From 7d11ed764263a71aec6efe76ad96e7d02f317610 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@mjui.fr>
Date: Wed, 29 Jul 2015 15:41:17 +0200
Subject: [PATCH] histval: use now the same treatment for exogenous and
exogenous det variables as for endogenous ones. Closes issue #617.
---
matlab/global_initialization.m | 2 ++
matlab/perfect-foresight-models/make_ex_.m | 22 +++++++++++++++++-----
preprocessor/NumericalInitialization.cc | 10 ++++++----
3 files changed, 25 insertions(+), 9 deletions(-)
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index cdf4e9037e..65acab6edc 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -491,6 +491,8 @@ oo_.exo_det_simul = [];
M_.params = [];
M_.endo_histval = [];
+M_.exo_histval = [];
+M_.exo_det_histval = [];
M_.Correlation_matrix = [];
M_.Correlation_matrix_ME = [];
diff --git a/matlab/perfect-foresight-models/make_ex_.m b/matlab/perfect-foresight-models/make_ex_.m
index ea269c81bf..8ad894825a 100644
--- a/matlab/perfect-foresight-models/make_ex_.m
+++ b/matlab/perfect-foresight-models/make_ex_.m
@@ -39,15 +39,27 @@ if M_.exo_det_nbr > 1 && isempty(oo_.exo_det_steady_state)
end
% Initialize oo_.exo_simul
-if isempty(ex0_)
- oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
+if isempty(M_.exo_histval)
+ if isempty(ex0_)
+ oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
+ else
+ oo_.exo_simul = [ repmat(ex0_',M_.maximum_lag,1) ; repmat(oo_.exo_steady_state',options_.periods+M_.maximum_lead,1) ];
+ end
else
- oo_.exo_simul = [ repmat(ex0_',M_.maximum_lag,1) ; repmat(oo_.exo_steady_state',options_.periods+M_.maximum_lead,1) ];
-end
+ if isempty(ex0_)
+ oo_.exo_simul = [M_.exo_histval'; repmat(oo_.exo_steady_state',options_.periods+M_.maximum_lead,1)];
+ else
+ error('histval and endval cannot be used simultaneously')
+ end
+end
% Initialize oo_.exo_det_simul
if M_.exo_det_nbr > 0
- oo_.exo_det_simul = [ones(M_.maximum_lag+options_.periods+M_.maximum_lead,1)*oo_.exo_det_steady_state'];
+ if isempty(M_.exo_det_histval)
+ oo_.exo_det_simul = repmat(oo_.exo_det_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
+ else
+ oo_.exo_det_simul = [M_.exo_det_histval'; repmat(oo_.exo_det_steady_state',options_.periods+M_.maximum_lead,1)];
+ end
end
% Add temporary shocks
diff --git a/preprocessor/NumericalInitialization.cc b/preprocessor/NumericalInitialization.cc
index f8491d8b02..48fc02ffba 100644
--- a/preprocessor/NumericalInitialization.cc
+++ b/preprocessor/NumericalInitialization.cc
@@ -274,7 +274,9 @@ HistValStatement::writeOutput(ostream &output, const string &basename, bool mini
output << "%" << endl
<< "% HISTVAL instructions" << endl
<< "%" << endl
- << "M_.endo_histval = zeros(M_.endo_nbr,M_.maximum_lag);" << endl;
+ << "M_.endo_histval = zeros(M_.endo_nbr,M_.maximum_lag);" << endl
+ << "M_.exo_histval = zeros(M_.exo_nbr,M_.maximum_lag);" << endl
+ << "M_.exo_det_histval = zeros(M_.exo_det_nbr,M_.maximum_lag);" << endl;
for (hist_values_t::const_iterator it = hist_values.begin();
it != hist_values.end(); it++)
@@ -312,9 +314,9 @@ HistValStatement::writeOutput(ostream &output, const string &basename, bool mini
if (type == eEndogenous)
output << "M_.endo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
else if (type == eExogenous)
- output << "oo_.exo_simul( M_.maximum_lag + " << lag << ", " << tsid << " ) = ";
- else if (type != eExogenousDet)
- output << "oo_.exo_det_simul( M_.maximum_lag + " << lag << ", " << tsid << " ) = ";
+ output << "M_.exo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
+ else if (type == eExogenousDet)
+ output << "M_.exo_det_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
expression->writeOutput(output);
output << ";" << endl;
--
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