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Dóra Kocsis
dynare
Commits
2de91138
Commit
2de91138
authored
Jul 24, 2011
by
MichelJuillard
Browse files
update to ramsey_policy
parent
f5e45334
Changes
2
Hide whitespace changes
Inline
Side-by-side
matlab/dr1.m
View file @
2de91138
...
...
@@ -128,7 +128,8 @@ if options_.ramsey_policy
[
junk
,
junk
,
multbar
]
=
dyn_ramsey_static_
(
oo_
.
steady_state
(
k_inst
),
M_
,
options_
,
oo_
,
it_
);
oo_
.
steady_state
=
[
x
(
1
:
M_
.
orig_endo_nbr
);
multbar
];
else
xx
=
oo_
.
steady_state
([
1
:
M_
.
orig_endo_nbr
(
M_
.
orig_endo_nbr
+
M_
.
orig_eq_nbr
+
1
):
end
]);
% xx = oo_.steady_state([1:M_.orig_endo_nbr (M_.orig_endo_nbr+M_.orig_eq_nbr+1):end]);
xx
=
oo_
.
steady_state
(
1
:
M_
.
orig_endo_nbr
);
[
xx
,
info1
]
=
dynare_solve
(
'dyn_ramsey_static_'
,
...
xx
,
0
,
M_
,
options_
,
oo_
,
it_
);
[
junk
,
junk
,
multbar
]
=
dyn_ramsey_static_
(
xx
,
M_
,
options_
,
oo_
,
it_
);
...
...
matlab/dyn_ramsey_static_.m
View file @
2de91138
...
...
@@ -77,22 +77,31 @@ if options_.steadystate_flag
end
else
x
=
[
x
(
1
:
orig_endo_nbr
);
zeros
(
orig_eq_nbr
,
1
);
x
(
orig_endo_nbr
+
1
:
end
)];
xx
=
zeros
(
endo_nbr
,
1
);
xx
(
1
:
orig_endo_nbr
)
=
x
;
xx
=
feval
([
M_
.
fname
'_set_auxiliary_variables'
],
xx
,
...
[
oo
.
exo_steady_state
,
...
oo
.
exo_det_steady_state
],
...
M_
.
params
);
% x = [x(1:orig_endo_nbr); zeros(orig_eq_nbr,1); x(orig_endo_nbr+1:end)];
end
% value and Jacobian of objective function
ex
=
zeros
(
1
,
M
.
exo_nbr
);
[
U
,
Uy
,
Uyy
]
=
feval
([
fname
'_objective_static'
],
x
(
i_endo
)
,
ex
,
M_
.
params
);
[
U
,
Uy
,
Uyy
]
=
feval
([
fname
'_objective_static'
],
x
x
,
ex
,
M_
.
params
);
Uy
=
Uy
'
;
Uyy
=
reshape
(
Uyy
,
endo_nbr
,
endo_nbr
);
% set multipliers to 0 to compute residuals
it_
=
1
;
[
f
,
fJ
]
=
feval
([
fname
'_static'
],
x
,[
oo
.
exo_simul
oo
.
exo_det_simul
],
...
[
f
,
fJ
]
=
feval
([
fname
'_static'
],
x
x
,[
oo
.
exo_simul
oo
.
exo_det_simul
],
...
M_
.
params
);
A
=
fJ
(
1
:
orig_endo_nbr
,
i_mult
);
y
=
f
(
1
:
orig_endo_nbr
);
aux_eq
=
[
1
:
orig_endo_nbr
orig_endo_nbr
+
orig_eq_nbr
+
1
:
size
(
fJ
,
1
)];
A
=
fJ
(
aux_eq
,
orig_endo_nbr
+
1
:
end
);
y
=
f
(
aux_eq
);
mult
=
-
A
\
y
;
resids1
=
y
+
A
*
mult
;
...
...
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