dynare/matlab/perfect-foresight-models
Sébastien Villemot 4875554a39
Perfect foresight homotopy: make marginal linearization more robust
For marginal linearization, an extra simulation is needed. This extra
simulation is first computed using the first simulation as guess value. If that
does not work, the present commits adds an additional attempt for computing
that extra simulation, using a full homotopy loop from the beginning.

As a consequence, the present commits puts the homotopy loop in a dedicated
function.
2023-10-13 15:31:44 -04:00
..
private Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode) 2022-06-15 15:06:33 +02:00
det_cond_forecast.m Bytecode MEX: get M_ and options_ through input arguments rather than as global variables 2023-10-11 18:50:32 -04:00
linear_approximation_accuracy.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
linear_perfect_foresight_problem.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
make_ex_.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
make_y_.m make_y_.m: fix interaction with steady_state_model 2022-10-13 16:33:58 +02:00
perfect_foresight_mcp_problem.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
perfect_foresight_setup.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
perfect_foresight_solver.m Perfect foresight homotopy: make marginal linearization more robust 2023-10-13 15:31:44 -04:00
perfect_foresight_solver_core.m Remove oo_ as an input argument to perfect_foresight_solver_core 2023-10-12 15:44:53 -04:00
perfect_foresight_with_expectation_errors_setup.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
perfect_foresight_with_expectation_errors_solver.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
setup_time_recursive_block_simul.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
sim1.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_lbj.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_linear.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_purely_backward.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_purely_forward.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
sim1_purely_static.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
solve_block_decomposed_problem.m solve_block_decomposed_problem: drop oo_ as an input argument 2023-10-11 18:50:32 -04:00
solve_stacked_linear_problem.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00
solve_stacked_problem.m Perfect foresight: inner functions no longer return a modified oo_ 2023-06-06 18:13:10 +02:00