44 lines
1.6 KiB
Matlab
44 lines
1.6 KiB
Matlab
function [endogenousvariables, info] = solve_stacked_problem(endogenousvariables, exogenousvariables, steadystate, M, options);
|
|
|
|
% Copyright (C) 2015 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/>.
|
|
|
|
[options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, dynamicmodel] = ...
|
|
initialize_stacked_problem(endogenousvariables, options, M);
|
|
|
|
[y, check] = dynare_solve(@perfect_foresight_problem,z(:),options, ...
|
|
dynamicmodel, y0, yT, ...
|
|
exogenousvariables, M.params, steadystate, ...
|
|
M.maximum_lag, options.periods, M.endo_nbr, i_cols, ...
|
|
i_cols_J1, i_cols_1, i_cols_T, i_cols_j, ...
|
|
M.NNZDerivatives(1));
|
|
|
|
if all(imag(y)<.1*options.dynatol.x)
|
|
if ~isreal(y)
|
|
y = real(y);
|
|
end
|
|
else
|
|
check = 1;
|
|
end
|
|
|
|
endogenousvariables = [y0 reshape(y, M.endo_nbr, options.periods) yT];
|
|
|
|
if check
|
|
info.status = false;
|
|
else
|
|
info.status = true;
|
|
end |