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matlab/+gui/+perfect-foresight/read.m
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function di_perfect_foresight()
global M_ options_ oo_ ys0_ ex0_
%remove this instruction when proper path is found
addpath jsonlab-1.5
disp('di_perfect_foresight performing Matlab tasks')
%loading JSON
jm = loadjson('perforin.JSON','SimplifyCell',0);
runflag=1;
data2json=struct();
%We test if jsonload loads string or char
% jsl=length(class(jm.jsontest{1,1}));
% INITVAL instructions
%we initialize exogenous shocks to zero and compute initial ss
options_.initval_file = 0;
for nexo = 1:jm.exonum
oo_.exo_steady_state( nexo ) = 0;
end
if M_.exo_nbr > 0
oo_.exo_simul = ones(M_.maximum_lag,1)*oo_.exo_steady_state';
end
if M_.exo_det_nbr > 0
oo_.exo_det_simul = ones(M_.maximum_lag,1)*oo_.exo_det_steady_state';
end
steady;
data2json.steady_state1=oo_.steady_state;
% ENDVAL instructions
%we initialize exogenous shocks to zero and compute final ss unless there is a permanent shock
ys0_= oo_.steady_state;
ex0_ = oo_.exo_steady_state;
if jm.permanentshockexist==0
for nexo = 1:jm.exonum
oo_.exo_steady_state( nexo ) = 0;
end
else
for exoiter = 1:length(jm.permanentshocksdescription)
currentshock=jm.permanentshocksdescription(exoiter);
oo_.exo_steady_state(currentshock{1}.shockindex+1) = currentshock{1}.shockvalue;
if (currentshock{1}.shockstartperiod)>1
%in case the permanent shock does not start at the initial period, we add a shocks block to mask the unnecessary periods
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(currentshock{1}.shockindex+1),'multiplicative',0,'periods',1:(currentshock{1}.shockstartperiod-1),'value',0.0) ];
end
end
end
steady;
savedpermanentSS=oo_.steady_state;
data2json.steady_state2=oo_.steady_state;
if jm.transitoryshockexist==1
% SHOCKS instructions (for transitory shocks)
for exotriter = 1:length(jm.shocksdescription)
currenttrshock=jm.shocksdescription(exotriter);
% disp(currenttrshock{1}.shockname);
% disp(class(currenttrshock{1}.shockstartperiod));
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(currenttrshock{1}.shockindex+1),'multiplicative',0,'periods',currenttrshock{1}.shockstartperiod:currenttrshock{1}.shockendperiod,'value',currenttrshock{1}.shockvalue) ];
%oo_.exo_steady_state(str2num(currentshock{1}.shockindex)+1) = currentshock{1}.shockvalue;
end
M_.exo_det_length = 0;
end
if ((jm.nonanticipatedshockexist==1) || (jm.delayexist==1))
nonanticip=jm.nonanticipmatrix;
rowindex=1;
firstsimul=0;
permanentnonanticip=0;
while nonanticip{rowindex}{1}>0
currentperiod=nonanticip{rowindex}{1};
if currentperiod==1
%there are nonanticipated shocks to add at first period
if nonanticip{rowindex}{4}==0
%this is a current nonanticipated shock
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(nonanticip{rowindex}{2}+1),'multiplicative',0,'periods',1:1,'value',nonanticip{rowindex}{7}) ];
else
%this is a delayed nonanticipated shock
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(nonanticip{rowindex}{2}+1),'multiplicative',0,'periods',(nonanticip{rowindex}{5}):(nonanticip{rowindex}{6}),'value',nonanticip{rowindex}{7}) ];
end
if nonanticip{rowindex+1}{1}~=currentperiod
%when we have tracked all first period shocks we can simulate
options_.periods = jm.simperiods;
yy=oo_.steady_state;
perfect_foresight_setup;
[rowexo,colexo]=size(oo_.exo_simul);
perfect_foresight_solver;
if nonanticip{rowindex+1}{1}>0
%we collect all the path from ooendo period 1 to just before the next shock...
