57 lines
2.6 KiB
Matlab
57 lines
2.6 KiB
Matlab
function [endogenousvariables, info] = sim1_purely_backward(endogenousvariables, exogenousvariables, steadystate, M, options)
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% Performs deterministic simulation of a purely backward model
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% Copyright © 2012-2022 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 <https://www.gnu.org/licenses/>.
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ny0 = nnz(M.lead_lag_incidence(2,:)); % Number of variables at current period
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iyb = M.lead_lag_incidence(1,:)>0; % Logical vector (for lagged variables)
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if ny0 ~= M.endo_nbr
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error('All endogenous variables must appear at the current period!')
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end
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if ismember(options.solve_algo, [12,14]) && ~M.possible_to_use_solve_algo_12_14
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error(M.message_solve_algo_12_14)
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end
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dynamicmodel = str2func(sprintf('%s.%s', M.fname, 'dynamic'));
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dynamicmodel_s = str2func('dynamic_backward_model_for_simulation');
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info.status = true;
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for it = M.maximum_lag + (1:options.periods)
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y = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
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ylag = y(iyb);
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if ismember(options.solve_algo, [12,14])
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[tmp, check, ~, ~, errorcode] = dynare_solve(dynamicmodel_s, y, ...
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options.simul.maxit, options.dynatol.f, options.dynatol.x, ...
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options, M.isloggedlhs, M.isauxdiffloggedrhs, M.endo_names, M.lhs, ...
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dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
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else
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[tmp, check, ~, ~, errorcode] = dynare_solve(dynamicmodel_s, y, ...
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options.simul.maxit, options.dynatol.f, options.dynatol.x, ...
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options, dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
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end
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if check
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info.status = false;
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dprintf('sim1_purely_backward: Nonlinear solver routine failed with errorcode=%i. in period %i', errorcode, it)
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break
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end
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endogenousvariables(:,it) = tmp;
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end |