Commit 10c69783 authored by MichelJuillard's avatar MichelJuillard
Browse files

minor modifications + headers for new functions

parent 403ffdf8
function [dr,info]=AIM_first_order_solver(jacobia,M,dr,qz_criterium,nd)
function [dr,info]=AIM_first_order_solver(jacobia,M,dr,qz_criterium)
%@info:
%! @deftypefn {Function File} {[@var{dr},@var{info}] =} AIM_first_order_solver (@var{jacobia},@var{M},@var{dr},@var{qz_criterium})
%! @anchor{AIM_first_order_solver}
%! @sp 1
%! Computes the first order reduced form of the DSGE model using AIM.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item jacobia
%! Matrix containing the Jacobian of the model
%! @item M
%! Matlab's structure describing the model (initialized by @code{dynare}).
%! @item dr
%! Matlab's structure describing the reduced form solution of the model.
%! @item qz_criterium
%! Double containing the criterium to separate explosive from stable eigenvalues
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item dr
%! Matlab's structure describing the reduced form solution of the model.
%! @item info
%! Integer scalar, error code.
%! @sp 1
%! @table @ @code
%! @item info==0
%! No error.
case 102
error('Aim: roots not correctly computed by real_schur');
case 103
error('Aim: too many big roots');
case 135
error('Aim: too many big roots, and q(:,right) is singular');
case 104
error('Aim: too few big roots');
case 145
error('Aim: too few big roots, and q(:,right) is singular');
case 105
error('Aim: q(:,right) is singular');
case 161
error('Aim: too many exact shiftrights');
case 162
error('Aim: too many numeric shiftrights');
%! @item info==102
%! roots not correctly computed by real_schur
%! @item info==103
%! Blanchard & Kahn conditions are not satisfied: no stable equilibrium.
%! @item info==104
%! Blanchard & Kahn conditions are not satisfied: indeterminacy.
%! @item info==135
%! too many explosive roots and q(:,right) is singular
%! @item info==145
%! too few big roots, and q(:,right) is singular
%! @item info==105
%! q(:,right) is singular
%! @item info==161
%! too many exact siftrights
%! @item info==162
%! too many numeric shiftrights
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2001-2011 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/>.
info = 0;
......
function [dr,info] = dyn_risky_steadystate_solver(ys0,M, ...
dr,options,oo)
%@info:
%! @deftypefn {Function File} {[@var{dr},@var{info}] =} dyn_risky_steadystate_solver (@var{ys0},@var{M},@var{dr},@var{options},@var{oo})
%! @anchor{dyn_risky_steadystate_solver}
%! @sp 1
%! Computes the second order risky steady state and first and second order reduced form of the DSGE model.
%! @sp 2
%! @strong{Inputs}
%! @sp 1
%! @table @ @var
%! @item ys0
%! Vector containing a guess value for the risky steady state
%! @item M
%! Matlab's structure describing the model (initialized by @code{dynare}).
%! @item dr
%! Matlab's structure describing the reduced form solution of the model.
%! @item options
%! Matlab's structure describing the options (initialized by @code{dynare}).
%! @item oo
%! Matlab's structure gathering the results (initialized by @code{dynare}).
%! @end table
%! @sp 2
%! @strong{Outputs}
%! @sp 1
%! @table @ @var
%! @item dr
%! Matlab's structure describing the reduced form solution of the model.
%! @item info
%! Integer scalar, error code.
%! @sp 1
%! @table @ @code
%! @item info==0
%! No error.
%! @item info==1
%! The model doesn't determine the current variables uniquely.
%! @item info==2
%! MJDGGES returned an error code.
%! @item info==3
%! Blanchard & Kahn conditions are not satisfied: no stable equilibrium.
%! @item info==4
%! Blanchard & Kahn conditions are not satisfied: indeterminacy.
%! @item info==5
%! Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.
%! @item info==6
%! The jacobian evaluated at the deterministic steady state is complex.
%! @item info==19
%! The steadystate routine thrown an exception (inconsistent deep parameters).
%! @item info==20
%! Cannot find the steady state, info(2) contains the sum of square residuals (of the static equations).
%! @item info==21
%! The steady state is complex, info(2) contains the sum of square of imaginary parts of the steady state.
%! @item info==22
%! The steady has NaNs.
%! @item info==23
%! M_.params has been updated in the steadystate routine and has complex valued scalars.
%! @item info==24
%! M_.params has been updated in the steadystate routine and has some NaNs.
%! @item info==30
%! Ergodic variance can't be computed.
%! @end table
%! @end deftypefn
%@eod:
% Copyright (C) 2001-2011 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/>.
info = 0;
lead_lag_incidence = M.lead_lag_incidence;
......
......@@ -114,11 +114,7 @@ end
if options.block
[dr,info,M,options,oo] = dr_block(dr,check_flag,M,options,oo);
else
dr.fbias = zeros(M.endo_nbr,1);
[dr,info,M,options,oo] = stochastic_solvers(dr,check_flag,M,options,oo);
[dr,info,oo] = stochastic_solvers(dr,check_flag,M,options,oo);
end
if info(1)
return
end
......@@ -73,8 +73,7 @@ elseif options_.discretionary_policy
end
[oo_.dr,ys,info] = discretionary_policy_1(oo_,options_.instruments);
else
[dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
oo_.dr = dr;
[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
end
if info(1)
......
function [dr,info,M_,options_,oo_] = stochastic_solvers(dr,task,M_,options_,oo_)
function [dr,info,oo_] = stochastic_solvers(dr,task,M_,options_,oo_)
% function [dr,info,M_,options_,oo_] = stochastic_solvers(dr,task,M_,options_,oo_)
% computes the reduced form solution of a rational expectation model (first or second order
% approximation of the stochastic model around the deterministic steady state).
......@@ -21,9 +21,7 @@ function [dr,info,M_,options_,oo_] = stochastic_solvers(dr,task,M_,options_,oo_)
% indeterminacy.
% info=5: BK rank condition not satisfied.
% info=6: The jacobian matrix evaluated at the steady state is complex.
% M_ [matlab structure]
% options_ [matlab structure]
% oo_ [matlab structure]
% oo_ [matlab structure] Results
%
% ALGORITHM
% ...
......@@ -140,7 +138,6 @@ b(:,cols_b) = jacobia_(:,cols_j);
if M_.maximum_endo_lead == 0
% backward models: simplified code exist only at order == 1
% If required, use AIM solver if not check only
if options_.order == 1
[k1,junk,k2] = find(kstate(:,4));
dr.ghx(:,k1) = -b\jacobia_(:,k2);
......@@ -161,9 +158,9 @@ if M_.maximum_endo_lead == 0
'backward models'])
end
elseif M_.maximum_endo_lag == 0
% purely forward model
dr.ghx = [];
dr.ghu = -b\jacobia_(:,nz+1:end);
% purely forward model
dr.ghx = [];
dr.ghu = -b\jacobia_(:,nz+1:end);
elseif options_.risky_steadystate
[dr,info] = dyn_risky_steadystate_solver(oo_.steady_state,M_,dr, ...
options_,oo_);
......
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