68 lines
2.5 KiB
Matlab
68 lines
2.5 KiB
Matlab
function [A,B,ys,info] = dynare_resolve(iv,ic,aux)
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% function [A,B,ys,info] = dynare_resolve(iv,ic,aux)
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% Computes the linear approximation and the matrices A and B of the
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% transition equation
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%
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% INPUTS
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% iv: selected variables (observed and state variables)
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% ic: state variables position in the transition matrix columns
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% aux: indices for auxiliary equations
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%
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% OUTPUTS
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% A: matrix of predetermined variables effects in linear solution (ghx)
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% B: matrix of shocks effects in linear solution (ghu)
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% ys: steady state of original endogenous variables
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% info=1: the model doesn't determine the current variables '...' uniquely
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% info=2: MJDGGES returns the following error code'
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% info=3: Blanchard Kahn conditions are not satisfied: no stable '...' equilibrium
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% info=4: Blanchard Kahn conditions are not satisfied:'...' indeterminacy
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% info=5: Blanchard Kahn conditions are not satisfied:'...' indeterminacy due to rank failure
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% info=20: can't find steady state info(2) contains sum of sqare residuals
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% info=30: variance can't be computed
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2003-2007 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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global oo_ M_
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[oo_.dr,info] = resol(oo_.steady_state,0);
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if info(1) > 0
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A = [];
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B = [];
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ys = [];
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return
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end
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if nargin == 0
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endo_nbr = M_.endo_nbr;
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nstatic = oo_.dr.nstatic;
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npred = oo_.dr.npred;
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iv = (1:endo_nbr)';
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ic = [ nstatic+(1:npred) endo_nbr+(1:size(oo_.dr.ghx,2)-npred) ]';
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aux = oo_.dr.transition_auxiliary_variables;
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k = find(aux(:,2) > npred);
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aux(:,2) = aux(:,2) + nstatic;
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aux(k,2) = aux(k,2) + oo_.dr.nfwrd;
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end
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[A,B] = kalman_transition_matrix(oo_.dr,iv,ic,aux,M_.exo_nbr);
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ys = oo_.dr.ys; |