more fixes for loglinear with lead/lagged exogenous variables

matlab/stochastic_solvers.m

@@ -334,15 +334,21 @@ end
 
 if options_.loglinear
     % this needs to be extended for order=2,3
-    k = get_all_variables_but_lagged_leaded_exogenous(M_);
-    [ik,k1] = rm_lagged_leaded_exogenous_variables(dr.order_var,M_);
-    [iklag,klag1] = rm_lagged_leaded_exogenous_variables(dr.order_var(M_.nstatic+(1:M_.nspred)),M_);
+    [il,il1,ik,k1] = indices_lagged_leaded_exogenous_variables(dr.order_var,M_);
+    [illag,illag1,iklag,klag1] = indices_lagged_leaded_exogenous_variables(dr.order_var(M_.nstatic+(1:M_.nspred)),M_);
     if ~isempty(ik)
-        if M_.maximum_endo_lag > 0
+        if M_.nspred > 0
             dr.ghx(ik,iklag) = repmat(1./dr.ys(k1),1,length(klag1)).*dr.ghx(ik,iklag).* ...
                 repmat(dr.ys(klag1)',length(ik),1);
+            dr.ghx(ik,illag) = repmat(1./dr.ys(k1),1,length(illag)).*dr.ghx(ik,illag)
         end
-        dr.ghu(ik,:) = repmat(1./dr.ys(k1),1,M_.exo_nbr).*dr.ghu(ik,:);
+        if M_.exo_nbr > 0
+            dr.ghu(ik,:) = repmat(1./dr.ys(k1),1,M_.exo_nbr).*dr.ghu(ik,:);
+        end
+    end
+    if ~isempty(il) && M_.nspred > 0
+        dr.ghx(il,iklag) = dr.ghx(il,iklag).*repmat(dr.ys(klag1)', ...
+                                                    length(il),1);
     end
     if options_.order>1
        error('Loglinear options currently only works at order 1')

matlab/utilities/general/indices_lagged_leaded_exogenous_variables.m

+function [il,l1,ik,k1] = indices_lagged_leaded_exogenous(k,M)
+% returns indices of all endogenous variables split between auxiliary
+% variables for lagged or leaded exogenous variables and all other ones
+%
+% INPUT
+% k: vector of endogenous variables ID
+% M: model structure
+%
+% OUTPUT
+% il: indices of lagged or leaded variable in vector k
+% l1: value of lagged or leaded variable in vector k
+% ik: indices of non lagged or leaded variable in vector k
+% k1: value of non lagged or leaded variable in vector k
+
+% Copyright (C) 2011-2016 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/>.
+
+il = [];
+l1 = [];
+if isempty(M.aux_vars)
+    ik = 1:length(k);
+    k1 = k;
+else
+    ik = [];
+    k1 = [];
+    orig_endo_nbr = M.orig_endo_nbr;
+    type = [M.aux_vars.type];
+    for j=1:length(k)
+        if (k(j) > orig_endo_nbr)
+            ty = type(k(j) - orig_endo_nbr);
+            if (ty ~= 2 & ty ~= 3)
+                ik = [ik; j];
+                k1 = [k1; k(j)];
+            else
+                il = [il; j];
+                l1 = [l1; k(j)];
+            end
+        else
+            ik = [ik; j];
+            k1 = [k1; k(j)]
+        end
+    end
+end
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matlab/utilities/general/log_variable.m

+function y = log_variable(ivar,x,M)
+% returns the log of an endogenous variables except if
+% it is a lagged/leaded exogenous variable
+%
+% INPUT
+% ivar: vector of variable indices (in declaration order)
+% x:    vector of variables value
+% M:    model structure
+%
+% OUTPUT
+% y:    log of the selected variables if there are not auxiliary variables
+%       for lagged/leaded exogenous variables
+%
+
+% Copyright (C) 2011-2016 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/>.
+
+orig_endo_nbr = M.orig_endo_nbr;
+aux_vars = M.aux_vars;
+
+y = zeros(length(ivar),1);
+for i = ivar(:)'
+    % Does ivar(i) refer to a lag/lead exogenous variable?
+    if ivar(i) > orig_endo_nbr
+        av = aux_vars(ivar(i) - orig_endo_nbr);
+        if av.type == 2 || av.type == 3
+            if av.endo_index ~= ivar(i)
+                error(['This case shouldn''t happen. Please, contact Dynare ' ...
+                       'developers'])
+            else
+                y(i) =  x(ivar(i));
+            end
+        else
+            y(i) = log(x(ivar(i)));
+        end
+    else
+        y(i) = log(x(ivar(i)));
+    end
+end
\ No newline at end of file