63 lines
1.4 KiB
Matlab
Executable File
63 lines
1.4 KiB
Matlab
Executable File
function [zdata]=mkdata(nperiods,decrulea,decruleb,endog_,exog_,wishlist,irfshock,scalefactormod,init)
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%[nsim, ksim, ysim, isim, csim] = mkdata(nperiods,cofb,endog_)
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% given decision rule
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neqs = length(endog_);
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if nargin<9
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init = zeros(neqs,1);
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end
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if nargin<8
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scalefactormod=1;
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end
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if nargin<7
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error('Not enough inputs')
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end
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history = zeros(neqs,nperiods+1);
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nshocks = size(irfshock,1);
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for i = 1:nshocks
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shockpos = strmatch(irfshock(i,:), exog_,'exact');
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if ~isempty(shockpos)
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irfshockpos(i) = shockpos;
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else
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error(['Shock ',irfshock(i,:),' is not in the model']);
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end
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end
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% generate data
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% history will contain data, the state vector at each period in time will
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% be stored columnwise.
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history = zeros(neqs,nperiods);
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history(:,1)= init;
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lengthshock = size(scalefactormod,1);
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errvec = zeros(length(exog_), 1);
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for i = 2:nperiods+1
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if i<=(lengthshock+1)
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for j = 1:nshocks
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errvec(irfshockpos(j)) = scalefactormod(i-1,j);
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end
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history(:,i) = decrulea * history(:,i-1)+decruleb*errvec;
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else
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% update endogenous variables
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history(:,i) = decrulea * history(:,i-1);
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end
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end
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% extract desired variables
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nwish=size(wishlist,1);
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wishpos = zeros(nwish,1);
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history=history';
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for i=1:nwish
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wishpos(i) = strmatch(wishlist(i,:), endog_, 'exact');
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end
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zdata = history(2:end,wishpos); |