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dynare/matlab/perfect-foresight-models
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Sébastien Villemot c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 
If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.

However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
 		2023-11-28 16:26:49 +01:00
..
private Implement even more naming consistency 2023-10-25 17:29:55 +02:00
back_subst_lbj.m Much faster .m implementation of LBJ with block option 2023-11-08 17:21:42 +01:00
det_cond_forecast.m Bytecode MEX: get M_ and options_ through input arguments rather than as global variables 2023-10-11 18:50:32 -04:00
linear_approximation_accuracy.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
linear_perfect_foresight_problem.m Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
make_ex_.m Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state 2023-10-24 09:38:51 +02:00
make_y_.m Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state 2023-10-24 09:38:51 +02:00
perfect_foresight_mcp_problem.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
perfect_foresight_setup.m Various improvements to perfect foresight homotopy 2023-06-21 15:58:23 +02:00
perfect_foresight_solver.m Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 2023-11-28 16:26:49 +01:00
perfect_foresight_solver_core.m For bytecode+block, use the LBJ implementation in .m 2023-11-08 17:21:44 +01:00
perfect_foresight_with_expectation_errors_setup.m Rename ys0_ into oo_.initial_steady_state and ex0_ into oo_.initial_exo_steady_state 2023-10-24 09:38:51 +02:00
perfect_foresight_with_expectation_errors_solver.m Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 2023-11-28 16:26:49 +01:00
setup_time_recursive_block_simul.m Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
sim1.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
sim1_lbj.m Much faster .m implementation of LBJ with block option 2023-11-08 17:21:42 +01:00
sim1_linear.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
sim1_purely_backward.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
sim1_purely_forward.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
sim1_purely_static.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
solve_block_decomposed_problem.m For bytecode+block, use the LBJ implementation in .m 2023-11-08 17:21:44 +01:00
solve_stacked_linear_problem.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
solve_stacked_problem.m Implement even more naming consistency 2023-10-25 17:29:55 +02:00
solve_two_boundaries_lbj.m Much faster .m implementation of LBJ with block option 2023-11-08 17:21:42 +01:00
solve_two_boundaries_stacked.m Much faster .m implementation of LBJ with block option 2023-11-08 17:21:42 +01:00