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15 results

ModelTree.hh

  • Sébastien Villemot's avatar
    2d3e3eff
    Block decomposition: add specialized normalization algorithm for purely backward models · 2d3e3eff
    Sébastien Villemot authored
    If the model is purely backward, determine whether all original equations have
    a single contemporaneous endogenous on the LHS. If this is the case, then first
    try a normalization by enforcing that each original equation is matched with
    the endogenous on the LHS.
    
    This helps with the simulation of purely backward models, where equations are
    renormalized with mfs=3, since it produces a simpler system to be recursively
    evaluated/solved.
    2d3e3eff
    History
    Block decomposition: add specialized normalization algorithm for purely backward models
    Sébastien Villemot authored
    If the model is purely backward, determine whether all original equations have
    a single contemporaneous endogenous on the LHS. If this is the case, then first
    try a normalization by enforcing that each original equation is matched with
    the endogenous on the LHS.
    
    This helps with the simulation of purely backward models, where equations are
    renormalized with mfs=3, since it produces a simpler system to be recursively
    evaluated/solved.