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with 367 additions and 387 deletions
dynare++/kord/korder_stoch.hweb
View file @ de8152c0
......@@ -64,7 +64,7 @@ public:@;
@<|IntegDerivs| constructor code@>;
};
@ This constuctor integrates a rule (namely its $g^{**}$ part) with
@ This constructor integrates a rule (namely its $g^{**}$ part) with
respect to $u=\tilde\sigma\eta$, and stores to the object the
derivatives of this integral $h$ at $(y^*,u,\sigma)=(\tilde
y^*,0,\tilde\sigma)$. The original container of $g^{**}$, the moments of
......
examples/NK_baseline.mod
View file @ de8152c0
......@@ -155,18 +155,18 @@ sigma_m =-5.85;
Lambdamu=3.4e-3;
LambdaA = 2.8e-3;
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
/*
The following parameters are set in the steady state file as they depend on other
deep parameters that were estimated in the original study. Setting them in the
deep parameters (some were estimated in the original study). Setting them in the
steady state file means they are updated for every parameter draw in the MCMC
algorithm, while the parameters initialized here are only set once for the initial
values of the parameters they depend on:
gammma1 as it depends on LambdaA, alppha, Lambdamu, betta, and delta
Rbar =0 as it depends on PI, LambdaA, alppha, Lambdamu, and betta
Lambdax
gammma1=mu_z*mu_I/betta-(1-delta);
R=1+(PIbar*mu_z/betta-1);
Lambdax=exp(LambdaYd);
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
*/
......
examples/NK_baseline_steadystate.m
View file @ de8152c0
......@@ -36,6 +36,7 @@ d=1;
phi=1;
m=0;
zeta=1;
LambdaYd= (LambdaA+alppha*Lambdamu)/(1-alppha);
mu_z=exp(LambdaYd);
mu_I=exp(Lambdamu);
mu_A=exp(LambdaA);
......
examples/ramst.mod
View file @ de8152c0
......@@ -74,8 +74,11 @@ periods 1;
values 1.2;
end;
// Deterministic simulation of the model for 200 periods
simul(periods=200);
// Prepare the deterministic simulation of the model over 200 periods
perfect_foresight_setup(periods=200);
// Perform the simulation
perfect_foresight_solver;
// Display the path of consumption and capital
rplot c;
......
license.txt
View file @ de8152c0
Format: http://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
Format: https://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
Upstream-Name: Dynare
Upstream-Contact: Dynare Team, whose members in 2016 are:
Upstream-Contact: Dynare Team, whose members in 2017 are:
Stéphane Adjemian <stephane.adjemian@univ-lemans.fr>
Houtan Bastani <houtan@dynare.org>
Michel Juillard <michel.juillard@mjui.fr>
Frédéric Karamé <frederic.karame@univ-lemans.fr>
Junior Maih <junior.maih@gmail.com>
Ferhat Mihoubi <fmihoubi@univ-evry.fr>
George Perendia <george@perendia.orangehome.co.uk>
Johannes Pfeifer <jpfeifer@gmx.de>
Marco Ratto <marco.ratto@jrc.ec.europa.eu>
Marco Ratto <marco.ratto@ec.europa.eu>
Sébastien Villemot <sebastien@dynare.org>
Source: http://www.dynare.org
......@@ -18,8 +17,8 @@ Copyright: 1996-2017 Dynare Team
License: GPL-3+
Files: matlab/AIM/SP*
Copyright: public-domain
License: public-domain
Copyright: none
License: public-domain-aim
This code is in the public domain and may be used freely.