yy=[yy,oo_.endo_simul(:,2:(2+(nonanticip{rowindex+1}{1}-currentperiod-1)))];
else
%... or if there are no more shocks we collect the whole path
yy=[yy,oo_.endo_simul(:,2:end)];
end
ooexosaved=oo_.exo_simul;
firstsimul=1;
end
else
%currentperiod is larger than one: we first perform perfect foresight simulation with initial period 1 conditions
if firstsimul==0
%Initializing the first simulation
options_.periods = jm.simperiods;
yy=oo_.steady_state;
perfect_foresight_setup;
[rowexo,colexo]=size(oo_.exo_simul);
perfect_foresight_solver;
%In this because there is at least one shock we did not consider yet in the first period, we only save the path from the beginning up the period just before the current
yy=[yy,oo_.endo_simul(:,2:currentperiod)];
ooexosaved=oo_.exo_simul;
firstsimul=1;
end
if nonanticip{rowindex}{3}==1
%this is a permanent shock
oo_.exo_steady_state((nonanticip{rowindex}{2}+1)) = nonanticip{rowindex}{7};
steady;
savedpermanentSS=oo_.steady_state;
data2json.steady_state2=oo_.steady_state;
permanentnonanticip=1;
if nonanticip{rowindex}{4}==0
%this is a current permanent nonanticipated shock
ooexosaved((currentperiod+1):end,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
else
%this is a delayed permanent nonanticipated shock
ooexosaved((nonanticip{rowindex}{5}+1):end,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
end
else
%this is not a permanent shock
%we add new shocks in the saved timepath with original time indexes
if nonanticip{rowindex}{4}==0
%this is a single current nonanticipated shock
ooexosaved(currentperiod+1,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
%oo_.exo_simul(2,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
else
%this is a delayed nonanticipated shock
ooexosaved((nonanticip{rowindex}{5}+1):(nonanticip{rowindex}{6}+1),(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
%oo_.exo_simul((nonanticip{rowindex}{5}+1):(nonanticip{rowindex}{6}+1),(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
end
end
%we copy only the necessary window in oo_.exo_simul
%oo_.exo_simul=ooexosaved((currentperiod+1):end,:);
oo_.exo_simul=[zeros(1,colexo);ooexosaved((currentperiod+1):end,:)];
[ooexolength,dummy]=size(oo_.exo_simul);
%we fill oo_.exo_simul until it has the correct size depending on of there are permanent shocks or not
if jm.permanentshockexist==1
%if there is a permanent shock we fill with last value of ooexosaved
%oo_.exo_simul((length(ooexosaved((currentperiod+1):end,:))+1):rowexo,:)=ones(rowexo-(length(ooexosaved((currentperiod+1):end,:))+1)+1,1)*ooexosaved(end,:);
%oo_.exo_simul((ooexolength+1):rowexo,:)=ones(rowexo-ooexolength,1)*ooexosaved(end,:);
oo_.exo_simul=[oo_.exo_simul;ones(rowexo-ooexolength,1)*ooexosaved(end,:)];
else
%otherwise we fill with zeros
%oo_.exo_simul((length(ooexosaved((currentperiod+1):end,:))+1):rowexo,:)=zeros(rowexo-(length(ooexosaved((currentperiod+1):end,:))+1)+1,colexo);
%oo_.exo_simul((ooexolength+1):rowexo,:)=zeros(rowexo-ooexolength,colexo);
oo_.exo_simul=[oo_.exo_simul;zeros(rowexo-ooexolength,colexo)];
end
if nonanticip{rowindex+1}{1}~=currentperiod
%when we have tracked all the non-anticipated/delayed shocks for the current period, we can simulate
if jm.permanentshockexist==1
%if there are permanent shocks we fill oo_.endo with finalSS
oo_.endo_simul=savedpermanentSS*ones(1,options_.periods+2);
else
%no permanent shocks we fill oo_.endo with initialSS
oo_.endo_simul=oo_.steady_state*ones(1,options_.periods+2);
end
%we need to change oo_.endo_simul first value that gives the initial state of the economy
oo_.endo_simul(:,1)=yy(:,end);
perfect_foresight_solver;
if nonanticip{rowindex+1}{1}>0
%we collect all the path from ooendo period 1 to just before the next shock...
