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MichelJuillard
dynare
Commits
a39c2606
Commit
a39c2606
authored
Jun 10, 2015
by
Marco Ratto
Browse files
Fix bug for models with leads and legs in exo variables
parent
d075dccf
Changes
2
Hide whitespace changes
Inline
Side-by-side
matlab/getH.m
View file @
a39c2606
...
...
@@ -130,7 +130,7 @@ else
dyssdtheta
=
zeros
(
length
(
oo_
.
dr
.
ys
),
M_
.
param_nbr
);
d2yssdtheta
=
zeros
(
length
(
oo_
.
dr
.
ys
),
M_
.
param_nbr
,
M_
.
param_nbr
);
[
residual
,
gg1
]
=
feval
([
M_
.
fname
,
'_static'
],
oo_
.
dr
.
ys
,
oo_
.
exo_steady_state
'
,
M_
.
params
);
df
=
feval
([
M_
.
fname
,
'_params_derivs'
],
yy0
,
oo_
.
exo_steady_state
'
,
...
df
=
feval
([
M_
.
fname
,
'_params_derivs'
],
yy0
,
repmat
(
oo_
.
exo_steady_state
'
,
[
M_
.
maximum_exo_lag
+
M_
.
maximum_exo_lead
+
1
]),
...
M_
.
params
,
oo_
.
dr
.
ys
,
1
,
dyssdtheta
,
d2yssdtheta
);
dyssdtheta
=
-
gg1
\
df
;
if
nargout
>
5
,
...
...
@@ -192,9 +192,9 @@ if nargout>5,
% g22 = get_all_2nd_derivs(gpp,m,nelem,M_.param_nbr);
% g22 = g22(:,:,indx,indx);
else
[
df
,
gp
]
=
feval
([
M_
.
fname
,
'_params_derivs'
],
yy0
,
oo_
.
exo_steady_state
'
,
...
[
df
,
gp
]
=
feval
([
M_
.
fname
,
'_params_derivs'
],
yy0
,
repmat
(
oo_
.
exo_steady_state
'
,
[
M_
.
maximum_exo_lag
+
M_
.
maximum_exo_lead
+
1
,
1
]),
...
M_
.
params
,
oo_
.
dr
.
ys
,
1
,
dyssdtheta
,
d2yssdtheta
);
[
residual
,
g1
,
g2
]
=
feval
([
M_
.
fname
,
'_dynamic'
],
yy0
,
oo_
.
exo_steady_state
'
,
...
[
residual
,
g1
,
g2
]
=
feval
([
M_
.
fname
,
'_dynamic'
],
yy0
,
repmat
(
oo_
.
exo_steady_state
'
,
[
M_
.
maximum_exo_lag
+
M_
.
maximum_exo_lead
+
1
,
1
]),
...
M_
.
params
,
oo_
.
dr
.
ys
,
1
);
[
nr
,
nc
]
=
size
(
g2
);
end
...
...
matlab/identification_analysis.m
View file @
a39c2606
...
...
@@ -75,7 +75,7 @@ if info(1)==0,
tau
=
[
oo_
.
dr
.
ys
(
oo_
.
dr
.
order_var
);
vec
(
A
);
dyn_vech
(
B
*
M_
.
Sigma_e
*
B
'
)];
yy0
=
oo_
.
dr
.
ys
(
I
);
[
residual
,
g1
]
=
feval
([
M_
.
fname
,
'_dynamic'
],
yy0
,
...
oo_
.
exo_steady_state
'
,
M_
.
params
,
...
repmat
(
oo_
.
exo_steady_state
'
,
[
M_
.
maximum_exo_lag
+
M_
.
maximum_exo_lead
+
1
]),
M_
.
params
,
...
oo_
.
dr
.
ys
,
1
);
vg1
=
[
oo_
.
dr
.
ys
(
oo_
.
dr
.
order_var
);
vec
(
g1
)];
...
...
@@ -118,7 +118,7 @@ if info(1)==0,
ide_strength_J_prior
=
NaN
(
1
,
nparam
);
if
init
,
%~isempty(indok),
normaliz
=
abs
(
params
);
if
prior_exist
,
if
prior_exist
,
if
~
isempty
(
estim_params_
.
var_exo
),
normaliz1
=
estim_params_
.
var_exo
(:,
7
)
'
;
% normalize with prior standard deviation
else
...
...
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