Skip to content
Snippets Groups Projects
Select Git revision
  • d06d0f94b6decfa11cf80c86ffa7d43ad2292cf8
  • master default protected
  • 6.x protected
  • pardiso
  • mkl-pardiso
  • madysson
  • 5.x protected
  • asm
  • time-varying-information-set
  • 4.6 protected
  • dynare_minreal
  • dragonfly
  • various_fixes
  • 4.5 protected
  • clang+openmp
  • exo_steady_state
  • declare_vars_in_model_block
  • julia
  • error_msg_undeclared_model_vars
  • static_aux_vars
  • slice
  • 6.4 protected
  • 6.3 protected
  • 6.2 protected
  • 6.1 protected
  • 6.0 protected
  • 6-beta2 protected
  • 6-beta1 protected
  • 5.5 protected
  • 5.4 protected
  • 5.3 protected
  • 5.2 protected
  • 5.1 protected
  • 5.0 protected
  • 5.0-rc1 protected
  • 4.7-beta3 protected
  • 4.7-beta2 protected
  • 4.7-beta1 protected
  • 4.6.4 protected
  • 4.6.3 protected
  • 4.6.2 protected
41 results

basic_plan.m

Blame
  • user avatar
    ferhat authored and Sébastien Villemot committed
    Corrects a typo, checks that the number of dates and the number of values are equal, Warns instead of reporting an error if the basic_plan is applied on a shock that is used in a flip_plan (flip_plan has the higher priority)
    (cherry picked from commit 4dc21b48)
    6d71870b
    History
    basic_plan.m 4.19 KiB
    function plan = basic_plan(plan, exogenous, expectation_type, date, value)
    % Adds a simple shock to the forecast scenario plan
    %
    % INPUTS
    %  o plan                 [structure]       A structure describing the different shocks and the implied variables, the date of the shocks and the path of the shock (forecast scenario).
    %                                           The plan structure is created by the functions init_plan, basic_plan and flip_plan
    %  o exogenous            [string]          A string containing the name of the exognous shock.
    %  o expectation_type     [string]          A string indicating the type of expectation: 'surprise' for an unexpected shock, and 'perfect_foresight' for a perfectly anticpated shock.
    %  o date                 [dates]           The period of the shock
    %  o value                [array of double] A vector of double containing the values of the exogenous variable
    %
    %
    % OUTPUTS
    %  plan                   [structure]        Returns a structure containing the updated forecast scenario.
    %
    %
    % Copyright (C) 2013-2014 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/>.
    
      if ~ischar(expectation_type) || size(expectation_type,1) ~= 1
          error(['in basic_plan the third argument should be a string containing the simulation type (''perfect_foresight'' or ''surprise'')']);
      end
      exogenous = strtrim(exogenous);
      ix = find(strcmp(exogenous, plan.exo_names));
      if  isempty(ix)
          error(['in basic_plan the second argument ' exogenous ' is not an exogenous variable']);
      end;
      sdate = length(date);
      if sdate > 1
          if date(1) < plan.date(1) || date(end) > plan.date(end)
              error(['in basic_plan the fourth argument (date='  date ') must lay inside the plan.date ' plan.date]);
          end
      else
          if date < plan.date(1) || date > plan.date(end)
              error(['in basic_plan the fourth argument (date='  date ') must lay iside the plan.date ' plan.date]);
          end
      end
      if length(date) ~= length(value)
          error(['in basic_plan the number of dates (' int2str(length(date)) ') is not equal to the numbers of shock (' int2str(length(value)) ') for exogenous variable ' exogenous]);
      end
      if ~isempty(plan.options_cond_fcst_.controlled_varexo)
          common_var = find(ix == plan.options_cond_fcst_.controlled_varexo);
          if ~isempty(common_var)
              common_date = intersect(date, plan.constrained_date_{common_var});
              if ~isempty(common_date)
                  date = setdiff(date, common_date);
                  if common_date.length > 1
                      the_dates = [cell2mat(strings(common_date(1))) ':' cell2mat(strings(common_date(end)))];
                  else
                      the_dates = cell2mat(strings(common_date));
                  end
                  warning(['Impossible case: ' plan.exo_names{plan.options_cond_fcst_.controlled_varexo(common_var)} ' is used both as a shock and as an endogenous variable to control the path of ' plan.endo_names{plan.constrained_vars_(common_var)} ' at the dates ' the_dates]);
              end
          end
      end
      if isempty(plan.shock_vars_)
          plan.shock_vars_ = ix;
          if strcmp(expectation_type, 'perfect_foresight')
              plan.shock_perfect_foresight_ = 1;
          else
              plan.shock_perfect_foresight_ = 0;
          end
      else
          plan.shock_vars_ = [plan.shock_vars_ ; ix];
          if strcmp(expectation_type, 'perfect_foresight')
              plan.shock_perfect_foresight_ = [plan.shock_perfect_foresight_ ; 1];
          else
              plan.shock_perfect_foresight_ = [plan.shock_perfect_foresight_ ; 0];
          end
      end
      plan.shock_date_{length(plan.shock_date_) + 1} = date;
      plan.shock_paths_{length(plan.shock_paths_) + 1} = value;