diff --git a/matlab/+occbin/dynare_resolve.m b/matlab/+occbin/dynare_resolve.m
index 6c704854220ee64c21196f09171f7a121d99e6e0..5d2bbc825bbde7c7c1b2daace7e6d1fec3672da5 100644
--- a/matlab/+occbin/dynare_resolve.m
+++ b/matlab/+occbin/dynare_resolve.m
@@ -1,14 +1,17 @@
function [A,B,ys,info,dr,params,TT, RR, CC, A0, B0] ...
- = dynare_resolve(M_,options_,oo_,regime_history, reduced_state_space, A, B)
-% function [A,B,ys,info,M_,options_,oo_,TT, RR, CC, A0, B0] ...
-% = dynare_resolve(M_,options_,oo_,regime_history, reduced_state_space, A, B)
+ = dynare_resolve(M_,options_,dr,endo_steady_state,exo_steady_state,exo_det_steady_state,regime_history, reduced_state_space, A, B)
+% [A,B,ys,info,M_,options_,oo_,TT, RR, CC, A0, B0] ...
+% = dynare_resolve(M_,options_,dr,endo_steady_state,exo_steady_state,exo_det_steady_state,regime_history, reduced_state_space, A, B)
% Computes the linear approximation and the matrices A and B of the
% transition equation. Mirrors dynare_resolve
%
% Inputs:
% - M_ [structure] Matlab's structure describing the model
% - options_ [structure] Matlab's structure containing the options
-% - oo_ [structure] Matlab's structure containing the results
+% - dr [structure] Reduced form model.
+% - endo_steady_state [vector] steady state value for endogenous variables
+% - exo_steady_state [vector] steady state value for exogenous variables
+% - exo_det_steady_state [vector] steady state value for exogenous deterministic variables
% - reduced_state_space [string]
% - A [double] State transition matrix
% - B [double] shock impact matrix
@@ -26,7 +29,7 @@ function [A,B,ys,info,dr,params,TT, RR, CC, A0, B0] ...
% - A0 [double] State transition matrix (unrestricted state space)
% - B0 [double] shock impact matrix (unrestricted state space)
-% Copyright © 2001-2021 Dynare Team
+% Copyright © 2001-2023 Dynare Team
%
% This file is part of Dynare.
%
@@ -43,19 +46,18 @@ function [A,B,ys,info,dr,params,TT, RR, CC, A0, B0] ...
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
-if nargin<6
- [A,B,ys,info,dr,M_.params] = dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
+if nargin<9
+ [A,B,ys,info,dr,M_.params] = dynare_resolve(M_,options_,dr,endo_steady_state,exo_steady_state,exo_det_steady_state);
else
- ys = oo_.dr.ys;
- dr = oo_.dr;
+ ys = dr.ys;
info = 0;
end
params=M_.params;
-if ~info(1) && nargin>4 && ~isempty(regime_history)
+if ~info(1) && nargin>7 && ~isempty(regime_history)
opts_regime.regime_history=regime_history;
opts_regime.binding_indicator=[];
[TT, RR, CC] = ...
- occbin.check_regimes(A, B, [], opts_regime, M_, options_, dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
+ occbin.check_regimes(A, B, [], opts_regime, M_, options_, dr, endo_steady_state, exo_steady_state, exo_det_steady_state);
else
TT=A;
RR=B;
@@ -64,7 +66,7 @@ end
A0=A;
B0=B;
-if ~info(1) && nargin>4 && ischar(reduced_state_space) && ~isempty(reduced_state_space)
+if ~info(1) && nargin>7 && ischar(reduced_state_space) && ~isempty(reduced_state_space)
iv = dr.restrict_var_list;
A=A(iv,iv);
B=B(iv,:);
diff --git a/matlab/+occbin/kalman_update_algo_1.m b/matlab/+occbin/kalman_update_algo_1.m
index 2f304308665663fafb6afd81fe0cb7b7b5a237f3..b0318e7f4ab040056c8ef482033ded0ef194b2de 100644
--- a/matlab/+occbin/kalman_update_algo_1.m
+++ b/matlab/+occbin/kalman_update_algo_1.m
@@ -104,7 +104,7 @@ if ~options_.occbin.filter.use_relaxation
[a, a1, P, P1, v, alphahat, etahat, lik, error_flag] = occbin_kalman_update0(a,a1,P,P1,data_index,Z,v,Y,H,QQQ,TT,RR,CC,iF,L,mm, options_.rescale_prediction_error_covariance, options_.occbin.likelihood.IF_likelihood);
else
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, base_regime,'reduced_state_space',T0,R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, base_regime,'reduced_state_space',T0,R0);
regimes0(1)=base_regime;
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
@@ -188,7 +188,7 @@ if any(myregime) || ~isequal(regimes_(1),regimes0(1))
end
regimes_(1).regimestart(end)=regimestart;
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, [base_regime regimes_(1)],'reduced_state_space', T0, R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, [base_regime regimes_(1)],'reduced_state_space', T0, R0);
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
CC(:,2) = CCx(:,end);
@@ -254,7 +254,7 @@ if any(myregime) || ~isequal(regimes_(1),regimes0(1))
regimes_(1).regimestart=[1 2];
end