However the authors would appreciate acknowledgement of the source by
citation of any of the following papers:
......@@ -86,53 +85,56 @@ Copyright: 2016 Benjamin Born and Johannes Pfeifer
2016 Dynare Team
License: GPL-3+
Files: matlab\gsa\Morris_Measure_Groups.m
matlab\gsa\Sampling_Function_2.m
Written by Jessica Cariboni and Francesca Campolongo
Files: matlab/gsa/Morris_Measure_Groups.m
matlab/gsa/Sampling_Function_2.m
Copyright: 2005 European Commission
2012 Dynare Team
License: GPL-3+
Comment: Written by Jessica Cariboni and Francesca Campolongo
Joint Research Centre, The European Commission,
Copyright (C) 2005 European Commission
Copyright (C) 2012 Dynare Team
Files: matlab\gsa\cumplot.m
matlab\gsa\filt_mc_.m
matlab\gsa\gsa_plotmatrix.m
matlab\gsa\gsa_skewness.m
matlab\gsa\gsa_speed.m
matlab\gsa\log_trans_.m
matlab\gsa\map_calibration.m
matlab\gsa\map_ident_.m
matlab\gsa\mcf_analysis.m
matlab\gsa\myboxplot.m
matlab\gsa\myprctilecol.m
matlab\gsa\prior_draw_gsa.m
matlab\gsa\read_data.m
matlab\gsa\redform_map.m
matlab\gsa\redform_screen.m
matlab\gsa\scatter_mcf.m
matlab\gsa\smirnov.m
matlab\gsa\stab_map_.m
matlab\gsa\stab_map_1.m
matlab\gsa\stab_map_2.m
matlab\gsa\stand_.m
matlab\gsa\tcrit.m
matlab\gsa\teff.m
matlab\gsa\trank.m
Copyright (C) 2011-2017 European Commission
Copyright (C) 2011-2017 Dynare Team
Files: matlab/gsa/cumplot.m
matlab/gsa/filt_mc_.m
matlab/gsa/gsa_plotmatrix.m
matlab/gsa/gsa_skewness.m
matlab/gsa/gsa_speed.m
matlab/gsa/log_trans_.m
matlab/gsa/map_calibration.m
matlab/gsa/map_ident_.m
matlab/gsa/mcf_analysis.m
matlab/gsa/myboxplot.m
matlab/gsa/myprctilecol.m
matlab/gsa/prior_draw_gsa.m
matlab/gsa/read_data.m
matlab/gsa/redform_map.m
matlab/gsa/redform_screen.m
matlab/gsa/scatter_mcf.m
matlab/gsa/smirnov.m
matlab/gsa/stab_map_.m
matlab/gsa/stab_map_1.m
matlab/gsa/stab_map_2.m
matlab/gsa/stand_.m
matlab/gsa/tcrit.m
matlab/gsa/teff.m
matlab/gsa/trank.m
Copyright: 2011-2017 European Commission
2011-2017 Dynare Team
License: GPL-3+
Files: matlab/gsa/pick.m
Copyright (C) 2001-2017 European Commission
This file is part of GLUEWIN
The program has been developed by M. Ratto, European Commission, Joint Research Centre,
Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
Applied Statistics, as a deliverable of the IMPACT project
(EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).
Disclaimer: This software has been developed at the Joint Research Centre of European Commission
Copyright: none
License: public-domain-jrc
This software has been developed at the Joint Research Centre of European Commission
by officers in the course of their official duties. This software is not subject to copyright
protection and is in the public domain. It is an experimental system. The Joint Research Centre
of European Commission assumes no responsibility whatsoever for its use by other parties
and makes no guarantees, expressed or implied, about its quality, reliability, or any other
characteristic. We would appreciate acknowledgement if the software is used.
Comment: This file is part of GLUEWIN.
The program has been developed by M. Ratto, European Commission, Joint Research Centre,
Institute for the Protection and Security of The Citizen, Technological and Economic Risk Management,
Applied Statistics, as a deliverable of the IMPACT project
(EC Fifth Framework Programme, SCA Project, IST-1999-11313, DG-INFSO).
