69 lines
1.9 KiB
Matlab
69 lines
1.9 KiB
Matlab
% Copyright (C) 2001 Michel Juillard
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%
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function dr=resol1(ys,algo,linear,iorder)
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global M_ options_ oo_ bayestopt_
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global it_ means_ stderrs_ dr1_test_
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dr1_test_ = zeros(2,1);
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if linear == 1
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iorder =1;
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end
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xlen = M_.maximum_lead + M_.maximum_lag + 1;
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klen = M_.maximum_lag + M_.maximum_lead + 1;
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iyv = M_.lead_lag_incidence';
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iyv = iyv(:);
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iyr0 = find(iyv) ;
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it_ = M_.maximum_lag + 1 ;
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if M_.exo_nbr == 0
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oo_.exo_steady_state = [] ;
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end
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if ~ M_.lead_lag_incidence(M_.maximum_lag+1,:) > 0
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error ('RESOL: Error in model specification: some variables don"t appear as current') ;
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end
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%if xlen > 1
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% error (['RESOL: stochastic exogenous variables must appear only at the' ...
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% ' current period. Use additional endogenous variables']) ;
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%end
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% check if ys is steady state
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tempex = oo_.exo_simul;
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oo_.exo_simul = repmat(transpose(oo_.exo_steady_state), M_.maximum_lag + ...
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M_.maximum_lead+1,1);
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fh = str2func([M_.fname '_static']);
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if max(abs(feval(fh,ys,oo_.exo_simul))) > options_.dynatol
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% dirty trick to call either user function or dynare_solve
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[dr.ys, cheik] = feval(bayestopt_.static_solve,[M_.fname '_static'],ys,oo_.exo_simul);
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if cheik
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dr1_test_(1) = 1; % dynare_solve did not converge to the steady state.
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resid = feval([M_.fname '_static'],dr.ys,oo_.exo_simul);
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dr1_test_(2) = resid'*resid; % penalty...
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disp('dynare_solve is unable to find the steady state.')
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return
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end
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else
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dr.ys = ys;
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end
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dr.fbias = zeros(M_.endo_nbr,1);
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dr = dr11(iorder,dr,0);
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if algo == 1 & iorder > 1
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dr.ys = dynare_solve('dr2',ys,dr);
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dr.fbias = 2*feval([M_.fname '_static'],dr.ys,oo_.exo_simul);
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dr = dr11(iorder,dr,0);
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end
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oo_.exo_simul = tempex;
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tempex = [];
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% 01/01/2003 MJ added dr_algo == 1
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% 08/24/2001 MJ uses Schmitt-Grohe and Uribe (2001) constant correction
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% in dr.ghs2
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% 05/26/2003 MJ added temporary values for oo_.exo_simul
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% 01/22/2005 SA check --> cheik (to avoid confusion with the function check.m)
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