94 lines
2.9 KiB
Matlab
94 lines
2.9 KiB
Matlab
function result = check
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% function result = check
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% checks determinacy conditions by computing the eigenvalues
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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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% result
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2001-2008 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 M_ options_ oo_
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if options_.block || options_.bytecode
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error('CHECK: incompatibility with "block" or "bytecode" option')
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end
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temp_options = options_;
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tempex = oo_.exo_simul;
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if ~options_.initval_file & M_.exo_nbr > 1
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oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*oo_.exo_steady_state';
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end
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options_.order = 1;
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[dr, info] = resol(oo_.steady_state,1);
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oo_.dr = dr;
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if info(1) ~= 0 & info(1) ~= 3 & info(1) ~= 4
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print_info(info, options_.noprint);
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end
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oo_.exo_simul = tempex;
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eigenvalues_ = dr.eigval;
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nyf = nnz(dr.kstate(:,2)>M_.maximum_endo_lag+1);
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[m_lambda,i]=sort(abs(eigenvalues_));
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n_explod = nnz(abs(eigenvalues_) > options_.qz_criterium);
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if options_.noprint == 0
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disp(' ')
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disp('EIGENVALUES:')
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disp(sprintf('%16s %16s %16s\n','Modulus','Real','Imaginary'))
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z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]';
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disp(sprintf('%16.4g %16.4g %16.4g\n',z))
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options_ = set_default_option(options_,'qz_criterium',1.000001);
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disp(sprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', ...
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n_explod));
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disp(sprintf('for %d forward-looking variable(s)',nyf));
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disp(' ')
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if dr.rank == nyf & nyf == n_explod
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disp('The rank condition is verified.')
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else
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disp('The rank conditions ISN''T verified!')
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end
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disp(' ')
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end
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options_ = temp_options;
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% 2/9/99 MJ: line 15, added test for absence of exogenous variable.
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% 8/27/2000 MJ: change JACOB call. Added ...,1 to cumsum()
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% 6/24/01 MJ: added count of abs(eigenvalues) > 1
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% 2/21/02 MJ: count eigenvalues > 1[+1e-5]
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% 01/22/03 MJ: warning(warning_state) needs parentheses for Matlab 6.5
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% name conflicts with parameters
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% 05/21/03 MJ: replace computation by dr1.m and add rank check
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% 06/05/03 MJ: corrected bug when M_.maximum_lag > 0
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