yy=[yy,oo_.endo_simul(:,2:(2+(nonanticip{rowindex+1}{1}-currentperiod-1)))]
else
%... or if there are no more shocks we collect the whole path
yy=[yy,oo_.endo_simul(:,2:end)];
end
end
end
rowindex=rowindex+1;
end % while jm.nonanticipmatrix{rowindex}{1}>0
%we copy the endo path back
oo_.endo_simul=yy;
else
%if there are no unanticipated shocks we perform the simulation
options_.periods = jm.simperiods;
perfect_foresight_setup;
perfect_foresight_solver;
end
plotlgt=length(oo_.endo_simul);
data2json.endosimul_length=plotlgt;
data2json.endo_names=char(M_.endo_names);
data2json.endo_nbr=M_.endo_nbr;
for nendo = 1:M_.endo_nbr
data2json.endo_simul.(strtrim(char(M_.endo_names(nendo,:))))=oo_.endo_simul(nendo,:);
end
data2json.endo_simul.plotx=[0:1:plotlgt];
savejson('',data2json,'perforout.JSON');
return;
function read()
% function read()
% Read JSON and run perfect foresight solver
%
% INPUTS
% ds [dseries] data
% fitted_names_dict [cell] Nx2 or Nx3 cell array to be used in naming fitted
% values; first column is the equation tag,
% second column is the name of the
% associated fitted value, third column
% (if it exists) is the function name of
% the transformation to perform on the
% fitted value.
% eqtags [cellstr] names of equation tags to estimate. If empty,
% estimate all equations
%
% OUTPUTS
% ds [dseries] data updated with fitted values
%
% SPECIAL REQUIREMENTS
% dynare must have been run with the option: json=compute
% Copyright (C) 2017-2019 Dynare Team
%
% 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 <http://www.gnu.org/licenses/>.
global M_ options_ oo_ ys0_ ex0_
%remove this instruction when proper path is found
addpath jsonlab-1.5
disp('di_perfect_foresight performing Matlab tasks')
%loading JSON
jm = loadjson('perforin.JSON','SimplifyCell',0);
runflag=1;
data2json=struct();
%We test if jsonload loads string or char
% jsl=length(class(jm.jsontest{1,1}));
% INITVAL instructions
%we initialize exogenous shocks to zero and compute initial ss
options_.initval_file = 0;
for nexo = 1:jm.exonum
oo_.exo_steady_state( nexo ) = 0;
end
if M_.exo_nbr > 0
oo_.exo_simul = ones(M_.maximum_lag,1)*oo_.exo_steady_state';
end
if M_.exo_det_nbr > 0
oo_.exo_det_simul = ones(M_.maximum_lag,1)*oo_.exo_det_steady_state';
end
steady;
data2json.steady_state1=oo_.steady_state;
% ENDVAL instructions
%we initialize exogenous shocks to zero and compute final ss unless there is a permanent shock
ys0_= oo_.steady_state;
ex0_ = oo_.exo_steady_state;
if jm.permanentshockexist==0
for nexo = 1:jm.exonum
oo_.exo_steady_state( nexo ) = 0;
end
else
for exoiter = 1:length(jm.permanentshocksdescription)
currentshock=jm.permanentshocksdescription(exoiter);
oo_.exo_steady_state(currentshock{1}.shockindex+1) = currentshock{1}.shockvalue;
if (currentshock{1}.shockstartperiod)>1
%in case the permanent shock does not start at the initial period, we add a shocks block to mask the unnecessary periods
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(currentshock{1}.shockindex+1),'multiplicative',0,'periods',1:(currentshock{1}.shockstartperiod-1),'value',0.0) ];
end
end
end
steady;
savedpermanentSS=oo_.steady_state;
