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Dynare
dynare
Commits
3fe758c2
Commit
3fe758c2
authored
7 years ago
by
Stéphane Adjemian
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Cosmetic change in doc headers.
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matlab/check.m
+12
-40
12 additions, 40 deletions
matlab/check.m
matlab/resol.m
+33
-76
33 additions, 76 deletions
matlab/resol.m
with
45 additions
and
116 deletions
matlab/check.m
+
12
−
40
View file @
3fe758c2
function
[
eigenvalues_
,
result
,
info
]
=
check
(
M
,
options
,
oo
)
%
Checks
determinacy
conditions
by
computing
the
generalized
eigenvalues
.
%
@info
:
%!
@deftypefn
{
Function
File
}
{[
result
,
info
]
=
}
check
(
@var
{
M
},
@var
{
options
},
@var
{
oo
})
%!
@anchor
{
check
}
%!
@sp
1
%!
Checks
determinacy
conditions
by
computing
the
generalized
eigenvalues
.
%!
@sp
2
%!
@strong
{
Inputs
}
%!
@sp
1
%!
@table
@
@var
%!
@item
M
%!
Matlab
'
s
structure
describing
the
model
(
initialized
by
dynare
).
%!
@item
options
%!
Matlab
'
s
structure
describing
the
options
(
initialized
by
dynare
).
%!
@item
oo
%!
Matlab
'
s
structure
gathering
the
results
(
initialized
by
dynare
).
%!
@end
table
%!
@sp
2
%!
@strong
{
Outputs
}
%!
@sp
1
%!
@table
@
@var
%!
@item
eigenvalues_
%!
Eigenvalues
of
the
model
.
%!
@item
result
%!
Integer
scalar
equal
to
one
(
BK
conditions
are
satisfied
)
or
zero
(
otherwise
).
%!
@item
info
%!
Integer
scalar
,
error
code
as
returned
by
@ref
{
resol
}.
%!
@end
table
%!
@sp
2
%!
@strong
{
This
function
is
called
by
:
}
%!
@sp
1
%!
@ref
{
smm_objective
}
%!
@sp
2
%!
@strong
{
This
function
calls
:
}
%!
@sp
1
%!
@ref
{
resol
}
%!
None
.
%!
@end
deftypefn
%
@eod
:
% Checks determinacy conditions by computing the generalized eigenvalues.
%
% INPUTS
% - M [structure] Matlab's structure describing the model (M_).
% - options [structure] Matlab's structure describing the current options (options_).
% - oo [structure] Matlab's structure containing the results (oo_).
%
% OUTPUTS
% - eigenvalues_ [double] vector, eigenvalues.
% - result [integer] scalar, equal to 1 if Blanchard and Kahn conditions are satisfied, zero otherwise.
% - info [integer] scalar or vector, error code as returned by resol routine.
%
Copyright
(
C
)
2001
-
201
4
Dynare
Team
% Copyright (C) 2001-201
8
Dynare Team
%
% This file is part of Dynare.
%
...
...
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matlab/resol.m
+
33
−
76
View file @
3fe758c2
function
[
dr
,
info
,
M
,
options
,
oo
]
=
resol
(
check_flag
,
M
,
options
,
oo
)
%
@info
:
%!
@deftypefn
{
Function
File
}
{[
@var
{
dr
},
@var
{
info
},
@var
{
M
},
@var
{
options
},
@var
{
oo
}]
=
}
resol
(
@var
{
check_flag
},
@var
{
M
},
@var
{
options
},
@var
{
oo
})
%!
@anchor
{
resol
}
%!
@sp
1
%!
Computes
the
perturbation
-
based
decisions
rules
of
the
DSGE
model
(
orders
1
to
3
).
%!
@sp
2
%!
@strong
{
Inputs
}
%!
@sp
1
%!
@table
@
@var
%!
@item
check_flag
%!
Integer
scalar
,
equal
to
0
if
all
the
approximation
is
required
,
positive
if
only
the
eigenvalues
are
to
be
computed
.
%!
@item
M
%!
Matlab
'
s
structure
describing
the
model
(
initialized
by
@code
{
dynare
}).
%!
@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
has
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
%!
@sp
1
%!
@item
M
%!
Matlab
'
s
structure
describing
the
model
(
initialized
by
@code
{
dynare
}).
%!
@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
{
This
function
is
called
by
:
}
%!
@sp
1
%!
@ref
{
dynare_estimation_init
}
%!
@sp
2
%!
@strong
{
This
function
calls
:
}
%!
@sp
1
%!
None
.
%!
@end
deftypefn
%
@eod
:
% Computes the perturbation based decision rules of the DSGE model (orders 1 to 3)
%
% INPUTS
% - check_flag [integer] scalar, equal to 0 if all the approximation is required, equal to 1 if only the eigenvalues are to be computed.
% - M [structure] Matlab's structure describing the model (M_).
% - options [structure] Matlab's structure describing the current options (options_).
% - oo [structure] Matlab's structure containing the results (oo_).
%
% OUTPUTS
% - dr [structure] Reduced form model.
% - info [integer] scalar or vector, error code.
% - M [structure] Matlab's structure describing the model (M_).
% - options [structure] Matlab's structure describing the current options (options_).
% - oo [structure] Matlab's structure containing the results (oo_).
%
% REMARKS
% Possible values for the error codes are:
%
% info(1)=0 -> No error.
% info(1)=1 -> The model doesn't determine the current variables uniquely.
% info(1)=2 -> MJDGGES returned an error code.
% info(1)=3 -> Blanchard & Kahn conditions are not satisfied: no stable equilibrium.
% info(1)=4 -> Blanchard & Kahn conditions are not satisfied: indeterminacy.
% info(1)=5 -> Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.
% info(1)=6 -> The jacobian evaluated at the deterministic steady state is complex.
% info(1)=19 -> The steadystate routine has thrown an exception (inconsistent deep parameters).
% info(1)=20 -> Cannot find the steady state, info(2) contains the sum of square residuals (of the static equations).
% info(1)=21 -> The steady state is complex, info(2) contains the sum of square of imaginary parts of the steady state.
% info(1)=22 -> The steady has NaNs.
% info(1)=23 -> M_.params has been updated in the steadystate routine and has complex valued scalars.
% info(1)=24 -> M_.params has been updated in the steadystate routine and has some NaNs.
% info(1)=30 -> Ergodic variance can't be computed.
% Copyright (C) 2001-2018 Dynare Team
%
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