dynare/matlab/make_y_.m

65 lines
2.3 KiB
Matlab

function make_y_
% function make_y_
% forms oo_.endo_simul as guess values for deterministic simulations
%
% INPUTS
% ...
% OUTPUTS
% ...
% ALGORITHM
% ...
% SPECIAL REQUIREMENTS
% none
%
% Copyright (C) 1996-2007 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 M_ options_ oo_ ys0_
options_ = set_default_option(options_,'periods',0);
if isempty(oo_.steady_state)
oo_.steady_state = zeros(M_.endo_nbr,1);
end
if isempty(oo_.endo_simul)
if isempty(ys0_)
oo_.endo_simul = [oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead)];
else
oo_.endo_simul = [ys0_*ones(1,M_.maximum_lag) oo_.steady_state*ones(1,options_.periods+M_.maximum_lead)];
end
elseif size(oo_.endo_simul,2) < M_.maximum_lag+M_.maximum_lead+options_.periods
switch options_.deterministic_simulation_initialization
case 0
oo_.endo_simul = [oo_.endo_simul ...
oo_.steady_state*ones(1,M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2),1)];
case 1% A linear approximation is used to initiate the solution.
oldopt = options_;
options_.order = 1;
dr = oo_.dr;
dr.ys = oo_.steady_state;
[dr,info,M_,options_,oo_]=dr1(dr,0,M_,options_,oo_);
exogenous_variables = zeros(M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.endo_simul,2)+1,0);
y0 = oo_.endo_simul(:,1:M_.maximum_lag);
oo_.endo_simul=simult_(y0,dr,exogenous_variables,1);
options_ = oldopt;
case 2% Homotopic mod: Leave endo_simul as it is.
otherwise
error('Unknown method.')
end
end