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, [base_regime regimes_(1)],'reduced_state_space',T0,R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, [base_regime regimes_(1)],'reduced_state_space',T0,R0);
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
CC(:,2) = CCx(:,end);
@@ -307,7 +307,7 @@ if ~error_flag && niter>options_.occbin.likelihood.max_number_of_iterations && ~
regimes_(1).regimestart(end)=k;
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, [base_regime regimes_(1)],'reduced_state_space',T0,R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state, [base_regime regimes_(1)],'reduced_state_space',T0,R0);
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
CC(:,2) = CCx(:,end);
diff --git a/matlab/+occbin/kalman_update_algo_3.m b/matlab/+occbin/kalman_update_algo_3.m
index c370920e239e756ac0ddbe980692cda9a1c5a1a7..3fdfa7bb7ed75b8f8050c9ec74d9e459f71a3302 100644
--- a/matlab/+occbin/kalman_update_algo_3.m
+++ b/matlab/+occbin/kalman_update_algo_3.m
@@ -104,7 +104,7 @@ if ~options_.occbin.filter.use_relaxation
[a, a1, P, P1, v, Fi, Ki, alphahat, etahat] = occbin_kalman_update(a,a1,P,P1,data_index,Z,v,Y,H,QQQ,TT,RR,CC,Ki,Fi,mm,kalman_tol);
else
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, base_regime,myrestrict,T0,R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state, base_regime,myrestrict,T0,R0);
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
CC(:,2) = CCx(:,end);
@@ -183,7 +183,7 @@ if any(myregime) || ~isequal(regimes_(1),regimes0(1))
% % % regimestart = regimes_(1).regimestart(end-1)+round(0.5*(newstart+oldstart))-1;
regimes_(1).regimestart(end)=regimestart;
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, [base_regime regimes_(1)],myrestrict,T0,R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state, [base_regime regimes_(1)],myrestrict,T0,R0);
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
CC(:,2) = CCx(:,end);
@@ -252,7 +252,7 @@ if any(myregime) || ~isequal(regimes_(1),regimes0(1))
regimes_(1).regimestart=[1 2];
end
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, [base_regime regimes_(1)],myrestrict,T0,R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state, [base_regime regimes_(1)],myrestrict,T0,R0);
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
CC(:,2) = CCx(:,end);
@@ -301,7 +301,7 @@ if error_flag==0 && niter>options_.occbin.likelihood.max_number_of_iterations &&
regimes_(1).regimestart(end)=k;
[~,~,~,~,~,~, TTx, RRx, CCx] ...
- = occbin.dynare_resolve(M_,options_,oo_, [base_regime regimes_(1)],myrestrict,T0,R0);
+ = occbin.dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state, [base_regime regimes_(1)],myrestrict,T0,R0);
TT(:,:,2) = TTx(:,:,end);
RR(:,:,2) = RRx(:,:,end);
CC(:,2) = CCx(:,end);
diff --git a/matlab/DsgeSmoother.m b/matlab/DsgeSmoother.m
index 109ad465820990bfb38ebe4abd516b8011fdd374..df5f9f931246a491e1826867fb0194a44f1e0c47 100644
--- a/matlab/DsgeSmoother.m
+++ b/matlab/DsgeSmoother.m
@@ -115,7 +115,7 @@ else
[T,R,SteadyState,info,oo_.dr,M_.params] = dynare_resolve(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state,'restrict');
else
[T,R,SteadyState,info,oo_.dr, M_.params,~,~,~, T0, R0] = ...
- occbin.dynare_resolve(M_,options_,oo_,[],'restrict');
+ occbin.dynare_resolve(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state,[],'restrict');
varargin{length_varargin+1}=T0;
varargin{length_varargin+2}=R0;
end
diff --git a/matlab/dsge_likelihood.m b/matlab/dsge_likelihood.m
index 32cf4a3409e1ee6ed04128eab62041ae31dbd25b..ce4b2cae13efb60121405cdbb286c565612a9554 100644
--- a/matlab/dsge_likelihood.m
+++ b/matlab/dsge_likelihood.m
@@ -194,7 +194,7 @@ if options_.occbin.likelihood.status
occbin_options = set_occbin_options(options_, M_);
if occbin_options.opts_simul.restrict_state_space
[T,R,SteadyState,info,oo_.dr, M_.params,TTx,RRx,CCx, T0, R0] = ...
- occbin.dynare_resolve(M_,options_,oo_,[],'restrict');
+ occbin.dynare_resolve(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state,[],'restrict');
else
is_restrict_state_space = false;
oldoo.restrict_var_list = oo_.dr.restrict_var_list;
@@ -204,7 +204,7 @@ if options_.occbin.likelihood.status
% Linearize the model around the deterministic steady state and extract the matrices of the state equation (T and R).
[T,R,SteadyState,info,M_,oo_.dr, M_.params,TTx,RRx,CCx, T0, R0] = ...
- occbin.dynare_resolve(M_,options_,oo_);
+ occbin.dynare_resolve(M_,options_,oo_.dr, oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
oo_.dr.restrict_var_list = oldoo.restrict_var_list;
oo_.dr.restrict_columns = oldoo.restrict_columns;