diff --git a/matlab/dr_block.m b/matlab/dr_block.m
index ce28abdb61ed05a82ecd65aac1d2526a7c0abc87..bb51b72610bbb94f35760680f8d37d2a65c17669 100644
--- a/matlab/dr_block.m
+++ b/matlab/dr_block.m
@@ -77,8 +77,7 @@ else
it_=M_.maximum_lag+1;
y=dynvars_from_endo_simul(z, it_, M_);
for blk = 1:length(M_.block_structure.block)
- funcname = sprintf('%s.block.dynamic_%d', M_.fname, blk);
- [~, T, data(blk).g1, data(blk).g1_x, data(blk).g1_xd, data(blk).g1_o]=feval(funcname, y, zx, M_.params, dr.ys, T, it_, true);
+ [~, ~, T, data(blk).g1, data(blk).g1_x, data(blk).g1_xd, data(blk).g1_o]=feval([M_.fname '.dynamic'], blk, y, zx, M_.params, dr.ys, T, it_, true);
end
end
dr.full_rank = 1;
diff --git a/matlab/dynare_solve_block_or_bytecode.m b/matlab/dynare_solve_block_or_bytecode.m
index 3fafaf0d12688d401c03c8c9e418d6e251eb69ba..072e43cdfa3a15e0d28999a8aef4530ad8ae7985 100644
--- a/matlab/dynare_solve_block_or_bytecode.m
+++ b/matlab/dynare_solve_block_or_bytecode.m
@@ -37,7 +37,7 @@ if options.block && ~options.bytecode
ss(M.block_structure_stat.block(b).variable) = y;
else
n = length(M.block_structure_stat.block(b).variable);
- [ss, T, ~, check] = solve_one_boundary([M.fname '.block.static_' int2str(b)], ss, exo, ...
+ [ss, T, ~, check] = solve_one_boundary([M.fname '.static' ], ss, exo, ...
params, [], T, M.block_structure_stat.block(b).variable, n, 1, false, b, 0, options.simul.maxit, ...
options.solve_tolf, ...
options.slowc, 0, options.solve_algo, true, false, false, M, options, []);
@@ -47,8 +47,9 @@ if options.block && ~options.bytecode
end
end
end
- % In particular, the following updates the temporary terms vector (for the dynare_solve case)
- [r, x, T, g1] = feval([M.fname '.static'], b, ss, exo, params, T);
+ % Compute endogenous if the block is of type evaluate forward/backward
+ % Also update the temporary terms vector (needed for the dynare_solve case)
+ [~, x, T, g1] = feval([M.fname '.static'], b, ss, exo, params, T);
end
elseif options.bytecode
if options.solve_algo > 4
diff --git a/matlab/lnsrch1_wrapper_one_boundary.m b/matlab/lnsrch1_wrapper_one_boundary.m
index 6b47975903cbf4a6056ea4fbcdeccc4cdc22035e..700bade4b13a5af8b4a6c09ef3fcdca3cd8af913 100644
--- a/matlab/lnsrch1_wrapper_one_boundary.m
+++ b/matlab/lnsrch1_wrapper_one_boundary.m
@@ -1,12 +1,12 @@
-function r = lnsrch1_wrapper_one_boundary(ya, ll_index, fname, y, x, params, steady_state, T, it_)
+function r = lnsrch1_wrapper_one_boundary(ya, ll_index, fname, blk, y, x, params, steady_state, T, it_)
% wrapper for solve_one_boundary m-file when it is used with a dynamic
% model
%
% INPUTS
% ya [vector] The endogenous of the current block
% ll_index [vector] M_.lead_lag_incidence(M_.maximum_endo_lag+1, :)
-% fname [string] name of the file containing the block
-% to simulate
+% fname [string] name of the static/dynamic file
+% blk [int] block number
% y [vector] Dynamic endogenous variables of the model
% x [matrix] All the exogenous variables of the model
% params [vector] All the parameters of the model
@@ -40,4 +40,4 @@ function r = lnsrch1_wrapper_one_boundary(ya, ll_index, fname, y, x, params, ste
% along with Dynare. If not, see <http://www.gnu.org/licen
y2(nonzeros(ll_index)) = ya(find(ll_index));
-[r, ~, g1]=feval(fname, y, x, params, steady_state, T, it_, false);
+[r, ~, ~, g1]=feval(fname, blk, y, x, params, steady_state, T, it_, false);
diff --git a/matlab/lnsrch1_wrapper_two_boundaries.m b/matlab/lnsrch1_wrapper_two_boundaries.m
index 4f6d903cef09390fa42cdf4b49e7a75a352a1c7a..989cd107e8f5c21635c0d02bfa72532692bedf5b 100644
--- a/matlab/lnsrch1_wrapper_two_boundaries.m
+++ b/matlab/lnsrch1_wrapper_two_boundaries.m
@@ -1,4 +1,4 @@
-function ra = lnsrch1_wrapper_two_boundaries(ya, fname, y, y_index, x, ...
