112 lines
6.7 KiB
HTML
112 lines
6.7 KiB
HTML
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<title>Description of simult_</title>
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<meta name="keywords" content="simult_">
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<meta name="description" content="Copyright (C) 2001 Michel Juillard">
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<div><a href="../index.html">Home</a> > <a href="index.html">.</a> > simult_.m</div>
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<!--<table width="100%"><tr><td align="left"><a href="../index.html"><img alt="<" border="0" src="../left.png"> Master index</a></td>
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<td align="right"><a href="index.html">Index for . <img alt=">" border="0" src="../right.png"></a></td></tr></table>-->
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<h1>simult_
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</h1>
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<h2><a name="_name"></a>PURPOSE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>Copyright (C) 2001 Michel Juillard</strong></div>
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<h2><a name="_synopsis"></a>SYNOPSIS <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="box"><strong>function y_=simult_(y0,dr,ex_,iorder) </strong></div>
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<h2><a name="_description"></a>DESCRIPTION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre class="comment"> Copyright (C) 2001 Michel Juillard</pre></div>
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<!-- crossreference -->
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<h2><a name="_cross"></a>CROSS-REFERENCE INFORMATION <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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This function calls:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="check.html" class="code" title="function result = check">check</a> Copyright (C) 2001 Michel Juillard</li><li><a href="dynare_solve.html" class="code" title="function [x,cheik] = dynare_solve(func,x,jacobian_flag,varargin)">dynare_solve</a> Copyright (C) 2001 Michel Juillard</li><li><a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a> </li></ul>
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This function is called by:
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<ul style="list-style-image:url(../matlabicon.gif)">
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<li><a href="forcst.html" class="code" title="function [yf,var_yf]=forcst(dr,y0,k,m)">forcst</a> </li><li><a href="irf.html" class="code" title="function y = irf(dr, e1, long, drop, replic, iorder)">irf</a> </li><li><a href="simult.html" class="code" title="function y_=simult(ys, dr)">simult</a> Copyright (C) 2001 Michel Juillard</li></ul>
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<!-- crossreference -->
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<h2><a name="_source"></a>SOURCE CODE <a href="#_top"><img alt="^" border="0" src="../up.png"></a></h2>
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<div class="fragment"><pre>0001 <span class="comment">% Copyright (C) 2001 Michel Juillard</span>
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0002 <span class="comment">%</span>
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0003
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0004 <a name="_sub0" href="#_subfunctions" class="code">function y_=simult_(y0,dr,ex_,iorder)</a>
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0005 <span class="keyword">global</span> M_ options_ it_
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0006 iter = size(ex_,1);
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0007 nx = size(dr.ghu,2);
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0008 y_ = zeros(size(y0,1),iter+M_.maximum_lag);
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0009 y_(:,1:M_.maximum_lag) = y0;
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0010 k1 = [M_.maximum_lag:-1:1];
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0011 k2 = dr.kstate(find(dr.kstate(:,2) <= M_.maximum_lag+1),[1 2]);
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0012 k2 = k2(:,1)+(M_.maximum_lag+1-k2(:,2))*M_.endo_nbr;
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0013 k3 = M_.lead_lag_incidence(1:M_.maximum_lag,:)';
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0014 k3 = find(k3(:));
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0015 k4 = dr.kstate(find(dr.kstate(:,2) < M_.maximum_lag+1),[1 2]);
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0016 k4 = k4(:,1)+(M_.maximum_lag+1-k4(:,2))*M_.endo_nbr;
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0017
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0018 options_ = <a href="set_default_option.html" class="code" title="function options=set_default_option(options,field,default)">set_default_option</a>(options_,<span class="string">'simul_algo'</span>,0);
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0019 <span class="keyword">if</span> options_.simul_algo == 1
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0020 o1 = dr.nstatic+1;
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0021 o2 = dr.nstatic+dr.npred;
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0022 o3 = o2-dr.nboth+1;
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0023 [junk, k5] = sort(dr.order_var(o1:o2));
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0024 [junk, k6] = sort(dr.order_var(o3:end));
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0025 <span class="keyword">end</span>
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0026
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0027 <span class="keyword">if</span> iorder == 1
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0028 <span class="keyword">for</span> i = M_.maximum_lag+1: iter+M_.maximum_lag
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0029 tempx1 = y_(dr.order_var,k1);
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0030 tempx2 = tempx1-repmat(dr.ys(dr.order_var),1,M_.maximum_lag);
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0031 tempx = tempx2(k2);
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0032 <span class="keyword">if</span> options_.simul_algo == 0
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0033 y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghx*tempx+dr.ghu* <span class="keyword">...</span>
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0034 ex_(i-M_.maximum_lag,:)';
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0035 <span class="keyword">elseif</span> options_.simul_algo == 1
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0036 it_ = i;
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0037 m = dr.ys(dr.order_var);
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0038 [y_(:,i), <a href="check.html" class="code" title="function result = check">check</a>] = <a href="dynare_solve.html" class="code" title="function [x,cheik] = dynare_solve(func,x,jacobian_flag,varargin)">dynare_solve</a>(<span class="string">'ff_simul1'</span>,y_(:,i-1),tempx1(k3), <span class="keyword">...</span>
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0039 m(o3:end),tempx(k4),o1,o2,o3,k6);
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0040 <span class="keyword">end</span>
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0041 k1 = k1+1;
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0042 <span class="keyword">end</span>
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0043 <span class="keyword">elseif</span> iorder == 2
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0044 <span class="keyword">for</span> i = M_.maximum_lag+1: iter+M_.maximum_lag
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0045 tempx1 = y_(dr.order_var,k1);
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0046 tempx2 = tempx1-repmat(dr.ys(dr.order_var),1,M_.maximum_lag);
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0047 tempx = tempx2(k2);
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0048 tempu = ex_(i-M_.maximum_lag,:)';
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0049 tempuu = kron(tempu,tempu);
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0050 <span class="keyword">if</span> options_.simul_algo == 0
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0051 tempxx = kron(tempx,tempx);
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0052 tempxu = kron(tempx,tempu);
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0053 y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghs2/2+dr.ghx*tempx+ <span class="keyword">...</span>
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0054 dr.ghu*tempu+0.5*(dr.ghxx*tempxx+dr.ghuu*tempuu)+dr.ghxu*tempxu;
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0055 <span class="keyword">elseif</span> options_.simul_algo == 1
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0056 it_ = i;
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0057 m = dr.ys(dr.order_var)+dr.ghs2/2;
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0058 tempx1 = y_(:,k1);
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0059 [y_(:,i), <a href="check.html" class="code" title="function result = check">check</a>] = <a href="dynare_solve.html" class="code" title="function [x,cheik] = dynare_solve(func,x,jacobian_flag,varargin)">dynare_solve</a>(<span class="string">'ff_simul2'</span>,y_(:,i-1),tempx1(k3), <span class="keyword">...</span>
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0060 m(o3:end),tempx(k4),o1,o2,o3,k6);
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0061 <span class="keyword">end</span>
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0062 k1 = k1+1;
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0063 <span class="keyword">end</span>
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0064 <span class="keyword">end</span>
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0065
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0066 <span class="comment">% MJ 08/30/02 corrected bug at order 2</span></pre></div>
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<hr><address>Generated on Fri 16-Jun-2006 09:09:06 by <strong><a href="http://www.artefact.tk/software/matlab/m2html/">m2html</a></strong> © 2003</address>
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