189 lines
4.2 KiB
Scilab
189 lines
4.2 KiB
Scilab
function [result]=check()
|
|
result=[];
|
|
// Copyright (C) 2001 Michel Juillard
|
|
//
|
|
//
|
|
|
|
global ex_ it_ jacobia_
|
|
|
|
xlen = xkmax_+xkmin_+1;
|
|
[klen,ny] = size(iy_);
|
|
iyr0 = matrix(find(matrix(iy_',(ykmin_+ykmax_+1)*ny,1)),1,-1);
|
|
it_ = ykmin_+1;
|
|
tempex = ex_;
|
|
|
|
if valf_==0 then
|
|
ys = ones(ykmin_+ykmax_+1,1).*.ys_;
|
|
z = ys(iyr0);
|
|
if exo_nbr > 0 then
|
|
ex_ = ones(xlen,1)*exe_';
|
|
end
|
|
i = evstr(fname_+'_ff(z)');
|
|
else
|
|
t = y_(:,1:ykmin_+ykmax_+1);
|
|
z = matrix(t,size(t,1)*size(t,2),1);
|
|
z = z(iyr0);
|
|
end
|
|
|
|
if ~(iy_(ykmin_+1,:)>0) then
|
|
error('Model specification error: some variable doesn''t appear in current period.');
|
|
|
|
end
|
|
|
|
if (ykmax_==0)&(ykmin_==0) then
|
|
error('Static model: no eigenvalue to compute.');
|
|
end
|
|
|
|
it_ = ykmin_+1;
|
|
jacob(fname_+'_ff',z);
|
|
ex_ = tempex;
|
|
clear('tempex');
|
|
|
|
k1 = iy_(find((((1:ykmin_+ykmax_+1)==(ykmin_+1))==%f)')',:);
|
|
temp = matrix(k1',size(k1,1)*size(k1,2),1);
|
|
k2 = temp(matrix(find(temp),1,-1));
|
|
k3 = iy_(ykmin_+1,:)';
|
|
a = jacobia_(:,k2);
|
|
b = jacobia_(:,k3);
|
|
a = b\a;
|
|
clear('b','jacobia_');
|
|
|
|
if ykmin_>0 then
|
|
k2 = cumsum(iy_(1:ykmin_,:),1);
|
|
if ykmax_>0 then
|
|
%v2 = iy_(ykmin_+2:klen,:)
|
|
temp = %v2($:-1:1,:);
|
|
if size(temp,1)>1 then
|
|
temp = cumsum(temp,1);
|
|
end
|
|
k2 = [k2;temp($:-1:1,:)];
|
|
end
|
|
else
|
|
%v1 = iy_(ykmin_+2:klen,:)
|
|
temp = %v1($:-1:1,:);
|
|
if size(temp,1)>1 then
|
|
temp = cumsum(temp,1);
|
|
end
|
|
k2 = temp($:-1:1,:);
|
|
end
|
|
|
|
%temp = k2';
|
|
k3 = %temp(:);
|
|
k4 = [find(k3)',k3(find(k3))];
|
|
k3(k4(:,1)) = [1:size(k4,1)]';
|
|
kad = zeros(0,0);
|
|
|
|
if ny<size(k3,1) then
|
|
k4 = k3(1:size(k3,1)-ny,:)&k3(1+ny:size(k3,1),:);
|
|
temp = [k3(1:size(k3,1)-ny,:),k4];
|
|
kad = temp(find(temp(:,size(temp,2)))',:);
|
|
if nnz(kad)==size(kad,1)*size(kad,2) then
|
|
kad = kad(:,1);
|
|
temp = [k3(1+ny:size(k3,1),:),k4];
|
|
kae = temp(find(temp(:,size(temp,2)))',:);
|
|
kae = kae(:,1);
|
|
end
|
|
end
|
|
clear('temp','k4');
|
|
|
|
if ykmax_>0 then
|
|
temp = [(1:ny)',k2([ykmin_,ykmin_+1],:)'];
|
|
k3 = temp(matrix(find(sum(k2([ykmin_,ykmin_+1],:),1)),1,-1)',:);
|
|
else
|
|
temp = [(1:ny)',k2(ykmin_,:)'];
|
|
k3 = temp(matrix(find(k2(ykmin_,:)'),1,-1),:);
|
|
end
|
|
|
|
temp = matrix(k1',size(k1,1)*size(k1,2),1);
|
|
