Merge branch 'irf' into 'master'

Fix posterior IRF generation with loglinear option

See merge request Dynare/dynare!2083

matlab/PosteriorIRF.m

@@ -58,7 +58,7 @@ for i=1:nvar
 end
 
 % Get index of shocks for requested IRFs
-irf_shocks_indx = getIrfShocksIndx();
+irf_shocks_indx = getIrfShocksIndx(M_, options_);
 
 % Set various parameters & Check or create directories
 nvx  = estim_params_.nvx;

matlab/PosteriorIRF_core1.m

@@ -144,7 +144,7 @@ while fpar<B
         deep = x(fpar,:);
     end
     stock_param(irun2,:) = deep;
-    set_parameters(deep);
+    M_ = set_parameters_locally(M_, deep);
     [dr,info,M_,oo_] =compute_decision_rules(M_,options_,oo_);
     oo_.dr = dr;
     if info(1)
@@ -174,7 +174,7 @@ while fpar<B
     end
     SS(M_.exo_names_orig_ord,M_.exo_names_orig_ord) = M_.Sigma_e+1e-14*eye(M_.exo_nbr);
     SS = transpose(chol(SS));
-    irf_shocks_indx = getIrfShocksIndx();
+    irf_shocks_indx = getIrfShocksIndx(M_, options_);
     for i=irf_shocks_indx
         if SS(i,i) > 1e-13
             if options_.order>1 && options_.relative_irf % normalize shock to 0.01 before IRF generation for GIRFs; multiply with 100 later

matlab/getIrfShocksIndx.m

-function irf_shocks_indx=getIrfShocksIndx()
-% irf_shocks_indx=getIrfShocksIndx()
+function irf_shocks_indx=getIrfShocksIndx(M_, options_)
+% irf_shocks_indx=getIrfShocksIndx(M_, options_)
 % returns the unique indices of the exogenous shocks specified for IRF
 % generation using the irf_shocks-command
 %
 % Inputs:
-%   none
+% - M_            [structure]     Matlab's structure describing the model (M_).
+% - options_      [structure]     Matlab's structure describing the current options (options_).
 % Outputs:
-%   irf_shocks_indx: [1 by n_irf_shocks] vector storing the indices
+% - irf_shocks_indx: [1 by n_irf_shocks] vector storing the indices
 %
-% Copyright © 2011-2018 Dynare Team
+% Copyright © 2011-2022 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -25,8 +26,6 @@ function irf_shocks_indx=getIrfShocksIndx()
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
 
-global M_ options_
-
 if (isfield(options_,'irf_shocks')==0)
     irf_shocks_indx = M_.exo_names_orig_ord;
 else

matlab/irf.m

@@ -35,6 +35,11 @@ function y = irf(M_, options_, dr, e1, long, drop, replic, iorder)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
 
+if options_.loglinear && ~options_.logged_steady_state
+    dr.ys = log_variable(1:M_.endo_nbr,dr.ys,M_);
+    options_.logged_steady_state=1;
+end
+
 if M_.maximum_lag >= 1
     temps = repmat(dr.ys,1,M_.maximum_lag);
 else

matlab/resol.m

@@ -86,7 +86,7 @@ if options.loglinear
     % Find variables with non positive steady state. Skip auxiliary
     % variables for lagges/leaded exogenous variables
     idx = find(dr.ys(get_all_variables_but_lagged_leaded_exogenous(M))<threshold);
-    if length(idx)
+    if ~isempty(idx)
         if options.debug
             variables_with_non_positive_steady_state = M.endo_names{idx};
             skipline()

matlab/stoch_simul.m

@@ -237,7 +237,7 @@ if options_.irf
     if TeX
         titTeX(M_.exo_names_orig_ord) = M_.exo_names_tex;
     end
-    irf_shocks_indx = getIrfShocksIndx();
+    irf_shocks_indx = getIrfShocksIndx(M_, options_);
     for i=irf_shocks_indx
         if SS(i,i) > 1e-13
             if PI_PCL_solver