321 lines
8.5 KiB
Matlab
321 lines
8.5 KiB
Matlab
function global_initialization()
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%function global_initialization()
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% initializes global variables and options for DYNARE
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%
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% INPUTS
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% none
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%
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% OUTPUTS
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% none
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2003-2010 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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global oo_ M_ options_ estim_params_
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estim_params_ = [];
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options_.console_mode = 0;
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options_.terminal_condition = 0;
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options_.rplottype = 0;
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options_.smpl = 0;
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options_.dynatol = 0.00001;
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options_.maxit_ = 10;
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options_.slowc = 1;
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options_.timing = 0;
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options_.gstep = 1e-2;
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options_.scalv = 1;
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options_.debug = 0;
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options_.initval_file = 0;
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options_.Schur_vec_tol = 1e-11; % used to find nonstationary variables
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% in Schur decomposition of the
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% transition matrix
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options_.qz_criterium = [];
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options_.lyapunov_complex_threshold = 1e-15;
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options_.solve_tolf = eps^(1/3);
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options_.solve_tolx = eps^(2/3);
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options_.solve_maxit = 500;
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options_.deterministic_simulation_initialization = 0;
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% Default number of threads for parallelized mex files.
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options_.threads.kronecker.A_times_B_kronecker_C = 1;
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options_.threads.kronecker.sparse_hessian_times_B_kronecker_C = 1;
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% steady state file
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if exist([M_.fname '_steadystate.m'],'file')
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options_.steadystate_flag = 1;
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else
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options_.steadystate_flag = 0;
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end
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options_.steadystate_partial = [];
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% subset of the estimated deep parameters
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options_.ParamSubSet = 'None';
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% bvar-dsge
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options_.dsge_var = 0;
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options_.dsge_varlag = 4;
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% Optimization algorithm [6] gmhmaxlik
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options_.Opt6Iter = 2;
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options_.Opt6Numb = 5000;
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% Graphics
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options_.graphics.nrows = 3;
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options_.graphics.ncols = 3;
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options_.graphics.line_types = {'b-'};
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options_.graphics.line_width = 1;
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options_.nograph = 0;
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options_.XTick = [];
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options_.XTickLabel = [];
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% IRFs & other stoch_simul output
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options_.irf = 40;
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options_.relative_irf = 0;
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options_.ar = 5;
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options_.hp_filter = 0;
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options_.hp_ngrid = 512;
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options_.nomoments = 0;
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options_.nocorr = 0;
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options_.periods = 0;
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options_.noprint = 0;
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options_.SpectralDensity = 0;
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% TeX output
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options_.TeX = 0;
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% Exel
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options_.xls_sheet = '';
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options_.xls_range = '';
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% Prior draws
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options_.forecast = 0;
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% Model
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options_.linear = 0;
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% Deterministic simulation
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options_.stack_solve_algo = 0;
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options_.markowitz = 0.5;
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options_.minimal_solving_periods = 1;
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% Solution
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options_.order = 2;
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options_.pruning = 0;
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options_.solve_algo = 2;
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options_.linear = 0;
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options_.replic = 50;
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options_.drop = 100;
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% if mjdgges.dll (or .mexw32 or ....) doesn't exist, matlab/qz is added to the path.
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% There exists now qz/mjdgges.m that contains the calls to the old Sims code
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% Hence, if mjdgges.m is visible exist(...)==2,
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% this means that the DLL isn't avaiable and use_qzdiv is set to 1
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if exist('mjdgges')==2
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options_.use_qzdiv = 1;
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else
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options_.use_qzdiv = 0;
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end
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options_.aim_solver = 0; % i.e. by default do not use G.Anderson's AIM solver, use mjdgges instead
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options_.k_order_solver=0; % by default do not use k_order_perturbation but mjdgges
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options_.partial_information = 0;
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options_.ACES_solver = 0;
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options_.conditional_variance_decomposition = [];
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% Ramsey policy
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options_.planner_discount = 1.0;
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options_.ramsey_policy = 0;
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options_.timeless = 0;
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% estimation
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options_.Harvey_scale_factor = 10;
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options_.MaxNumberOfBytes = 1e6;
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options_.MaximumNumberOfMegaBytes = 111;
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options_.PosteriorSampleSize = 1000;
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options_.bayesian_irf = 0;
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options_.bayesian_th_moments = 0;
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options_.diffuse_d = [];
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options_.diffuse_filter = 0;
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options_.filter_step_ahead = [];
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options_.filtered_vars = 0;
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options_.first_obs = 1;
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options_.kalman_algo = 0;
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options_.kalman_tol = 1e-12;
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options_.riccati_tol = 1e-6;
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options_.lik_algo = 1;
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options_.lik_init = 1;
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options_.load_mh_file = 0;
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options_.logdata = 0;
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options_.loglinear = 0;
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options_.mh_conf_sig = 0.90;
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options_.prior_interval = 0.90;
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options_.mh_drop = 0.5;
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options_.mh_jscale = 0.2;
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options_.mh_init_scale = 2*options_.mh_jscale;
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options_.mh_mode = 1;
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options_.mh_nblck = 2;
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options_.mh_recover = 0;
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options_.mh_replic = 20000;
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options_.mode_check = 0;
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options_.mode_check_nolik = 0;
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options_.mode_compute = 4;
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options_.mode_file = '';
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options_.moments_varendo = 0;
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options_.nk = 1;
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options_.noconstant = 0;
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options_.nodiagnostic = 0;
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options_.mh_posterior_mode_estimation = 0;
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options_.prefilter = 0;
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options_.presample = 0;
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options_.prior_trunc = 1e-10;
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options_.smoother = 0;
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options_.student_degrees_of_freedom = 3;
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options_.subdraws = [];
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options_.unit_root_vars = [];
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options_.use_mh_covariance_matrix = 0;
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options_.gradient_method = 2;
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options_.gradient_epsilon = 1e-6;
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options_.posterior_sampling_method = 'random_walk_metropolis_hastings';
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options_.proposal_distribution = 'rand_multivariate_normal';
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options_.student_degrees_of_freedom = 3;
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options_.trace_plot_ma = 200;
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options_.mh_autocorrelation_function_size = 30;
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options_.plot_priors = 1;
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options_.cova_compute = 1;
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options_.parallel = 0;
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options_.parallel_info.leaveSlaveOpen = 0;
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options_.parallel_info.RemoteTmpFolder = '';
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options_.number_of_grid_points_for_kde = 2^9;
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quarter = 1;
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years = [1 2 3 4 5 10 20 30 40 50];
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options_.conditional_variance_decomposition_dates = zeros(1,length(years));
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for i=1:length(years)
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options_.conditional_variance_decomposition_dates(i) = ...
