108 lines
3.7 KiB
Matlab
108 lines
3.7 KiB
Matlab
function [A,B,ys,info,Model,DynareOptions,DynareResults] = dynare_resolve(Model,DynareOptions,DynareResults,mode)
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% Computes the linear approximation and the matrices A and B of the transition equation.
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%@info:
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%! @deftypefn {Function File} {[@var{A},@var{B},@var{ys},@var{info},@var{Model},@var{DynareOptions},@var{DynareResults}] =} resol (@var{Model},@var{DynareOptions},@var{DynareResults})
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%! @anchor{dynare_resolve}
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%! @sp 1
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%! Computes the linear approximation and the matrices A and B of the transition equation.
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%! @sp 2
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%! @strong{Inputs}
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%! @sp 1
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%! @table @ @var
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%! @item Model
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%! Matlab's structure describing the model (initialized by dynare, see @ref{M_}).
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%! @item DynareOptions
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%! Matlab's structure describing the options (initialized by dynare, see @ref{options_}).
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%! @item DynareResults
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%! Matlab's structure gathering the results (initialized by dynare, see @ref{oo_}).
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%! @item mode
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%! Passed argument if restricted state-space is required, not passed otherwise
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%! @end table
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%! @sp 2
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%! @strong{Outputs}
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%! @sp 1
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%! @table @ @var
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%! @item A
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%! Matrix of doubles, transition matrix of the state equation.
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%! @item B
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%! Matrix of doubles, matrix relating the endogenous variables to the innovations in the state equation.
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%! @item ys
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%! Vector of doubles, steady state level of the endogenous variables in declaration order
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%! @item info
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%! Integer scalar, error code as given by @ref{resol}.
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%! @item Model
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%! Matlab's structure describing the model (initialized by dynare, see @ref{M_}).
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%! @item DynareOptions
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%! Matlab's structure describing the options (initialized by dynare, see @ref{options_}).
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%! @item DynareResults
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%! Matlab's structure gathering the results (initialized by dynare, see @ref{oo_}).
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%! @end table
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%! @sp 2
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%! @strong{This function is called by:}
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%! @sp 1
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%! @ref{dsge_likelihood}, @ref{DsgeLikelihood_hh}, @ref{DsgeVarLikelihood}, @ref{dsge_posterior_kernel}, @ref{DsgeSmoother}, @ref{dynare_sensitivity}, @ref{gsa/thet2tau}, @ref{gsa/stab_map}, @ref{identification_analysis}, @ref{imcforecast}, @ref{thet2tau}
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%! @sp 2
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%! @strong{This function calls:}
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%! @sp 1
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%! @ref{resol}, @ref{kalman_transition_matrix}
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%! @end deftypefn
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%@eod:
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% Copyright (C) 2001-2017 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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[dr,info,Model,DynareOptions,DynareResults] = resol(0,Model,DynareOptions,DynareResults);
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DynareResults.dr = dr;
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if info(1) > 0
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A = [];
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if nargout>1
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B = [];
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if nargout>2
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ys = [];
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end
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end
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return
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end
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switch nargin
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case 3
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endo_nbr = Model.endo_nbr;
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nstatic = Model.nstatic;
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nspred = Model.nspred;
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iv = (1:endo_nbr)';
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if ~DynareOptions.block
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ic = [ nstatic+(1:nspred) endo_nbr+(1:size(DynareResults.dr.ghx,2)-nspred) ]';
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else
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ic = DynareResults.dr.restrict_columns;
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end
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case 4
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iv = DynareResults.dr.restrict_var_list;
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ic = DynareResults.dr.restrict_columns;
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otherwise
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error('dynare_resolve:: Error in the calling sequence!')
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end
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if nargout==1
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A = kalman_transition_matrix(DynareResults.dr,iv,ic,Model.exo_nbr);
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return
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end
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[A,B] = kalman_transition_matrix(DynareResults.dr,iv,ic,Model.exo_nbr);
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ys = DynareResults.dr.ys;
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