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ModelTree.hh

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  • UnivariateSpectralDensity.m 5.44 KiB
    function [omega,f] = UnivariateSpectralDensity(dr,var_list)
    % This function computes the theoretical spectral density of each
    % endogenous variable declared in var_list. Results are stored in 
    % oo_ and may be plotted. Plots are saved into the graphs-folder.
    % 
    % Adapted from th_autocovariances.m.  
    
    % Copyright (C) 2006-2013 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 options_ oo_ M_
    
    
    omega = []; f = [];
    
    if options_.order > 1
        disp('UnivariateSpectralDensity :: I Cannot compute the theoretical spectral density') 
        disp('with a second order approximation of the DSGE model!')
        disp('Please set order = 1. I abort')
        return
    end
    pltinfo  = options_.SpectralDensity.plot; 
    cutoff   = options_.SpectralDensity.cutoff; 
    sdl      = options_.SpectralDensity.sdl; 
    omega    = (0:sdl:pi)';
    GridSize = length(omega);
    exo_names_orig_ord  = M_.exo_names_orig_ord;
    if isoctave
        warning('off', 'Octave:divide-by-zero')
    else
        warning off MATLAB:dividebyzero
    end
    if nargin<2
        var_list = [];
    end
    if size(var_list,1) == 0
        var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
    end
    nvar = size(var_list,1);
    ivar=zeros(nvar,1);
    for i=1:nvar
        i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
        if isempty(i_tmp)
            error (['One of the variables specified does not exist']) ;
        else
            ivar(i) = i_tmp;
        end
    end
    f = zeros(nvar,GridSize);
    ghx = dr.ghx;
    ghu = dr.ghu;
    nspred = M_.nspred;
    nstatic = M_.nstatic;
    kstate = dr.kstate;
    order = dr.order_var;
    iv(order) = [1:length(order)];