data2json.steady_state2=oo_.steady_state;
if jm.transitoryshockexist==1
% SHOCKS instructions (for transitory shocks)
for exotriter = 1:length(jm.shocksdescription)
currenttrshock=jm.shocksdescription(exotriter);
% disp(currenttrshock{1}.shockname);
% disp(class(currenttrshock{1}.shockstartperiod));
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(currenttrshock{1}.shockindex+1),'multiplicative',0,'periods',currenttrshock{1}.shockstartperiod:currenttrshock{1}.shockendperiod,'value',currenttrshock{1}.shockvalue) ];
%oo_.exo_steady_state(str2num(currentshock{1}.shockindex)+1) = currentshock{1}.shockvalue;
end
M_.exo_det_length = 0;
end
if ((jm.nonanticipatedshockexist==1) || (jm.delayexist==1))
nonanticip=jm.nonanticipmatrix;
rowindex=1;
firstsimul=0;
permanentnonanticip=0;
while nonanticip{rowindex}{1}>0
currentperiod=nonanticip{rowindex}{1};
if currentperiod==1
%there are nonanticipated shocks to add at first period
if nonanticip{rowindex}{4}==0
%this is a current nonanticipated shock
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(nonanticip{rowindex}{2}+1),'multiplicative',0,'periods',1:1,'value',nonanticip{rowindex}{7}) ];
else
%this is a delayed nonanticipated shock
M_.det_shocks = [ M_.det_shocks;struct('exo_det',0,'exo_id',(nonanticip{rowindex}{2}+1),'multiplicative',0,'periods',(nonanticip{rowindex}{5}):(nonanticip{rowindex}{6}),'value',nonanticip{rowindex}{7}) ];
end
if nonanticip{rowindex+1}{1}~=currentperiod
%when we have tracked all first period shocks we can simulate
options_.periods = jm.simperiods;
yy=oo_.steady_state;
perfect_foresight_setup;
[rowexo,colexo]=size(oo_.exo_simul);
perfect_foresight_solver;
if nonanticip{rowindex+1}{1}>0
%we collect all the path from ooendo period 1 to just before the next shock...
yy=[yy,oo_.endo_simul(:,2:(2+(nonanticip{rowindex+1}{1}-currentperiod-1)))];
else
%... or if there are no more shocks we collect the whole path
yy=[yy,oo_.endo_simul(:,2:end)];
end
ooexosaved=oo_.exo_simul;
firstsimul=1;
end
else
%currentperiod is larger than one: we first perform perfect foresight simulation with initial period 1 conditions
if firstsimul==0
%Initializing the first simulation
options_.periods = jm.simperiods;
yy=oo_.steady_state;
perfect_foresight_setup;
[rowexo,colexo]=size(oo_.exo_simul);
perfect_foresight_solver;
%In this because there is at least one shock we did not consider yet in the first period, we only save the path from the beginning up the period just before the current
yy=[yy,oo_.endo_simul(:,2:currentperiod)];
ooexosaved=oo_.exo_simul;
firstsimul=1;
end
if nonanticip{rowindex}{3}==1
%this is a permanent shock
oo_.exo_steady_state((nonanticip{rowindex}{2}+1)) = nonanticip{rowindex}{7};
steady;
savedpermanentSS=oo_.steady_state;
data2json.steady_state2=oo_.steady_state;
permanentnonanticip=1;
if nonanticip{rowindex}{4}==0
%this is a current permanent nonanticipated shock
ooexosaved((currentperiod+1):end,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
else
%this is a delayed permanent nonanticipated shock
ooexosaved((nonanticip{rowindex}{5}+1):end,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
end
else
%this is not a permanent shock
