From d46a3b18973d1f2844ef87624016902e8877034b Mon Sep 17 00:00:00 2001
From: michel <michel@ac1d8469-bf42-47a9-8791-bf33cf982152>
Date: Fri, 20 Mar 2009 10:14:02 +0000
Subject: [PATCH] 4.0: merged r2275 changeset from trunk (update OSR for unit
roots)
git-svn-id: https://www.dynare.org/svn/dynare/branches/4.0@2482 ac1d8469-bf42-47a9-8791-bf33cf982152
---
matlab/osr1.m | 37 +++++++++++++++++++++++++++++--------
1 file changed, 29 insertions(+), 8 deletions(-)
diff --git a/matlab/osr1.m b/matlab/osr1.m
index 29d8b1f5c2..42000c0e1d 100644
--- a/matlab/osr1.m
+++ b/matlab/osr1.m
@@ -40,18 +40,39 @@ function osr1(i_params,i_var,weights)
exe =zeros(M_.exo_nbr,1);
- oo_.dr = set_state_space(oo_.dr,M_);
+ dr = set_state_space(oo_.dr,M_);
% check if ys is steady state
- fh = str2func([M_.fname '_static']);
- if max(abs(feval(fh, oo_.steady_state, exe, M_.params))) > options_.dynatol
- [oo_.dr.ys, check] = dynare_solve([M_.fname '_static'], oo_.steady_state, 1, exe, M_.params);
- if check
- error('OLR: convergence problem in DYNARE_SOLVE')
- end
+ if exist([M_.fname '_steadystate'])
+ [dr.ys,check1] = feval([M_.fname '_steadystate'],oo_.steady_state,...
+ [oo_.exo_steady_state; oo_.exo_det_steady_state]);
else
- oo_.dr.ys = oo_.steady_state;
+ % testing if ys isn't a steady state or if we aren't computing Ramsey policy
+ fh = str2func([M_.fname '_static']);
+ if max(abs(feval(fh,oo_.steady_state,[oo_.exo_steady_state; oo_.exo_det_steady_state], M_.params))) ...
+ > options_.dynatol & options_.ramsey_policy == 0
+ if options_.linear == 0
+ % nonlinear models
+ [dr.ys,check1] = dynare_solve(fh,dr.ys,options_.jacobian_flag,...
+ [oo_.exo_steady_state; ...
+ oo_.exo_det_steady_state], M_.params);
+ else
+ % linear models
+ [fvec,jacob] = feval(fh,oo_.steady_state,[oo_.exo_steady_state;...
+ oo_.exo_det_steady_state], M_.params);
+ dr.ys = oo_.steady_state-jacob\fvec;
+ end
+ end
end
+ oo_.dr = dr;
+% $$$ if max(abs(feval(fh, oo_.steady_state, exe, M_.params))) > options_.dynatol
+% $$$ [oo_.dr.ys, check] = dynare_solve([M_.fname '_static'], oo_.steady_state, 1, exe, M_.params);
+% $$$ if check
+% $$$ error('OLR: convergence problem in DYNARE_SOLVE')
+% $$$ end
+% $$$ else
+% $$$ oo_.dr.ys = oo_.steady_state;
+% $$$ end
np = size(i_params,1);
--
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