104 lines
3.4 KiB
Matlab
104 lines
3.4 KiB
Matlab
function oo_=make_ex_(M_,options_,oo_)
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% forms oo_.exo_simul and oo_.exo_det_simul
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%
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% INPUTS
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% M_: Dynare model structure
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% options_: Dynare options structure
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% oo_: Dynare results structure
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%
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% OUTPUTS
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% oo_: Dynare results structure
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%
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% ALGORITHM
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%
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% SPECIAL REQUIREMENTS
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%
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% Copyright (C) 1996-2017 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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global ex0_
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if isempty(oo_.exo_steady_state)
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oo_.exo_steady_state = zeros(M_.exo_nbr,1);
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end
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if M_.exo_det_nbr > 1 && isempty(oo_.exo_det_steady_state)
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oo_.exo_det_steady_state = zeros(M_.exo_det_nbr,1);
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end
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% Initialize oo_.exo_simul
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if isempty(oo_.initval_series)
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if isempty(M_.exo_histval)
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if isempty(ex0_)
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oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
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else
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oo_.exo_simul = [ repmat(ex0_',M_.maximum_lag,1) ; repmat(oo_.exo_steady_state',options_.periods+M_.maximum_lead,1) ];
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end
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else
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if isempty(ex0_)
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oo_.exo_simul = [M_.exo_histval'; repmat(oo_.exo_steady_state',options_.periods+M_.maximum_lead,1)];
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else
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error('histval and endval cannot be used simultaneously')
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end
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end
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elseif M_.exo_nbr > 0
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x = oo_.initval_series{M_.exo_names{:}}.data;
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oo_.exo_simul = x(1:M_.maximum_lag + options_.periods + M_.maximum_lead,:);
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if ~isempty(M_.exo_histval)
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oo_.exo_simul(1:M_.maximum_lag, :) ...
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= M_.exo_histval(:, 1:M_.maximum_lag)';
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end
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elseif M_.exo_det_nbr > 0
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x_det = oo_.initval_series{M_.exo_det_names{:}}.data;
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oo_.exo_det_simul = x_det(1:M_.maximum_lag + options_.periods + M_.maximum_lead,:);
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if ~isempty(M_.exo_det_histval)
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oo_.exo_det_simul(1:M_.maximum_lag, :) ...
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= M_.exo_det_histval(:, 1:M_.maximum_lag)';
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end
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end
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% Initialize oo_.exo_det_simul
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if M_.exo_det_nbr > 0
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if isempty(M_.exo_det_histval)
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oo_.exo_det_simul = repmat(oo_.exo_det_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
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else
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oo_.exo_det_simul = [M_.exo_det_histval'; repmat(oo_.exo_det_steady_state',options_.periods+M_.maximum_lead,1)];
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end
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end
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% Add temporary shocks
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if isfield(M_, 'det_shocks')
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for i = 1:length(M_.det_shocks)
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k = M_.det_shocks(i).periods + M_.maximum_lag;
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ivar = M_.det_shocks(i).exo_id;
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v = M_.det_shocks(i).value;
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if ~M_.det_shocks(i).exo_det
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if ~M_.det_shocks(i).multiplicative
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oo_.exo_simul(k,ivar) = v;
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else
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oo_.exo_simul(k,ivar) = oo_.exo_simul(k,ivar) * v;
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end
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else
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if ~M_.det_shocks(i).multiplicative
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oo_.exo_det_simul(k,ivar) = v;
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else
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oo_.exo_det_simul(k,ivar) = oo_.exo_det_simul(k,ivar) * v;
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end
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end
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end
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end
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