Merge branch 'evaluate_planner' into 'master'

evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight

See merge request Dynare/dynare!1890

matlab/evaluate_planner_objective.m

@@ -91,10 +91,10 @@ planner_objective_value = zeros(2,1);
 if options_.ramsey_policy
     if oo_.gui.ran_perfect_foresight
         T = size(oo_.endo_simul,2);
-        [U_term] = feval([M_.fname '.objective.static'],oo_.endo_simul(:,T),oo_.exo_simul(T,:), M_.params);
+        [U_term] = feval([M_.fname '.objective.static'],oo_.endo_simul(:,T-M_.maximum_lead),oo_.exo_simul(T-M_.maximum_lead,:), M_.params);
         EW = U_term/(1-beta);
         W = EW;
-        for t=T:-1:2
+        for t=T-M_.maximum_lead:-1:1+M_.maximum_lag
             [U] = feval([M_.fname '.objective.static'],oo_.endo_simul(:,t),oo_.exo_simul(t,:), M_.params);
             W = U + beta*W;
         end
@@ -229,9 +229,6 @@ elseif options_.discretionary_policy
     Wbar = U/(1-beta);
     Wy = Uy*gy/(eye(nspred)-beta*Gy);
     
-    if isempty(options_.qz_criterium)
-        options_.qz_criterium = 1+1e-6;
-    end
     %solve Lyapunuv equation Wyy=gy'*Uyy*gy+beta*Gy'Wyy*Gy
     Wyy = reshape(lyapunov_symm(sqrt(beta)*Gy',reshape(Uyygygy,nspred,nspred),options_.lyapunov_fixed_point_tol,options_.qz_criterium,options_.lyapunov_complex_threshold, 3, options_.debug),1,nspred*nspred);
     Wyygugu = A_times_B_kronecker_C(Wyy,Gu,Gu);

tests/optimal_policy/Ramsey/ramsey_histval.mod

@@ -23,7 +23,7 @@ r=1;
 end;
 
 histval;
-r(0)=1;
+a(0)=-1;
 end;
 
 steady_state_model;
@@ -42,4 +42,5 @@ end;
 options_.dr_display_tol=0;
 planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
 ramsey_model(planner_discount=0.99,instruments=(r));
-stoch_simul(order=1,periods=500);
\ No newline at end of file
+stoch_simul(order=1);
+evaluate_planner_objective;
\ No newline at end of file