76 lines
2.2 KiB
Matlab
76 lines
2.2 KiB
Matlab
function y0 = get_irf(exoname,varargin)
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% function x = get_irf(exoname, varargin)
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% returns IRF to individual exogenous for a list of variables and adds the
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% steady state
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%
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% INPUTS:
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% exoname: exo variable name
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% vname1, vname2, ... : list of variable names
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%
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% OUTPUTS
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% y0: irf matrix [time x number of variables]
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright © 2019-2023 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 <https://www.gnu.org/licenses/>.
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global M_ oo_
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if isfield(oo_,'irfs')
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irf_fields=fieldnames(oo_.irfs);
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else
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error('get_irf: No IRFs detected in oo_')
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end
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exo_matches=find(endsWith(irf_fields,['_' exoname]));
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if isempty(exo_matches)
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error('get_irf: No IRFs for shock %s detected in oo_',exoname)
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else
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if nargin>1
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endo_cell={};
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i_var=[];
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for var_iter=1:length(varargin)
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temp=startsWith(irf_fields(exo_matches),varargin{var_iter});
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if isempty(temp)
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fprintf('get_irf: No IRF for variable %s detected in oo_',varargin{var_iter})
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else
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endo_cell=[endo_cell,varargin{var_iter}];
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i_var=[i_var,strmatch(varargin(var_iter),M_.endo_names,'exact')];
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end
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end
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else
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endo_cell={};
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i_var=[];
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for var_iter=1:length(exo_matches)
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endo_cell=[endo_cell,irf_fields{var_iter}(1:end-length(exoname)-1)];
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i_var=[i_var,strmatch(endo_cell(end),M_.endo_names,'exact')];
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end
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end
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end
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ys_ = [oo_.steady_state];
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nvars=length(endo_cell);
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y0=zeros(length(oo_.irfs.([ endo_cell{1} '_' exoname ]))+1,nvars);
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for j=1:nvars
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y0(:,j)=[0; oo_.irfs.([ endo_cell{j} '_' exoname ])']+ys_(i_var(j));
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end
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