dynare/matlab/perfect-foresight-models/make_y_.m

75 lines
2.5 KiB
Matlab

function oo_=make_y_(M_,options_,oo_)
% function oo_=make_y_(M_,options_,oo_)
% forms oo_.endo_simul as guess values for deterministic simulations
%
% INPUTS
% M_: Dynare model structure
% options_: Dynare options structure
% oo_: Dynare results structure
%
% OUTPUTS
% oo_: Dynare results structure
%
% ALGORITHM
% ...
% SPECIAL REQUIREMENTS
% none
%
% Copyright (C) 1996-2019 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 <http://www.gnu.org/licenses/>.
global ys0_
if options_.steadystate_flag
[oo_.steady_state,M_.params,~] = ...
evaluate_steady_state_file(oo_.steady_state,oo_.exo_steady_state,M_, ...
options_,~options_.steadystate.nocheck);
end
if isempty(oo_.steady_state)
oo_.steady_state = zeros(M_.endo_nbr,1);
end
if isempty(oo_.initval_series)
if isempty(M_.endo_histval)
if isempty(ys0_)
oo_.endo_simul = repmat(oo_.steady_state, 1, M_.maximum_lag+options_.periods+M_.maximum_lead);
else
oo_.endo_simul = [repmat(ys0_, 1, M_.maximum_lag) repmat(oo_.steady_state, 1,options_.periods+M_.maximum_lead)];
end
else
if ~isempty(ys0_)
error('histval and endval cannot be used simultaneously')
end
% the first NaNs take care of the case where there are lags > 1 on
% exogenous variables
oo_.endo_simul = [M_.endo_histval ...
repmat(oo_.steady_state, 1, options_.periods+M_.maximum_lead)];
end
else
y = oo_.initval_series{M_.endo_names{:}}.data;
oo_.endo_simul = y(1:M_.maximum_lag + options_.periods + ...
M_.maximum_lead, :)';
if ~isempty(M_.endo_histval)
if ~isempty(ys0_)
error('histval and endval cannot be used simultaneously')
end
oo_.endo_simul(:,1:M_.maximum_lag) ...
= M_.endo_histval(:, 1:M_.maximum_lag);
end
end