From a03b65bab79a8a1bcf788dad8267ab7139e6b2eb Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?=
<stepan@adjemian.eu>
Date: Thu, 8 Apr 2021 13:28:07 +0200
Subject: [PATCH] Honour option solve_algo with backward models in
perfect_foresight_solver.
---
matlab/dynare_solve.m | 6 ++--
.../sim1_purely_backward.m | 29 ++++++++++++-------
tests/simul/Solow_no_varexo.mod | 2 +-
3 files changed, 22 insertions(+), 15 deletions(-)
diff --git a/matlab/dynare_solve.m b/matlab/dynare_solve.m
index b27e3d91eb..57b8288a27 100644
--- a/matlab/dynare_solve.m
+++ b/matlab/dynare_solve.m
@@ -15,7 +15,7 @@ function [x, errorflag, fvec, fjac] = dynare_solve(f, x, options, varargin)
% - fvec [double] n×1 vector, function value at x (f(x), used for debugging when errorflag is true).
% - fjac [double] n×n matrix, Jacobian value at x (J(x), used for debugging when errorflag is true).
-% Copyright © 2001-2020 Dynare Team
+% Copyright © 2001-2021 Dynare Team
%
% This file is part of Dynare.
%
@@ -225,8 +225,8 @@ if options.solve_algo == 0
end
elseif options.solve_algo==1
[x, errorflag] = solve1(f, x, 1:nn, 1:nn, jacobian_flag, options.gstep, ...
- tolf, tolx, ...
- maxit, options.debug, arguments{:});
+ tolf, tolx, ...
+ maxit, options.debug, arguments{:});
elseif options.solve_algo==9
[x, errorflag] = trust_region(f, x, 1:nn, 1:nn, jacobian_flag, options.gstep, ...
tolf, tolx, ...
diff --git a/matlab/perfect-foresight-models/sim1_purely_backward.m b/matlab/perfect-foresight-models/sim1_purely_backward.m
index 689d4f310d..daee720cea 100644
--- a/matlab/perfect-foresight-models/sim1_purely_backward.m
+++ b/matlab/perfect-foresight-models/sim1_purely_backward.m
@@ -2,7 +2,7 @@ function [endogenousvariables, info] = sim1_purely_backward(endogenousvariables,
% Performs deterministic simulation of a purely backward model
-% Copyright (C) 2012-2017 Dynare Team
+% Copyright © 2012-2021 Dynare Team
%
% This file is part of Dynare.
%
@@ -29,24 +29,31 @@ else
iyb = [];
end
-
if ny0 ~= M.endo_nbr
error('All endogenous variables must appear at the current period!')
end
+if ismember(options.solve_algo, [12,14]) && ~M.possible_to_use_solve_algo_12_14
+ error(M.message_solve_algo_12_14)
+end
+
dynamicmodel = str2func([M.fname,'.dynamic']);
+dynamicmodel_s = str2func('dynamic_backward_model_for_simulation');
-info.status = 1;
+info.status = true;
for it = M.maximum_lag + (1:options.periods)
- yb = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
- yb1 = yb(iyb);
- [tmp, check] = solve1(dynamicmodel, [yb1; yb], 1:M.endo_nbr, nyb+1:nyb+M.endo_nbr, ...
- 1, options.gstep, options.dynatol.f, options.dynatol.x, ...
- options.simul.maxit, options.debug, exogenousvariables, ...
- M.params, steadystate, it);
+ y = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
+ ylag = y(iyb);
+ if ismember(options.solve_algo, [12,14])
+ [tmp, check] = dynare_solve(dynamicmodel_s, y, options, M.isloggedlhs, M.isauxdiffloggedrhs, M.endo_names, M.lhs, ...
+ dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
+ else
+ [tmp, check] = dynare_solve(dynamicmodel_s, y, options, ...
+ dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
+ end
if check
- info.status = 0;
+ info.status = false;
end
- endogenousvariables(:,it) = tmp(nyb+1:nyb+M.endo_nbr);
+ endogenousvariables(:,it) = tmp;
end
\ No newline at end of file
diff --git a/tests/simul/Solow_no_varexo.mod b/tests/simul/Solow_no_varexo.mod
index 542fd32584..f790061d0e 100644
--- a/tests/simul/Solow_no_varexo.mod
+++ b/tests/simul/Solow_no_varexo.mod
@@ -61,5 +61,5 @@ end;
resid(1);
steady;
-simul(periods=200);
+simul(periods=200, solve_algo=4);
rplot k;
--
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