_string=[period_string, ', ', num2str(problematic_periods(ii))];
|
|
end
|
|
fprintf('\n\nWARNING: Value for the exogenous variable(s) in period(s) %s inconsistent with the static model.\n',period_string);
|
|
fprintf('WARNING: Check for division by 0.\n')
|
|
end
|
|
end
|
|
|
|
if(options_.block)
|
|
if(options_.bytecode)
|
|
[info, oo_.endo_simul] = bytecode('dynamic');
|
|
if info == 1
|
|
oo_.deterministic_simulation.status = 0;
|
|
else
|
|
oo_.deterministic_simulation.status = 1;
|
|
end
|
|
mexErrCheck('bytecode', info);
|
|
else
|
|
eval([M_.fname '_dynamic']);
|
|
end
|
|
else
|
|
if(options_.bytecode)
|
|
[info, oo_.endo_simul]=bytecode('dynamic');
|
|
mexErrCheck('bytecode', info);
|
|
else
|
|
if M_.maximum_endo_lead == 0 % Purely backward model
|
|
sim1_purely_backward;
|
|
elseif M_.maximum_endo_lag == 0 % Purely forward model
|
|
sim1_purely_forward;
|
|
else % General case
|
|
if options_.stack_solve_algo == 0
|
|
sim1;
|
|
else % stack_solve_algo = 6
|
|
sim1_lbj;
|
|
end
|
|
end
|
|
end
|
|
end
|
|
|
|
dyn2vec; |