From aa6cf782509cf7ee28e2ff630e4516ed34b0a4a4 Mon Sep 17 00:00:00 2001
From: george <george@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Thu, 3 Dec 2009 08:14:10 +0000
Subject: [PATCH] Adding loglinear correction and the 2nd output argument for
the 1st order as there must be 1+order output variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3191 ac1d8469-bf42-47a9-8791-bf33cf982152
---
matlab/k_order_pert.m | 14 ++++++++++++--
1 file changed, 12 insertions(+), 2 deletions(-)
diff --git a/matlab/k_order_pert.m b/matlab/k_order_pert.m
index 2094bec8a6..bb3c3a1c11 100644
--- a/matlab/k_order_pert.m
+++ b/matlab/k_order_pert.m
@@ -8,11 +8,11 @@ function [dr,info] = k_order_pert(dr,M,options,oo)
switch(order)
case 1
- g_1 = k_order_perturbation(dr,0,M,options, oo , ['.' ...
+ [yss,g_0, g_1] = k_order_perturbation_opt(dr,0,M,options, oo , ['.' ...
mexext]);
dr.g_1 = g_1;
case 2
- [g_0, g_1, g_2] = k_order_perturbation(dr,0,M,options, oo , ['.' ...
+ [yss,g_0, g_1, g_2] = k_order_perturbation_opt(dr,0,M,options, oo , ['.' ...
mexext]);
dr.g_0 = g_0;
dr.g_1 = g_1;
@@ -33,6 +33,16 @@ function [dr,info] = k_order_pert(dr,M,options,oo)
dr.ghx = g_1(:,1:npred);
dr.ghu = g_1(:,npred+1:end);
+ if options.loglinear == 1
+ k = find(dr.kstate(:,2) <= M.maximum_endo_lag+1);
+ klag = dr.kstate(k,[1 2]);
+ k1 = dr.order_var;
+
+ dr.ghx = repmat(1./dr.ys(k1),1,size(dr.ghx,2)).*dr.ghx.* ...
+ repmat(dr.ys(k1(klag(:,1)))',size(dr.ghx,1),1);
+ dr.ghu = repmat(1./dr.ys(k1),1,size(dr.ghu,2)).*dr.ghu;
+ end
+
if order > 1
dr.ghs2 = 2*g_0;
endo_nbr = M.endo_nbr;
--
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