Files: matlab/optimization/simpsa.m matlab/optimization/simpsaget.m matlab/optimization/simpsaset.m
Copyright: 2005 Henning Schmidt, FCC, henning@fcc.chalmers.se
......@@ -141,23 +143,24 @@ Copyright: 2005 Henning Schmidt, FCC, henning@fcc.chalmers.se
License: GPL-3+
Files: matlab/missing/stats/normpdf.m matlab/missing/stats/gamcdf.m
matlab/missing/stats/common_size.m matlab/missing/stats/chi2inv.m
matlab/missing/stats/chi2inv.m
matlab/missing/stats/gaminv.m matlab/missing/stats/gampdf.m
matlab/missing/stats/stdnormal_inv.m matlab/missing/stats/betacdf.m
matlab/missing/stats/betapdf.m matlab/missing/stats/normcdf.m
matlab/missing/stats/stdnormal_cdf.m matlab/missing/stats/norminv.m
matlab/missing/stats/stdnormal_pdf.m matlab/missing/stats/betainv.m
matlab/missing/stats-matlab/common_size.m
Copyright: 1995-2007 Kurt Hornik
2008-2011 Dynare Team
License: GPL-3+
Files: matlab/missing/stats/quantile.m
Files: matlab/missing/stats-matlab/quantile.m
Copyright: 2014-2016 Christopher Hummersone
2016 Dynare Team
License: GPL-3+
Files: matlab/missing/stats/corr.m
Files: matlab/missing/stats-matlab/corr.m
Copyright: 1993-1996 Kurt Hornik
1996-2015 John W. Eaton
2013-2015 Julien Bect
......@@ -175,83 +178,24 @@ Copyright: 2005 Jos van der Geest <jos@jasen.nl>
2013 Christophe Gouel
2016 Dynare Team
License: BSD-2-clause
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
.
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
Files: matlab/lmmcp/lmmcp.m
Copyright: 2005 Christian Kanzow and Stefania Petra
2013 Christophe Gouel
2014 Dynare Team
License: permissive
License: permissive-lmmcp
Unlimited permission is granted to everyone to use, copy, modify or
distribute this software.
Files: matlab/utilities/graphics/distinguishable_colors.m
Copyright 2010-2011 by Timothy E. Holy
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
Copyright: 2010-2011 Timothy E. Holy
License: BSD-2-clause
Files: matlab/utilities/graphics/colorspace.m
Pascal Getreuer 2005-2010
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
Copyright: 2005-2010 Pascal Getreuer
License: BSD-2-clause
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.dia doc/*.pdf doc/*.bib
Files: doc/dynare.texi doc/*.tex doc/*.svg doc/*.pdf doc/*.bib
Copyright: 1996-2017 Dynare Team
License: GFDL-NIV-1.3+
......@@ -300,7 +244,7 @@ Files: m4/ax_compare_version.m4
Copyright: 2008 Tim Toolan <toolan@ele.uri.edu>
License: permissive-autoconf
Files: m4/ax_latex_bibtex_test.m4 m4/ax_latex_class.m4 m4/ax_tex_test.m4
Files: m4/ax_latex_class.m4 m4/ax_tex_test.m4
Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
2009 Dynare Team
License: LGPL-2.1+
......@@ -329,7 +273,7 @@ Copyright: 1996-2011 Daniel Waggoner and Tao Zha
License: GPL-3+
Files: contrib/ms-sbvar/switch_dw/state_space/sbvar/dw_csminwel.c
state_space/sbvar/dw_csminwel.h
contrib/ms-sbvar/switch_dw/state_space/sbvar/dw_csminwel.h
Copyright: 1996 Christopher Sims
2003 Karibzhanov, Waggoner and Zha
License: GPL-3+
......@@ -403,32 +347,28 @@ Files: contrib/ms-sbvar/TZcode/MatlabFiles/qplot2.m
Copyright: 1997-2012 Clark A. Burdick
License: GPL-3+
Files: contrib/dmm/*
Copyright: 2010-2014 European Commission
2006-2012 Dynare Team
License: GPL-3+
Files: contrib/dmm/randlib/*
Copyright: none
License: public-domain
We place the Randlib code that we have written in the public domain.
.
NO WARRANTY
.
WE PROVIDE ABSOLUTELY NO WARRANTY OF ANY KIND EITHER EXPRESSED OR
IMPLIED, INCLUDING BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK
AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD
THIS PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY
SERVICING, REPAIR OR CORRECTION.
.
IN NO EVENT SHALL THE UNIVERSITY OF TEXAS OR ANY OF ITS COMPONENT
INSTITUTIONS INCLUDING M. D. ANDERSON HOSPITAL BE LIABLE TO YOU FOR
DAMAGES, INCLUDING ANY LOST PROFITS, LOST MONIES, OR OTHER SPECIAL,
INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE USE OR
INABILITY TO USE (INCLUDING BUT NOT LIMITED TO LOSS OF DATA OR DATA OR
ITS ANALYSIS BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY THIRD
PARTIES) THE PROGRAM.
