From 281f01f29e88e7f8f8f4c9331d26cf1ea071843e Mon Sep 17 00:00:00 2001
From: Marco Ratto <marco.ratto@ec.europa.eu>
Date: Thu, 14 Dec 2023 22:26:40 +0100
Subject: [PATCH] bug fixes and examples in testsuite
---
matlab/+occbin/forecast.m | 5 +--
matlab/+occbin/irf.m | 10 +++---
matlab/+occbin/plot_irfs.m | 2 +-
tests/occbin/filter/NKM.mod | 35 +++++++++++++++++++
.../dynrbc_common.inc | 2 ++
5 files changed, 46 insertions(+), 8 deletions(-)
diff --git a/matlab/+occbin/forecast.m b/matlab/+occbin/forecast.m
index aa1cde63b0..56cc1999fd 100644
--- a/matlab/+occbin/forecast.m
+++ b/matlab/+occbin/forecast.m
@@ -56,7 +56,7 @@ if opts.replic
options_.occbin.simul.exo_pos=ishock;
options_.occbin.simul.SHOCKS = SHOCKS;
options_.occbin.simul.waitbar=0;
- [~, out] = occbin.solver(M_,oo_,options_);
+ [~, out] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
zlin0(:,:,iter)=out.linear;
zpiece0(:,:,iter)=out.piecewise;
ys=out.ys;
@@ -124,7 +124,8 @@ else
options_.occbin.simul.init_violvecbool = [];
options_.occbin.simul.irfshock = M_.exo_names;
options_.occbin.simul.SHOCKS = SHOCKS;
- [~, out] = occbin.solver(M_,oo_,options_);
+ [~, out] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
+
zlin=out.linear;
zpiece=out.piecewise;
frcst_regime_history=out.regime_history;
diff --git a/matlab/+occbin/irf.m b/matlab/+occbin/irf.m
index 70ad560d7c..a94b42b9d9 100644
--- a/matlab/+occbin/irf.m
+++ b/matlab/+occbin/irf.m
@@ -20,7 +20,7 @@ else
options_.occbin.simul.endo_init = oo_.occbin.smoother.alphahat(oo_.dr.inv_order_var,t0);
end
options_.occbin.simul.SHOCKS=shocks0;
-[~, out0] = occbin.solver(M_,oo_,options_);
+[~, out0] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
zlin0 = out0.linear;
zpiece0 = out0.piecewise;
@@ -61,11 +61,11 @@ for counter = 1:length(jexo_all)
if t0 == 0
options_.occbin.simul.SHOCKS=shocks1;
options_.occbin.simul.endo_init = [];
- [~, out_pos] = occbin.solver(M_,oo_,options_);
+ [~, out_pos] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
else
options_.occbin.simul.SHOCKS=shocks1;
options_.occbin.simul.endo_init = oo_.occbin.smoother.alphahat(oo_.dr.inv_order_var,t0);
- [~, out_pos] = occbin.solver(M_,oo_,options_);
+ [~, out_pos] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
end
if out_pos.error_flag
warning('Occbin error.')
@@ -85,11 +85,11 @@ for counter = 1:length(jexo_all)
if t0 == 0
options_.occbin.simul.SHOCKS=shocks_1;
options_.occbin.simul.endo_init = [];
- [~, out_neg] = occbin.solver(M_,oo_,options_);
+ [~, out_neg] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
else
options_.occbin.simul.SHOCKS=shocks_1;
options_.occbin.simul.endo_init = oo_.occbin.smoother.alphahat(oo_.dr.inv_order_var,t0);
- [~, out_neg] = occbin.solver(M_,oo_,options_);
+ [~, out_neg] = occbin.solver(M_,options_,oo_.dr,oo_.steady_state,oo_.exo_steady_state,oo_.exo_det_steady_state);
end
if out_neg.error_flag
warning('Occbin error.')
diff --git a/matlab/+occbin/plot_irfs.m b/matlab/+occbin/plot_irfs.m
index 48489b0f3a..efe9285478 100644
--- a/matlab/+occbin/plot_irfs.m
+++ b/matlab/+occbin/plot_irfs.m
@@ -66,7 +66,7 @@ for sss = 1:numel(shocksigns)
j1=j1+1;
if mod(j1,npan)==1
% vector corresponds to [left bottom width height]. 680 and 678 for the left and bottom elements correspond to the default values used by MATLAB while creating a figure and width, .
