59 lines
1.5 KiB
Matlab
59 lines
1.5 KiB
Matlab
function oo_.dr=osr1(params,weights)
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global M_ oo_ options_ it_
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xlen = M_.maximum_lead + M_.maximum_lag + 1;
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klen = M_.maximum_lag + M_.maximum_lead + 1;
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iyv = M_.lead_lag_incidence';
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iyv = iyv(:);
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iyr0 = find(iyv) ;
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it_ = M_.maximum_lag + 1 ;
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if M_.exo_nbr == 0
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oo_.exo_steady_state = [] ;
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end
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if ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
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error ('OLR: Error in model specification: some variables don"t appear as current') ;
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end
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if M_.maximum_lead == 0
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error ('Backward or static model: no point in using OLR') ;
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end
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if xlen > 1
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error (['OLR: stochastic exogenous variables must appear only at the' ...
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' current period. Use additional endogenous variables']) ;
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end
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% check if ys is steady state
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fh = str2func([M_.fname '_static']);
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if max(abs(feval(fh,oo_.steady_state))) > options_.dynatol
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[oo_.dr.ys, check] = dynare_solve([M_.fname '_static'],oo_.steady_state);
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if check
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error('OLR: convergence problem in DYNARE_SOLVE')
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end
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else
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oo_.dr.ys = oo_.steady_state;
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end
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np = size(params,1);
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t0 = zeros(np,1);
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for i=1:np
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t0(i)=evalin('base',[params(i,:) ';']);
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end
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[p,f]=fminsearch(@osr_obj,t0,[],params,weights);
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disp('')
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disp('OPTIMAL VALUE OF THE PARAMETERS:')
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disp('')
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for i=1:np
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disp(sprintf('%16s %16.6g\n',params(i,:),p(i)))
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end
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disp(sprintf('Objective function : %16.6g\n',f));
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disp(' ')
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oo_.dr=resol(oo_.steady_state,options_.dr_algo,options_.linear,options_.order);
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% 05/10/03 MJ modified to work with osr.m and give full report |