dynare/matlab/sim1_purely_backward.m

50 lines
2.0 KiB
Matlab

function sim1_purely_backward()
% Performs deterministic simulation of a purely backward model
% Copyright (C) 2012-2013 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_
if size(M_.lead_lag_incidence,1) > 1
ny0 = nnz(M_.lead_lag_incidence(2,:)); % Number of variables at current period
nyb = nnz(M_.lead_lag_incidence(1,:)); % Number of variables at previous period
iyb = find(M_.lead_lag_incidence(1,:)>0); % Indices of variables at previous period
else
ny0 = nnz(M_.lead_lag_incidence(1,:)); % Number of variables at current period
nyb = 0;
iyb = [];
end
if ny0 ~= M_.endo_nbr
error('SIMUL: all endogenous variables must appear at the current period')
end
model_dynamic = str2func([M_.fname,'_dynamic']);
for it = 2:options_.periods+1
yb = oo_.endo_simul(:,it-1); % Values at previous period, also used as guess value for current period
yb1 = yb(iyb);
tmp = solve1(model_dynamic, [yb1; yb], 1:M_.endo_nbr, nyb+1:nyb+ ...
M_.endo_nbr, 1, 1, options_.gstep, ...
options_.solve_tolf,options_.solve_tolx, ...
options_.simul.maxit,options_.debug,oo_.exo_simul, ...
M_.params, oo_.steady_state, it);
oo_.endo_simul(:,it) = tmp(nyb+1:nyb+M_.endo_nbr);
end