temp = [temp,ones(klen-1,1).*.((1:ny)')];
|
|
temp = [temp,((2:klen)').*.ones(ny,1)];
|
|
k1 = temp(matrix(find(matrix(k2',size(k2,1)*size(k2,2),1)),1,-1),:);
|
|
clear('temp');
|
|
|
|
nd = size(k1,1);
|
|
d = zeros(nd,nd);
|
|
e = d;
|
|
|
|
if ykmin_>0 then
|
|
temp = [(1:nd)',k1(:,1)];
|
|
temp1 = (k1(:,3)<=(ykmin_+1))&(k1(:,1)>0);
|
|
k2 = temp(find(temp1)',:);
|
|
e(1:size(k3,1),k2(:,1)) = -a(k3(:,1),k2(:,2));
|
|
end
|
|
|
|
nfwrd = 0;
|
|
if ykmax_>0 then
|
|
temp = [(1:nd)',k1(:,1)];
|
|
temp1 = (k1(:,3)>(ykmin_+1))&(k1(:,1)>0);
|
|
k2 = temp(find(temp1)',:);
|
|
d(1:size(k3,1),k2(:,1)) = a(k3(:,1),k2(:,2)-ny);
|
|
nfwrd = sum(k1(:,3) > ykmin_+1);
|
|
end
|
|
|
|
|
|
if (ykmin_>0)&(ykmax_>0) then
|
|
a = eye(size(k3,1),size(k3,1));
|
|
temp = (1:nd)';
|
|
temp1 = (1:size(k3,1))';
|
|
k2 = [temp(find(k1(:,3)==(ykmin_+2))',:),temp1(find(k3(:,3))',:)];
|
|
e(1:size(k3,1),k2(:,1)) = -a(:,k2(:,2));
|
|
temp1 = [(1:size(k3,1))',k3(:,3)];
|
|
k2 = [temp(find(k1(:,3)==(ykmin_+1))',:),temp1(find(k3(:,2))',:)];
|
|
temp = k2(:,[1,2]);
|
|
k2 = temp(find(k2(:,3)==0)',:);
|
|
d(1:size(k3,1),k2(:,1)) = a(:,k2(:,2));
|
|
clear('a');
|
|
end
|
|
|
|
clear('temp','temp1');
|
|
|
|
if nnz(kad)==size(kad,1)*size(kad,2) then
|
|
for j = 1:size(kad,1)
|
|
d(size(k3,1)+j,kad(j)) = 1;
|
|
e(size(k3,1)+j,kae(j)) = 1;
|
|
end
|
|
end
|
|
|
|
if grep(getversion(),'2.6') then
|
|
[ss,tt] = gschur(e,d);
|
|
else
|
|
[ss,tt] = schur(e,d);
|
|
end
|
|
|
|
ss = diag(ss);
|
|
tt = diag(tt);
|
|
|
|
mod = ieee();
|
|
ieee(2);
|
|
|
|
lambda = ss ./ tt;
|
|
|
|
ieee(mod);
|
|
|
|
%v = abs(lambda)
|
|
[m_lambda,%i]=sort(%v);
|
|
dyn_disp('Eigenvalues:');
|
|
dyn_disp(' Modulus Real Imaginary');
|
|
|
|
mprintf('%12.6f %12.6f\n',[m_lambda lambda(%i)]);
|
|
na = sum(abs(lambda)>1);
|
|
mprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ',na);
|
|
mprintf('for %d forward-looking variable(s)',nfwrd);
|
|
mfprintf(fh_log,'%12.6f %12.6f\n',[m_lambda lambda(%i)]);
|
|
mfprintf(fh_log,'\nThere are %d eigenvalue(s) larger than 1 in modulus ',na);
|
|
mfprintf(fh_log,'for %d forward-looking variable(s)',nfwrd);
|
|
|
|
// 02/06/02 MJ port to Scilab
|
|
|
|
// 2/9/99 MJ: line 15, added test for absence of exogenous variable.
|
|
// 8/27/2000 MJ: change JACOB call. Added ...,1 to cumsum()
|
|
// 6/24/01 MJ: added count of abs(eigenvalues) > 1
|
|
// 02/21/03 MJ: redone output to logfile
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|