+function ra = lnsrch1_wrapper_two_boundaries(ya, fname, blk, y, y_index, x, ...
params, steady_state, T, periods, ...
y_size, M_)
% wrapper for solve_one_boundary m-file when it is used with a dynamic
@@ -8,8 +8,8 @@ function ra = lnsrch1_wrapper_two_boundaries(ya, fname, y, y_index, x, ...
% ya [vector] The endogenous of the current block
% y_index [vector of int] The index of the endogenous variables of
% the block
-% fname [string] name of the file containing the block
-% to simulate
+% fname [string] name of the dynamic file
+% blk [int] block number
% y [matrix] All the endogenous variables of the model
% x [matrix] All the exogenous variables of the model
% params [vector] All the parameters of the model
@@ -51,5 +51,5 @@ function ra = lnsrch1_wrapper_two_boundaries(ya, fname, y, y_index, x, ...
y(y_index, M_.maximum_lag+(1:periods)) = reshape(ya',length(y_index),periods);
ra = NaN(periods*y_size, 1);
for it_ = M_.maximum_lag+(1:periods)
- [ra((it_-M_.maximum_lag-1)*y_size+(1:y_size)), ~, g1]=feval(fname, dynvars_from_endo_simul(y, it_, M_), x, params, steady_state, T(:, it_), it_, false);
+ [ra((it_-M_.maximum_lag-1)*y_size+(1:y_size)), ~, ~, g1]=feval(fname, blk, dynvars_from_endo_simul(y, it_, M_), x, params, steady_state, T(:, it_), it_, false);
end
diff --git a/matlab/perfect-foresight-models/solve_block_decomposed_problem.m b/matlab/perfect-foresight-models/solve_block_decomposed_problem.m
index fe09633313436ccb010bd399208122952f89453d..be248f27f2a5ff2a34c38e965936807996f9671d 100644
--- a/matlab/perfect-foresight-models/solve_block_decomposed_problem.m
+++ b/matlab/perfect-foresight-models/solve_block_decomposed_problem.m
@@ -43,9 +43,9 @@ y=oo_.endo_simul;
T=NaN(M_.block_structure.dyn_tmp_nbr, options_.periods+M_.maximum_lag+M_.maximum_lead);
oo_.deterministic_simulation.status = 0;
+funcname = [ M_.fname '.dynamic'];
+
for blk = 1:length(M_.block_structure.block)
- funcname = sprintf('%s.block.dynamic_%d', M_.fname, blk);
-
recursive_size = M_.block_structure.block(blk).endo_nbr - M_.block_structure.block(blk).mfs;
y_index = M_.block_structure.block(blk).variable((recursive_size+1):end);
@@ -64,7 +64,7 @@ for blk = 1:length(M_.block_structure.block)
end
for it_ = range
y2 = dynvars_from_endo_simul(y, it_, M_);
- [y2, T(:, it_)] = feval(funcname, y2, oo_.exo_simul, M_.params, oo_.steady_state, T(:, it_), it_, false);
+ [~, y2, T(:, it_)] = feval(funcname, blk, y2, oo_.exo_simul, M_.params, oo_.steady_state, T(:, it_), it_, false);
y(find(M_.lead_lag_incidence(M_.maximum_endo_lag+1, :)), it_) = y2(nonzeros(M_.lead_lag_incidence(M_.maximum_endo_lag+1, :)));
end
elseif M_.block_structure.block(blk).Simulation_Type == 3 || ... % solveForwardSimple
diff --git a/matlab/resid.m b/matlab/resid.m
index 46d876053c9e803476933778e6ce86861e64dbac..bee538510d4087ac4b7f8c3c91d35812cb066cb5 100644
--- a/matlab/resid.m
+++ b/matlab/resid.m
@@ -71,11 +71,16 @@ if options_.block && ~options_.bytecode
z = zeros(M_.endo_nbr,1);
T = NaN(M_.block_structure_stat.tmp_nbr, 1);
for i = 1:length(M_.block_structure_stat.block)
- [r, yy, T, g, var_indx] = feval([M_.fname '.static'],...
- i,...
- oo_.steady_state,...
- [oo_.exo_steady_state; ...
- oo_.exo_det_steady_state], M_.params, T);
+ [r, yy, T, g] = feval([M_.fname '.static'],...
+ i,...
+ oo_.steady_state,...
+ [oo_.exo_steady_state; ...