- hfig = dyn_figure(options_.nodisplay,'name',['OccbinIRFs ' shocknames{j} ' ' simulname],'PaperPositionMode', 'auto','PaperType','A4','PaperOrientation','portrait','renderermode','auto','position',[10 10 950 650]);
+ hfig = dyn_figure(options_.nodisplay,'name',['OccbinIRFs ' shocknames{j} ' ' simulname ' ' shocksign],'PaperPositionMode', 'auto','PaperType','A4','PaperOrientation','portrait','renderermode','auto','position',[10 10 950 650]);
ifig=ifig+1;
isub=0;
end
diff --git a/tests/occbin/filter/NKM.mod b/tests/occbin/filter/NKM.mod
index 81b25d1d7e..7bc3309032 100644
--- a/tests/occbin/filter/NKM.mod
+++ b/tests/occbin/filter/NKM.mod
@@ -311,6 +311,41 @@ varobs yg inom pi;
mh_replic=0, plot_priors=0, smoother,
nodisplay,consider_all_endogenous,heteroskedastic_filter,filter_step_ahead=[1],smoothed_state_uncertainty);
+ // plot regimes
+ occbin.plot_regimes(oo_.occbin.smoother.regime_history,M_,options_)
+
+ // forecast starting from period 42, zero shocks (default)
+ smoother2histval(period=42);
+ [oo, error_flag] = occbin.forecast(options_,M_,oo_,8);
+ // forecast with stochastic shocks
+ options_.occbin.forecast.qmc=true;
+ options_.occbin.forecast.replic=127;
+ [oo1, error_flag] = occbin.forecast(options_,M_,oo_,8);
+
+ // GIRF given states in 42 and shocks in 43
+ t0=42;
+ options_.occbin.irf.exo_names=M_.exo_names;
+ options_.occbin.irf.t0=t0;
+ oo_ = occbin.irf(M_,oo_,options_);
+
+ vars_irf = {
+ 'c', 'consumption'
+ 'n', 'labor'
+ 'y', 'output'
+ 'pigap', 'inflation rate'
+ 'inom', 'interest rate'
+ 'inomnot', 'shadow rate'
+ };
+
+ options_.occbin.plot_irf.exo_names = M_.exo_names;
+ options_.occbin.plot_irf.endo_names = vars_irf(:,1);
+ options_.occbin.plot_irf.endo_names_long = vars_irf(:,2);
+ // if you want to scale ...
+ // options_occbin_.plot_irf.endo_scaling_factor = vars_irf(:,3);
+ options_.occbin.plot_irf.simulname = ['t0_' int2str(t0)];
+ options_.occbin.plot_irf.tplot = min(40,options_.irf);
+ occbin.plot_irfs(M_,oo_,options_);
+
oo0=oo_;
// use smoother_redux
estimation(
diff --git a/tests/occbin/model_irrcap_twoconstraints/dynrbc_common.inc b/tests/occbin/model_irrcap_twoconstraints/dynrbc_common.inc
index 9f504605ef..d006a785da 100644
--- a/tests/occbin/model_irrcap_twoconstraints/dynrbc_common.inc
+++ b/tests/occbin/model_irrcap_twoconstraints/dynrbc_common.inc
@@ -109,5 +109,7 @@ occbin_graph(noconstant) c erra lambdak k i a k;
line1=100*[oo_.occbin.endo_piecewise.c-oo_.occbin.endo_ss.c,oo_.occbin.endo_piecewise.lambdak/100,oo_.occbin.endo_piecewise.k-oo_.occbin.endo_ss.k,oo_.occbin.endo_piecewise.i-oo_.occbin.endo_ss.i,oo_.occbin.endo_piecewise.a-oo_.occbin.endo_ss.a, shock_vector];
line2=100*[oo_.occbin.linear_smoother.SmoothedVariables.c-oo_.occbin.endo_ss.c,oo_.occbin.linear_smoother.SmoothedVariables.lambdak/100,oo_.occbin.linear_smoother.SmoothedVariables.k-oo_.occbin.endo_ss.k,oo_.occbin.linear_smoother.SmoothedVariables.i-oo_.occbin.endo_ss.i,oo_.occbin.linear_smoother.SmoothedVariables.a-oo_.occbin.endo_ss.a, oo_.occbin.linear_smoother.SmoothedShocks.erra/100];
occbin.make_chart(titlelist,legendlist,figtitle,ylabels,cat(3,line1,line2));
+
+ occbin.plot_regimes(oo_.occbin.smoother.regime_history,M_,options_)
@#endif
@#endfor
--
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