147 lines
4.0 KiB
Matlab
147 lines
4.0 KiB
Matlab
function model_diagnostics(M,options,oo)
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% function model_diagnostics(M,options,oo)
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% computes various diagnostics on the model
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% INPUTS
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% M [matlab structure] Definition of the model.
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% options [matlab structure] Global options.
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% oo [matlab structure] Results
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%
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% OUTPUTS
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% none
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%
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% ALGORITHM
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% ...
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%
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% SPECIAL REQUIREMENTS
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% none.
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%
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% Copyright (C) 1996-2013 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 jacob
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endo_nbr = M.endo_nbr;
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endo_names = M.endo_names;
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lead_lag_incidence = M.lead_lag_incidence;
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maximum_endo_lag = M.maximum_endo_lag;
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%
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% missing variables at the current period
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%
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k = find(lead_lag_incidence(maximum_endo_lag+1,:)==0);
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if ~isempty(k)
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disp(['The following endogenous variables aren''t present at ' ...
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'the current period in the model:'])
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for i=1:length(k)
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disp(endo_names(k(i),:))
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end
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end
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%
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% check steady state
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%
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info = 0;
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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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% check if ys is steady state
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[dr.ys,params,check1]=evaluate_steady_state(oo.steady_state,M,options,oo,1);
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% testing for problem
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if check1(1)
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disp('model diagnostic can''t obtain the steady state')
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if any(isnan(dr.ys))
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disp(['model diagnostic obtains a steady state with NaNs'])
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end
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if any(isinf(dr.ys))
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disp(['model diagnostic obtains a steady state with Inf'])
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end
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return;
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end
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if ~isreal(dr.ys)
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disp(['model diagnostic obtains a steady state with complex ' ...
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'numbers'])
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return
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end
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%
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% singular Jacobian of static model
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%
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if ~isfield(M,'block_structure_stat')
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nb = 1;
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else
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nb = length(M.block_structure_stat.block);
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end
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exo = [oo.exo_steady_state; oo.exo_det_steady_state];
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for b=1:nb
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if options.bytecode
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if nb == 1
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[chk, res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
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'evaluate', 'static');
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else
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[chk, res, jacob] = bytecode(dr.ys, exo, M.params, dr.ys, 1, exo, ...
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'evaluate', 'static',['block=' ...
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int2str(b)]);
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end
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else
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[res,jacob]=feval([M.fname '_static'],dr.ys,exo,M.params);
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end
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rank_jacob = rank(jacob);
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if rank_jacob < size(jacob,1)
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disp(['model_diagnostic: the Jacobian of the static model is ' ...
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'singular'])
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disp(['there is ' num2str(endo_nbr-rank_jacob) ...
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' colinear relationships between the variables and the equations'])
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ncol = null(jacob);
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n_rel = size(ncol,2);
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for i = 1:n_rel
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if n_rel > 1
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disp(['Relation ' int2str(i)])
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end
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disp('Colinear variables:')
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for j=1:10
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k = find(abs(ncol(:,i)) > 10^-j);
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if max(abs(jacob(:,k)*ncol(k,i))) < 1e-6
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break
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end
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end
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disp(endo_names(k,:))
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end
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neq = null(jacob');
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n_rel = size(neq,2);
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for i = 1:n_rel
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if n_rel > 1
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disp(['Relation ' int2str(i)])
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end
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disp('Colinear equations')
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for j=1:10
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k = find(abs(neq(:,i)) > 10^-j);
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if max(abs(jacob(k,:)'*neq(k,i))) < 1e-6
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break
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end
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end
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disp(k')
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end
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end
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end
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