%we add new shocks in the saved timepath with original time indexes
if nonanticip{rowindex}{4}==0
%this is a single current nonanticipated shock
ooexosaved(currentperiod+1,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
%oo_.exo_simul(2,(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
else
%this is a delayed nonanticipated shock
ooexosaved((nonanticip{rowindex}{5}+1):(nonanticip{rowindex}{6}+1),(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
%oo_.exo_simul((nonanticip{rowindex}{5}+1):(nonanticip{rowindex}{6}+1),(nonanticip{rowindex}{2}+1))=nonanticip{rowindex}{7};
end
end
%we copy only the necessary window in oo_.exo_simul
%oo_.exo_simul=ooexosaved((currentperiod+1):end,:);
oo_.exo_simul=[zeros(1,colexo);ooexosaved((currentperiod+1):end,:)];
[ooexolength,dummy]=size(oo_.exo_simul);
%we fill oo_.exo_simul until it has the correct size depending on of there are permanent shocks or not
if jm.permanentshockexist==1
%if there is a permanent shock we fill with last value of ooexosaved
%oo_.exo_simul((length(ooexosaved((currentperiod+1):end,:))+1):rowexo,:)=ones(rowexo-(length(ooexosaved((currentperiod+1):end,:))+1)+1,1)*ooexosaved(end,:);
%oo_.exo_simul((ooexolength+1):rowexo,:)=ones(rowexo-ooexolength,1)*ooexosaved(end,:);
oo_.exo_simul=[oo_.exo_simul;ones(rowexo-ooexolength,1)*ooexosaved(end,:)];
else
%otherwise we fill with zeros
%oo_.exo_simul((length(ooexosaved((currentperiod+1):end,:))+1):rowexo,:)=zeros(rowexo-(length(ooexosaved((currentperiod+1):end,:))+1)+1,colexo);
%oo_.exo_simul((ooexolength+1):rowexo,:)=zeros(rowexo-ooexolength,colexo);
oo_.exo_simul=[oo_.exo_simul;zeros(rowexo-ooexolength,colexo)];
end
if nonanticip{rowindex+1}{1}~=currentperiod
%when we have tracked all the non-anticipated/delayed shocks for the current period, we can simulate
if jm.permanentshockexist==1
%if there are permanent shocks we fill oo_.endo with finalSS
oo_.endo_simul=savedpermanentSS*ones(1,options_.periods+2);
else
%no permanent shocks we fill oo_.endo with initialSS
oo_.endo_simul=oo_.steady_state*ones(1,options_.periods+2);
end
%we need to change oo_.endo_simul first value that gives the initial state of the economy
oo_.endo_simul(:,1)=yy(:,end);
perfect_foresight_solver;
if nonanticip{rowindex+1}{1}>0
%we collect all the path from ooendo period 1 to just before the next shock...
yy=[yy,oo_.endo_simul(:,2:(2+(nonanticip{rowindex+1}{1}-currentperiod-1)))]
else
%... or if there are no more shocks we collect the whole path
yy=[yy,oo_.endo_simul(:,2:end)];
end
end
end
rowindex=rowindex+1;
end % while jm.nonanticipmatrix{rowindex}{1}>0
%we copy the endo path back
oo_.endo_simul=yy;
else
%if there are no unanticipated shocks we perform the simulation
options_.periods = jm.simperiods;
perfect_foresight_setup;
perfect_foresight_solver;
end
plotlgt=length(oo_.endo_simul);
data2json.endosimul_length=plotlgt;
data2json.endo_names=char(M_.endo_names);
data2json.endo_nbr=M_.endo_nbr;
for nendo = 1:M_.endo_nbr
data2json.endo_simul.(strtrim(char(M_.endo_names(nendo,:))))=oo_.endo_simul(nendo,:);
end
data2json.endo_simul.plotx=[0:1:plotlgt];
savejson('',data2json,'perforout.JSON');
end
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