diff --git a/matlab/dyn_ramsey_static.m b/matlab/dyn_ramsey_static.m index 21a3d3903772011ed5ab557adda33caf4c3d4304..121b03c9cee77a56a14274780d68adf24ea9ebe3 100644 --- a/matlab/dyn_ramsey_static.m +++ b/matlab/dyn_ramsey_static.m @@ -56,7 +56,7 @@ if options_.steadystate_flag [xx,params,check] = evaluate_steady_state_file(ys,exo_ss,params,... M.fname,options_.steadystate_flag); else - n_var = M.orig_endo_nbr+min(find([M.aux_vars.type] == 6)) - 1; + n_var = M.orig_endo_nbr; xx = oo.steady_state(1:n_var); [xx,info1] = dynare_solve(nl_func,xx,0); steady_state = nl_func(xx); @@ -71,13 +71,17 @@ rJ = []; mult = []; % recovering usefull fields +params = M.params; endo_nbr = M.endo_nbr; +endo_names = M.endo_names; exo_nbr = M.exo_nbr; orig_endo_nbr = M.orig_endo_nbr; +aux_vars_type = [M.aux_vars.type]; +orig_endo_aux_nbr = orig_endo_nbr + min(find(aux_vars_type == 6)) - 1; orig_eq_nbr = M.orig_eq_nbr; -inst_nbr = orig_endo_nbr - orig_eq_nbr; +inst_nbr = orig_endo_aux_nbr - orig_eq_nbr; % indices of Lagrange multipliers -i_mult = [orig_endo_nbr+(1:orig_eq_nbr)]'; +i_mult = [orig_endo_aux_nbr+(1:orig_eq_nbr)]'; fname = M.fname; max_lead = M.maximum_lead; max_lag = M.maximum_lag; @@ -94,16 +98,18 @@ if options_.steadystate_flag instruments = options_.instruments; for i = 1:size(instruments,1) k_inst = [k_inst; strmatch(instruments(i,:), ... - M.endo_names,'exact')]; + endo_names,'exact')]; end oo.steady_state(k_inst) = x; [x,params,check] = evaluate_steady_state_file(oo.steady_state,... [oo.exo_steady_state; ... oo.exo_det_steady_state] ... - ,M.params,M.fname,... + ,params,fname,... options_.steadystate_flag); end +xx = zeros(endo_nbr,1); +xx(1:length(x)) = x; % setting steady state of auxiliary variables % that depends on original endogenous variables if any([M.aux_vars.type] ~= 6) @@ -112,44 +118,43 @@ if any([M.aux_vars.type] ~= 6) s_a_v_func = @(z) fh(z,... [oo.exo_steady_state,... oo.exo_det_steady_state],... - M.params); - x = s_a_v_func(x); + params); + xx = s_a_v_func(xx); else needs_set_auxiliary_variables = 0; end % value and Jacobian of objective function ex = zeros(1,M.exo_nbr); -[U,Uy,Uyy] = feval([fname '_objective_static'],x,ex, M.params); +[U,Uy,Uyy] = feval([fname '_objective_static'],x,ex, params); Uy = Uy'; Uyy = reshape(Uyy,endo_nbr,endo_nbr); % set multipliers and auxiliary variables that % depends on multipliers to 0 to compute residuals -xx = [x; zeros(M.endo_nbr - M.orig_eq_nbr,1)]; [res,fJ] = feval([fname '_static'],xx,[oo.exo_simul oo.exo_det_simul], ... M.params); % index of multipliers and corresponding equations % the auxiliary variables before the Lagrange multipliers are treated % as ordinary endogenous variables -n_var = M.orig_endo_nbr + min(find([M.aux_vars.type] == 6)) - 1; -aux_eq = [1:n_var, orig_endo_nbr+orig_eq_nbr+1:size(fJ,1)]; -A = fJ(aux_eq,n_var+1:end); +aux_eq = [1:orig_endo_aux_nbr, orig_endo_aux_nbr+orig_eq_nbr+1:size(fJ,1)]; +A = fJ(aux_eq,orig_endo_aux_nbr+1:end); y = res(aux_eq); -mult = -A\y; +aux_vars = -A\y; -resids1 = y+A*mult; +resids1 = y+A*aux_vars; if inst_nbr == 1 r1 = sqrt(resids1'*resids1); else [q,r,e] = qr([A y]'); - r1 = r(end,(orig_endo_nbr-inst_nbr+1:end))'; + k = size(A,1)+(1-inst_nbr:0); + r1 = r(end,k)'; end if options_.steadystate_flag resids = r1; else - resids = [resids1; r1]; + resids = [res(orig_endo_nbr+(1:orig_endo_nbr-inst_nbr)); r1]; end rJ = []; -steady_state = [x(1:n_var); mult]; \ No newline at end of file +steady_state = [xx(1:orig_endo_aux_nbr); aux_vars]; \ No newline at end of file