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sim1_purely_backward.m

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  • Forked from Dynare / dynare
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    sim1_purely_backward.m 1.98 KiB
    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