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(years(i)-1)*4+quarter;
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end
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options_.filter_covariance = 0;
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options_.filter_decomposition = 0;
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options_.selected_variables_only = 0;
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% Misc
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options_.conf_sig = 0.6;
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oo_.exo_simul = [];
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oo_.endo_simul = [];
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oo_.dr = [];
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oo_.exo_steady_state = [];
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oo_.exo_det_steady_state = [];
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oo_.exo_det_simul = [];
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M_.params = [];
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% BVAR
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M_.bvar = [];
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% homotopy
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options_.homotopy_mode = 0;
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options_.homotopy_steps = 1;
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% prior analysis
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options_.prior_mc = 20000;
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options_.prior_analysis_endo_var_list = [];
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% did model undergo block decomposition + minimum feedback set computation ?
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options_.block = 0;
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% model evaluated using a compiled MEX
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options_.use_dll = 0;
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% model evaluated using bytecode.dll
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options_.bytecode = 0;
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% dates for historical time series
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options_.initial_date.freq = 1;
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options_.initial_date.period = 1;
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options_.initial_date.subperiod = 0;
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% SWZ SBVAR
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options_.ms.freq = 1;
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options_.ms.initial_subperiod = 1;
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options_.ms.final_subperiod=4;
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options_.ms.log_var = [ ];
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options_.ms.forecast = 1;
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options_.ms.nlags = 1;
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options_.ms.cross_restrictions = 0;
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options_.ms.contemp_reduced_form = 0;
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options_.ms.real_pseudo_forecast = 0;
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options_.ms.bayesian_prior = 1;
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options_.ms.dummy_obs = 0;
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options_.ms.ncsk = 0;
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options_.ms.nstd = 6;
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options_.ms.ninv = 1000;
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options_.ms.indxparr = 1;
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options_.ms.indxovr = 0;
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options_.ms.aband = 1;
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options_.ms.indxap = 1;
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options_.ms.apband = 1;
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options_.ms.indximf = 1;
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options_.ms.imfband = 1;
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options_.ms.indxfore = 0;
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options_.ms.foreband = 0;
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options_.ms.indxgforhat = 1;
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options_.ms.indxgimfhat = 1;
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options_.ms.indxestima = 1;
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options_.ms.indxgdls = 1;
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options_.ms.cms =0;
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options_.ms.ncms = 0;
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options_.ms.eq_cms = 1;
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options_.ms.cnum = 0;
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options_.ms.banact = 1;
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options_.ms.nstates = 2;
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options_.ms.indxscalesstates = 0;
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options_.ms.alpha = 1.0;
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options_.ms.beta = 1.0;
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options_.ms.gsig2_lmd = 50^2;
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options_.ms.gsig2_lmdm = 50^2;
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options_.ms.q_diag = 0.85;
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options_.ms.flat_prior = 0;
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options_.ms.create_initialization_file = 1;
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options_.ms.estimate_msmodel = 1;
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options_.ms.compute_mdd = 1;
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options_.ms.compute_probabilities = 1;
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options_.ms.print_draws = 1;
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options_.ms.n_draws=1000;
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options_.ms.thinning_factor=1;
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options_.ms.proposal_draws = 100000;
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options_.ms.lower_cholesky = 0;
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options_.ms.upper_cholesky = 0;
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options_.ms.Qi = [];
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options_.ms.Ri = [];
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options_.ms.draws_nbr_burn_in_1 = 30000;
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options_.ms.draws_nbr_burn_in_2 = 10000;
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options_.ms.draws_nbr_mean_var_estimate = 200000;
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options_.ms.draws_nbr_modified_harmonic_mean = 1000000;
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options_.ms.thinning_factor = 1;
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options_.ms.dirichlet_scale = [1.0 1.5 2.0];
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% Shock decomposition
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options_.parameter_set = [];
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% initialize persistent variables in priordens()
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priordens([],[],[],[],[],[],1);
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% Set dynare random generator and seed.
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set_dynare_seed('default');
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