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41 results

check.m

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  • Forked from Dynare / dynare
    284 commits behind the upstream repository.
    Johannes Pfeifer's avatar
    Johannes Pfeifer authored
    Helpful to get information about unit roots when debugging
    e35c42fe
    History
    check.m 2.69 KiB
    function [eigenvalues_,result,info] = check(M_, options_, oo_)
    %[eigenvalues_,result,info] = check(M_, options_, oo_)
    % Checks determinacy conditions by computing the generalized eigenvalues.
    %
    % INPUTS
    % - M_            [structure]     Matlab's structure describing the model
    % - options_      [structure]     Matlab's structure describing the current options
    % - oo_           [structure]     Matlab's structure containing the results
    %
    % OUTPUTS
    % - eigenvalues_  [double]        vector, eigenvalues.
    % - result        [integer]       scalar, equal to 1 if Blanchard and Kahn conditions are satisfied, zero otherwise.
    % - info          [integer]       scalar or vector, error code as returned by resol routine.
    
    % Copyright © 2001-2024 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 <https://www.gnu.org/licenses/>.
    
    
    if ~options_.initval_file && M_.exo_nbr > 1
        oo_.exo_simul = ones(M_.maximum_lead+M_.maximum_lag+1,1)*oo_.exo_steady_state';
    end
    
    options_.order = 1;
    
    if isempty(options_.qz_criterium)
        options_.qz_criterium = 1+1e-6;
    end
    
    oo_.dr=set_state_space(oo_.dr,M_);
    
    [dr,info] = resol(1,M_,options_,oo_.dr ,oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);
    
    if ~ismember(info(1),[0,2,3,4]) %exclude BK conditions and QZ failure (2), for 2 throw error later
        print_info(info, 0, options_);
    end
    
    eigenvalues_ = dr.eigval;
    [m_lambda,i]=sort(abs(eigenvalues_));
    
    result = 0;
    if isfield(dr,'edim') && (M_.nsfwrd == dr.edim) && (dr.full_rank)
        result = 1;
    end
    
    if ~options_.noprint
        skipline()
        disp('EIGENVALUES:')
        fprintf('%16s %16s %16s\n','Modulus','Real','Imaginary');
        z=[m_lambda real(eigenvalues_(i)) imag(eigenvalues_(i))]';
        fprintf('%16.4g %16.4g %16.4g\n',z);
        if isfield(dr,'edim')
            fprintf('\nThere are %d eigenvalue(s) larger than 1 in modulus ', dr.edim);
            fprintf('for %d forward-looking variable(s)', M_.nsfwrd);
            skipline()
            if result
                disp('The rank condition is verified.')
            else
                disp('The rank condition ISN''T verified!')
            end
        end
        skipline()
    end
    
    if info(1)==2
        print_info(info, 0, options_); %print QZ error now
    end