+ oo_.exo_det_steady_state], M_.params, T);
+ if M_.block_structure_stat.block(i).Simulation_Type == 1 || ... % evaluateForward
+ M_.block_structure_stat.block(i).Simulation_Type == 2 % evaluateBackward
+ vidx = M_.block_structure_stat.block(i).variable;
+ r = yy(vidx) - oo_.steady_state(vidx);
+ end
idx = M_.block_structure_stat.block(i).equation;
z(idx) = r;
end
diff --git a/matlab/solve_one_boundary.m b/matlab/solve_one_boundary.m
index 0b3530b1ae5705dc97f584fe4063a7a7d7f4374f..af9b6559254036cb66925e1816dbea40a5c4549e 100644
--- a/matlab/solve_one_boundary.m
+++ b/matlab/solve_one_boundary.m
@@ -92,9 +92,9 @@ for it_=start:incr:finish
g1=spalloc( Blck_size, Blck_size, nze);
while ~(cvg==1 || iter>maxit_)
if is_dynamic
- [r, T(:, it_), g1] = feval(fname, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
+ [r, ~, T(:, it_), g1] = feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
else
- [r, T, g1] = feval(fname, y, x, params, T);
+ [r, ~, T, g1] = feval(fname, Block_Num, y, x, params, T);
end
if ~isreal(r)
max_res=(-(max(max(abs(r))))^2)^0.5;
@@ -203,9 +203,9 @@ for it_=start:incr:finish
p = -g1\r ;
[ya,f,r,check]=lnsrch1(ya,f,g,p,stpmax, ...
'lnsrch1_wrapper_one_boundary',nn, ...
- y_index_eq, options.solve_tolx, M.lead_lag_incidence(M.maximum_endo_lag+1, :), fname, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_);
+ y_index_eq, options.solve_tolx, M.lead_lag_incidence(M.maximum_endo_lag+1, :), fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_);
%% Recompute temporary terms, since they are not given as output of lnsrch1
- [~, T(:, it_)] = feval(fname, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
+ [~, ~, T(:, it_)] = feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
dx = ya' - y(index_eq, it_);
y(index_eq, it_) = ya;
elseif (is_dynamic && (stack_solve_algo==1 || stack_solve_algo==0)) || (~is_dynamic && options.solve_algo==6)
@@ -262,10 +262,10 @@ for it_=start:incr:finish
y(y_index_eq) = phat;
end
if is_dynamic
- [r, T(:, it_), g1] = feval(fname, dynvars_from_endo_simul(y, it_, M), x, params, ...
+ [r, ~, T(:, it_), g1] = feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, ...
steady_state, T(:, it_), it_, false);
else
- [r, T, g1] = feval(fname, y, x, params, T);
+ [r, ~, T, g1] = feval(fname, Block_Num, y, x, params, T);
end
if max(abs(r))>=options.solve_tolf
[dx,flag1] = bicgstab(g1,-r,1e-7,Blck_size,L1,U1);
diff --git a/matlab/solve_two_boundaries.m b/matlab/solve_two_boundaries.m
index c46ac5c2273a3b5143ec26261c3b53a27d0ba8cb..d1c595f6b6e21d6f117d51dbd9db144fdf7e9995 100644
--- a/matlab/solve_two_boundaries.m
+++ b/matlab/solve_two_boundaries.m
@@ -83,7 +83,7 @@ while ~(cvg==1 || iter>maxit_)
r = NaN(Blck_size, periods);
g1a = spalloc(Blck_size*periods, Blck_size*periods, nze*periods);
for it_ = y_kmin+(1:periods)
- [r(:, it_-y_kmin), T(:, it_), g1]=feval(fname, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
+ [r(:, it_-y_kmin), ~, T(:, it_), g1]=feval(fname, Block_Num, dynvars_from_endo_simul(y, it_, M), x, params, steady_state, T(:, it_), it_, false);
if periods == 1
g1a = g1(:, Blck_size+(1:Blck_size));
elseif it_ == y_kmin+1
@@ -314,7 +314,7 @@ while ~(cvg==1 || iter>maxit_)
g = (ra'*g1a)';
f = 0.5*ra'*ra;
p = -g1a\ra;
- [yn,f,ra,check]=lnsrch1(ya,f,g,p,stpmax,'lnsrch1_wrapper_two_boundaries',nn,nn, options.solve_tolx, fname, y, y_index,x, params, steady_state, T, periods, Blck_size, M);
+ [yn,f,ra,check]=lnsrch1(ya,f,g,p,stpmax,'lnsrch1_wrapper_two_boundaries',nn,nn, options.solve_tolx, fname, Block_Num, y, y_index,x, params, steady_state, T, periods, Blck_size, M);
dx = ya - yn;
y(y_index, y_kmin+(1:periods))=reshape(yn',length(y_index),periods);
end
diff --git a/preprocessor b/preprocessor
index f4d2ce70dafd1331791b2fd96f3468b3f6c103da..f098329c74225d68fe84f2a5aa32721c2b76036c 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit f4d2ce70dafd1331791b2fd96f3468b3f6c103da
+Subproject commit f098329c74225d68fe84f2a5aa32721c2b76036c