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Dynare
dynare
Commits
43f46f28
Commit
43f46f28
authored
13 years ago
by
Stéphane Adjemian
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Removed stability test over the last periods of the perfect foresight solution.
parent
64ebd1d0
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matlab/ep/extended_path.m
+73
-83
73 additions, 83 deletions
matlab/ep/extended_path.m
with
73 additions
and
83 deletions
matlab/ep/extended_path.m
+
73
−
83
View file @
43f46f28
...
@@ -248,16 +248,7 @@ while (t<sample_size)
...
@@ -248,16 +248,7 @@ while (t<sample_size)
end
end
end
end
end
end
% Test if periods is big enough. The variable delta measures the maximum absolute variation during
% Test if periods is big enough.
% the last periods of the simulated path. This variation has to be close to zero (because the
% economy is assumed to be in the steady state at the end of the simulated path).
if
info
.
convergence
delta
=
max
(
max
(
abs
(
tmp
(:,
end
-
options_
.
ep
.
lp
:
end
)
-
tmp
(:,
end
-
options_
.
ep
.
lp
-
1
:
end
-
1
))));
end
if
info
.
convergence
&&
~
increase_periods
&&
delta
<
options_
.
dynatol
.
x
% Exit from the while loop (the number of periods is big enough).
break
else
% Increase the number of periods.
% Increase the number of periods.
options_
.
periods
=
options_
.
periods
+
options_
.
ep
.
step
;
options_
.
periods
=
options_
.
periods
+
options_
.
ep
.
step
;
pfm
.
periods
=
options_
.
periods
;
pfm
.
periods
=
options_
.
periods
;
...
@@ -335,7 +326,6 @@ while (t<sample_size)
...
@@ -335,7 +326,6 @@ while (t<sample_size)
break
break
end
end
end
% if info.convergence
end
% if info.convergence
end
% ~increase_periods && delta<options_.dynatol.x
end
% while
end
% while
if
~
info
.
convergence
% If exited from the while loop without achieving convergence, use an homotopic approach
if
~
info
.
convergence
% If exited from the while loop without achieving convergence, use an homotopic approach
[
INFO
,
tmp
]
=
homotopic_steps
(
.
5
,
.
01
);
[
INFO
,
tmp
]
=
homotopic_steps
(
.
5
,
.
01
);
...
...
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