dynare/matlab/dynare_resolve.m

70 lines
2.5 KiB
Matlab

function [A,B,ys,info,M_,oo_] = dynare_resolve(M_,options_,oo_,mode)
% function [A,B,ys,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_,mode)
% Computes the linear approximation and the matrices A and B of the transition equation.
%
% Inputs:
% - M_ [structure] Matlab's structure describing the model
% - options_ [structure] Matlab's structure containing the options
% - oo_ [structure] Matlab's structure containing the results
% - mode [string] if provided, use restricted state space
%
% Outputs:
% - A [double] State transition matrix (potentially for restricted state space)
% - B [double] shock impact matrix (potentially for restricted state space)
% - ys [double] vector of steady state values
% - info [double] 4 by 1 vector with exit flag and information
% - M_ [structure] Matlab's structure describing the model
% - oo_ [structure] Matlab's structure containing the results
% Copyright © 2001-2023 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 <https://www.gnu.org/licenses/>.
[dr,info,M_,oo_] =compute_decision_rules(M_,options_,oo_);
if info(1) > 0
A = [];
if nargout>1
B = [];
if nargout>2
ys = [];
end
end
return
end
switch nargin
case 3
endo_nbr = M_.endo_nbr;
nstatic = M_.nstatic;
nspred = M_.nspred;
iv = (1:endo_nbr)';
ic = [ nstatic+(1:nspred) endo_nbr+(1:size(oo_.dr.ghx,2)-nspred) ]';
case 4
iv = oo_.dr.restrict_var_list;
ic = oo_.dr.restrict_columns;
otherwise
error('dynare_resolve:: Error in the calling sequence!')
end
if nargout==1
A = kalman_transition_matrix(oo_.dr,iv,ic,M_.exo_nbr);
return
end
[A,B] = kalman_transition_matrix(oo_.dr,iv,ic,M_.exo_nbr);
ys = oo_.dr.ys;