48 lines
1.3 KiB
Matlab
48 lines
1.3 KiB
Matlab
function set_shocks_param(xparam1)
|
|
|
|
% Copyright (C) 2012 Dynare Team
|
|
%
|
|
% This file is part of Dynare.
|
|
%
|
|
% Dynare is free software: you can redistribute it and/or modify
|
|
% it under the terms of the GNU General Public License as published by
|
|
% the Free Software Foundation, either version 3 of the License, or
|
|
% (at your option) any later version.
|
|
%
|
|
% Dynare is distributed in the hope that it will be useful,
|
|
% but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
% GNU General Public License for more details.
|
|
%
|
|
% You should have received a copy of the GNU General Public License
|
|
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
|
|
|
global estim_params_ M_
|
|
|
|
nvx = estim_params_.nvx;
|
|
ncx = estim_params_.ncx;
|
|
np = estim_params_.np;
|
|
Sigma_e = M_.Sigma_e;
|
|
offset = 0;
|
|
if nvx
|
|
offset = offset + nvx;
|
|
var_exo = estim_params_.var_exo;
|
|
for i=1:nvx
|
|
k = var_exo(i,1);
|
|
Sigma_e(k,k) = xparam1(i)^2;
|
|
end
|
|
end
|
|
|
|
if ncx
|
|
offset = offset + estim_params_.nvn;
|
|
corrx = estim_params_.corrx;
|
|
for i=1:ncx
|
|
k1 = corrx(i,1);
|
|
k2 = corrx(i,2);
|
|
Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2));
|
|
Sigma_e(k2,k1) = Sigma_e_(k1,k2);
|
|
end
|
|
end
|
|
|
|
|
|
M_.Sigma_e = Sigma_e; |