dynare/matlab/evaluate_steady_state.m

155 lines
5.4 KiB
Matlab

function [ys,params,info] = evaluate_steady_state(ys_init,M,options,oo,steadystate_check_flag)
% function [ys,info] = evaluate_steady_state(M,options,oo)
% Computes the steady state
%
% INPUTS
% ys_init vector initial values used to compute the steady
% state
% M struct model structure
% options struct options
% oo struct output results
% steadystate_check_flag boolean if true, check that the
% steadystate verifies the
% static model
%
% OUTPUTS
% ys vector steady state
% params vector model parameters possibly
% modified by user steadystate
% function
% info 2x1 vector error codes
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2001-2011 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/>.
info = 0;
check = 0;
steadystate_flag = options.steadystate_flag;
params = M.params;
exo_ss = [oo.exo_steady_state; oo.exo_det_steady_state];
updated_params_flag = 0;
fh_static = str2func([M.fname '_static']);
if length(M.aux_vars) > 0
h_set_auxiliary_variables = str2func([M.fname '_set_auxiliary_variables']);
ys_init = h_set_auxiliary_variables(ys_init,exo_ss,M.params);
end
if options.ramsey_policy
[ys,params] = dyn_ramsey_static(ys_init,M,options,oo);
elseif steadystate_flag
% explicit steady state file
[ys,params1,check] = evaluate_steady_state_file(ys_init,exo_ss,params,M.fname,steadystate_flag);
updated_params_flag = max(abs(params1-params)) > 1e-12;
if updated_params_flag
params = params1;
end
% adding values for auxiliary variables
if length(M.aux_vars) > 0
ys = h_set_auxiliary_variables(ys,exo_ss,M.params);
end
check1 = 0;
if steadystate_check_flag
% Check whether the steady state obtained from the _steadystate file is a steady state.
[residuals,check] = evaluate_static_model(ys,exo_ss,params,M,options);
if check
info(1) = 19;
info(2) = check; % to be improved
return;
end
if max(abs(residuals)) > options.dynatol
info(1) = 19;
info(2) = residuals'*residuals;
return
end
elseif ~isempty(options.steadystate_partial)
ssvar = options.steadystate_partial.ssvar;
nov = length(ssvar);
indv = zeros(nov,1);
for i = 1:nov
indv(i) = strmatch(ssvar(i),M.endo_names,'exact');
end
[ys,check] = dynare_solve('restricted_steadystate',...
ys(indv),...
options.jacobian_flag, ...
exo_ss,indv);
end
elseif (options.bytecode == 0 && options.block == 0)
if options.linear == 0
% non linear model
[ys,check] = dynare_solve(fh_static,...
ys_init,...
options.jacobian_flag, ...
exo_ss, params);
else
% linear model
[fvec,jacob] = feval(fh_static,ys_init,exo_ss, ...
params);
if max(abs(fvec)) > 1e-12
ys = ys_init-jacob\fvec;
else
ys = ys_init;
end
end
else
% block or bytecode
[ys,check] = dynare_solve_block_or_bytecode(ys_init,exo_ss, params);
end
if check
if options.steadystate_flag
info(1)= 19;
resid = check1 ;
else
info(1)= 20;
resid = evaluate_static_model(ys_init,exo_ss,params,M,options);
end
info(2) = resid'*resid ;
return
end
if ~isreal(ys)
info(1) = 21;
info(2) = sum(imag(ys).^2);
ys = real(ys);
return
end
if ~isempty(find(isnan(ys)))
info(1) = 22;
info(2) = NaN;
return
end
if options.steadystate_flag && updated_params_flag && ~isreal(M.params)
info(1) = 23;
info(2) = sum(imag(M.params).^2);
return
end
if options.steadystate_flag && updated_params_flag && ~isempty(find(isnan(M.params)))
info(1) = 24;
info(2) = NaN;
return
end