76 lines
2.0 KiB
Matlab
76 lines
2.0 KiB
Matlab
function [dr,info] = k_order_pert(dr,M,options)
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% Compute decision rules using the k-order DLL from Dynare++
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% Copyright (C) 2009-2020 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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info = 0;
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order = options.order;
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if order>1 && options.loglinear
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error('The loglinear-option currently only works at order 1')
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end
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if M.maximum_endo_lead == 0 && order>1
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error(['2nd and 3rd order approximation not implemented for purely ' ...
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'backward models'])
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end
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try
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[dynpp_derivs, dyn_derivs] = k_order_perturbation(dr,M,options);
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catch
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info(1)=9;
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return
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end
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% Copy Dynare++ tensors
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for i = 0:order
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gname = [ 'g_' num2str(i) ];
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dr.(gname) = dynpp_derivs.(gname);
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end
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% Fill equivalent Dynare matrices (up to 3rd order)
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dr.ghx = dyn_derivs.gy;
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dr.ghu = dyn_derivs.gu;
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if options.loglinear
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k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
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klag = dr.kstate(k,[1 2]);
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k1 = dr.order_var;
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dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
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repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
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dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
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end
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if order >= 2
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dr.ghxx = dyn_derivs.gyy;
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dr.ghxu = dyn_derivs.gyu;
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dr.ghuu = dyn_derivs.guu;
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dr.ghs2 = dyn_derivs.gss;
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end
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if order >= 3
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dr.ghxxx = dyn_derivs.gyyy;
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dr.ghxxu = dyn_derivs.gyyu;
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dr.ghxuu = dyn_derivs.gyuu;
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dr.ghuuu = dyn_derivs.guuu;
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dr.ghxss = dyn_derivs.gyss;
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dr.ghuss = dyn_derivs.guss;
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end
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