75 lines
2.6 KiB
Matlab
75 lines
2.6 KiB
Matlab
function info = endogenous_prior_restrictions(T,R,Model,DynareOptions,DynareResults);
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% Check for prior (sign) restrictions on irf's
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%
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% INPUTS
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% T [double] n*n state space matrix
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% R [double] n*k matrix of shocks
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% Model [structure]
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% DynareOptions [structure]
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% DynareResults [structure]
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% OUTPUTS
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% info [double] check if prior restrictions are matched by the
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% model and related info
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% Copyright (C) 2013 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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endo_prior_restrictions= DynareOptions.endogenous_prior_restrictions;
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info=0;
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if isempty(endo_prior_restrictions.irf),
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% no restriction to be checked
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return
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end
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if DynareOptions.order>1,
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error('The algorithm for prior (sign) restrictions on irf''s is currently restricted to first-order decision rules')
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return
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end
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infos=[0 0];
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varlist=Model.endo_names(DynareResults.dr.order_var,:);
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varlist=varlist(DynareResults.dr.restrict_var_list,:);
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T=1;
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for j=1:size(endo_prior_restrictions.irf,1),
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T=max(T,endo_prior_restrictions.irf{j,3});
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end
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for t=1:T,
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RR = T^(t-1)*R;
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for j=1:size(endo_prior_restrictions.irf,1),
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if endo_prior_restrictions.irf{j,3}~=t,
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continue,
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end
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iendo=strmatch(endo_prior_restrictions.irf{j,1},varlist,'exact');
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iexo=strmatch(endo_prior_restrictions.irf{j,2},Model.exo_names,'exact');
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if (RR(iendo,iexo)>endo_prior_restrictions.irf{j,4}(1)) && (RR(iendo,iexo)<endo_prior_restrictions.irf{j,4}(2)),
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infos(j,:)=[0, 0];
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else
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if RR(iendo,iexo)<endo_prior_restrictions.irf{j,4}(1),
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delt = (RR(iendo,iexo)-endo_prior_restrictions.irf{j,4}(1))^2;
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else
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delt = (RR(iendo,iexo)-endo_prior_restrictions.irf{j,4}(2))^2;
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end
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infos(j,:)=[49, delt];
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end
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end
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end
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if any(infos),
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info=[49,sum(infos(:,2))];
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end
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return
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