52 lines
2.0 KiB
Matlab
52 lines
2.0 KiB
Matlab
function [endogenousvariables, info] = sim1_purely_backward(endogenousvariables, exogenousvariables, steadystate, M, options)
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% Performs deterministic simulation of a purely backward model
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% Copyright (C) 2012-2017 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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if size(M.lead_lag_incidence,1) > 1
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ny0 = nnz(M.lead_lag_incidence(2,:)); % Number of variables at current period
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nyb = nnz(M.lead_lag_incidence(1,:)); % Number of variables at previous period
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iyb = find(M.lead_lag_incidence(1,:)>0); % Indices of variables at previous period
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else
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ny0 = nnz(M.lead_lag_incidence(1,:)); % Number of variables at current period
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nyb = 0;
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iyb = [];
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end
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if ny0 ~= M.endo_nbr
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error('All endogenous variables must appear at the current period!')
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end
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dynamicmodel = str2func([M.fname,'.dynamic']);
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info.status = 1;
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for it = 2:options.periods+1
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yb = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
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yb1 = yb(iyb);
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[tmp, check] = solve1(dynamicmodel, [yb1; yb], 1:M.endo_nbr, nyb+1:nyb+M.endo_nbr, ...
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1, options.gstep, options.solve_tolf, options.solve_tolx, ...
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options.simul.maxit, options.debug, exogenousvariables, ...
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M.params, steadystate, it+M.maximum_lag-1);
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if check
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info.status = 0;
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end
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endogenousvariables(:,it) = tmp(nyb+1:nyb+M.endo_nbr);
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end |