solve_stacked_linear_problem.m 2.49 KB
 Stéphane Adjemian committed May 24, 2016 1 2 ``````function [endogenousvariables, info] = solve_stacked_linear_problem(endogenousvariables, exogenousvariables, steadystate_y, steadystate_x, M, options) `````` 3 ``````% Copyright (C) 2015-2019 Dynare Team `````` Stéphane Adjemian committed May 24, 2016 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 ``````% % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . `````` Stéphane Adjemian committed Apr 26, 2019 20 ``````[options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, i_cols_0, i_cols_J0, dynamicmodel] = ... `````` MichelJuillard committed May 31, 2016 21 `````` initialize_stacked_problem(endogenousvariables, options, M, steadystate_y); `````` Stéphane Adjemian committed May 24, 2016 22 `````` `````` MichelJuillard committed May 24, 2016 23 24 25 ``````ip = find(M.lead_lag_incidence(1,:)'); ic = find(M.lead_lag_incidence(2,:)'); in = find(M.lead_lag_incidence(3,:)'); `````` Stéphane Adjemian committed May 24, 2016 26 27 `````` % Evaluate the Jacobian of the dynamic model at the deterministic steady state. `````` MichelJuillard committed May 24, 2016 28 ``````[d1,jacobian] = dynamicmodel(steadystate_y([ip; ic; in]), transpose(steadystate_x), M.params, steadystate_y, 1); `````` Stéphane Adjemian committed May 24, 2016 29 30 31 32 33 34 `````` % Check that the dynamic model was evaluated at the steady state. if max(abs(d1))>1e-12 error('Jacobian is not evaluated at the steady state!') end `````` MichelJuillard committed May 24, 2016 35 36 37 ``````nyp = nnz(M.lead_lag_incidence(1,:)); ny0 = nnz(M.lead_lag_incidence(2,:)); nyf = nnz(M.lead_lag_incidence(3,:)); `````` Stéphane Adjemian committed May 24, 2016 38 ``````nd = nyp+ny0+nyf; % size of y (first argument passed to the dynamic file). `````` MichelJuillard committed May 24, 2016 39 ``````jexog = transpose(nd+(1:M.exo_nbr)); `````` Stéphane Adjemian committed May 24, 2016 40 41 ``````jendo = transpose(1:nd); z = bsxfun(@minus, z, steadystate_y); `````` MichelJuillard committed May 24, 2016 42 ``````x = bsxfun(@minus, exogenousvariables, steadystate_x'); `````` Stéphane Adjemian committed May 24, 2016 43 44 `````` [y, check] = dynare_solve(@linear_perfect_foresight_problem,z(:), options, ... `````` Stéphane Adjemian committed May 16, 2017 45 46 47 `````` jacobian, y0-steadystate_y, yT-steadystate_y, ... x, M.params, steadystate_y, ... M.maximum_lag, options.periods, M.endo_nbr, i_cols, ... `````` Stéphane Adjemian committed Apr 26, 2019 48 `````` i_cols_J1, i_cols_1, i_cols_T, i_cols_j, i_cols_0, i_cols_J0, ... `````` 49 `````` jendo, jexog); `````` Stéphane Adjemian committed May 24, 2016 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 `````` if all(imag(y)<.1*options.dynatol.x) if ~isreal(y) y = real(y); end else check = 1; end endogenousvariables = [y0 bsxfun(@plus,reshape(y,M.endo_nbr,options.periods), steadystate_y) yT]; if check info.status = false; else info.status = true; `````` 65 ``end``