38 lines
1.2 KiB
Matlab
38 lines
1.2 KiB
Matlab
function [zout, zss] = epilogue_shock_decomposition(zout ,M_, oo_)
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ivar = varlist_indices(M_.epilogue_var_list_,M_.endo_names);
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y = nan(length(M_.epilogue_names),size(zout,2),size(zout,3));
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z=zout(ivar,:,:);
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if isfield(oo_.dr,'ys')
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zss = oo_.dr.ys;
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else
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zss = oo_.steady_state;
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end
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ztmp = dseries(zss(ivar),'',M_.epilogue_var_list_);
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fname = M_.fname;
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h_dynamic = str2func([fname '.epilogue_dynamic']);
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h_static = str2func([fname '.epilogue_static']);
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yss = extract(h_static(M_.params, ztmp),M_.epilogue_names{:});
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yss = yss.data;
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yss1 = repmat(yss(:),[1,1,size(y,3)]);
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for k=1:size(z,2)
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ztmp = dseries(squeeze(z(:,k,:))+zss(ivar),'',M_.epilogue_var_list_);
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tmp = extract(h_dynamic(M_.params, ztmp),M_.epilogue_names{:});
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y(:,k,:) = tmp.data';
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y(:,k,:) = y(:,k,:)-yss1;
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end
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nterms = size(z,2);
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for k=1:size(y,1)
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ytmp = squeeze(y(k,:,:));
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yres = ytmp(end,:) - sum(ytmp(1:end-1,:));
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w = abs(ytmp(1:end-1,:))./sum(abs(ytmp(1:end-1,:)));
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% ytmp(1:end-1,:) = ytmp(1:end-1,:) + repmat(yres,[nterms-1 1])/(nterms-1);
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ytmp(1:end-1,:) = ytmp(1:end-1,:) + repmat(yres,[nterms-1 1]).*w;
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y(k,:,:) = ytmp;
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end
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zout = cat(1,zout,y);
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zss = [zss; yss(:)];
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