License: BSD-2-clause
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are
met:
.
* Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
* Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in
the documentation and/or other materials provided with the distribution
.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
POSSIBILITY OF SUCH DAMAGE.
License: GFDL-NIV-1.3+
Permission is granted to copy, distribute and/or modify this document
......@@ -438,21 +378,6 @@ License: GFDL-NIV-1.3+
.
A copy of the license can be found at <http://www.gnu.org/licenses/fdl.txt>
License: GPL-2+
This program is free software: you can redistribute it and/or
modify it under the terms of the GNU General Public License as
published by the Free Software Foundation, either version 2 of
the License, or (at your option) any later version.
.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
.
You should have received a copy of the GNU General Public License
along with this program. If not, see
<http://www.gnu.org/licenses/>.
License: GPL-2+ with Autoconf exception
This program is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License as
......
m4/ax_latex_bibtex_test.m4 deleted 100644 → 0
View file @ 24a2fc34
# ===========================================================================
# http://www.nongnu.org/autoconf-archive/ax_latex_test.html
# ===========================================================================
#
# OBSOLETE MACRO
#
# Deprecated because of licensing issues. The Lesser GPL imposes licensing
# restrictions on the generated configure script unless it is augmented
# with an Autoconf Exception clause.
#
# SYNOPSIS
#
# AX_LATEX_BIBTEX_TEST(FILEDATA,BIBDATA,VARIABLETOSET,[NOCLEAN])
#
# DESCRIPTION
#
# This macros creates a bib file called contest.bib with BIBDATA,
# executes the latex application with FILEDATA as input, then runs
# bibtex on the resulting aux file, and finally sets VARIABLETOSET
# to yes or no depending on the result. If NOCLEAN is set, the folder
# used for the test is not deleted after testing.
#
# The macro assumes that the variables PDFLATEX and BIBTEX are set.
#
# Adapted from the macro AX_LATEX_TEST by Sébastien Villemot.
#
# LICENSE
#
# Copyright (c) 2008 Boretti Mathieu <boretti@eig.unige.ch>
# Copyright (c) 2009 Dynare Team
#
# This library is free software; you can redistribute it and/or modify it
# under the terms of the GNU Lesser General Public License as published by
# the Free Software Foundation; either version 2.1 of the License, or (at
# your option) any later version.
#
# This library is distributed in the hope that it will be useful, but
# WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser
# General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this library. If not, see <http://www.gnu.org/licenses/>.
AC_DEFUN([AX_LATEX_BIBTEX_TEST],[
rm -rf conftest.dir/.acltx
AS_MKDIR_P([conftest.dir/.acltx])
cd conftest.dir/.acltx
m4_ifval([$3],[$3="no"; export $3;])
cat > conftest.tex << ACLEOF
$1
ACLEOF
cat > conftest.bib << ACLEOF
$2
ACLEOF
$PDFLATEX conftest 2>&1 1>output
$BIBTEX conftest 2>&1 1>output2 m4_ifval([$3],[&& $3=yes])
cd ..
cd ..
sed 's/^/| /' conftest.dir/.acltx/conftest.tex >&5
echo "$as_me:$LINENO: executing $PDFLATEX conftest" >&5
sed 's/^/| /' conftest.dir/.acltx/output >&5
echo "$as_me:$LINENO: executing $BIBTEX conftest" >&5
sed 's/^/| /' conftest.dir/.acltx/output2 >&5
m4_ifval([$4],,[rm -rf conftest.dir/.acltx])
])
m4/ax_matlab_version.m4
View file @ de8152c0
dnl Copyright (C) 2009-2016 Dynare Team
dnl Copyright (C) 2009-2019 Dynare Team
dnl
dnl This file is part of Dynare.
dnl
......@@ -22,6 +22,21 @@ AC_REQUIRE([AX_MATLAB])
AC_MSG_CHECKING([for MATLAB version])
if test "x$MATLAB_VERSION" != "x"; then
case $MATLAB_VERSION in
*2019b | *2019B)
MATLAB_VERSION="9.7"
;;
*2019a | *2019A)
MATLAB_VERSION="9.6"
;;
*2018b | *2018B)
MATLAB_VERSION="9.5"
;;
*2018a | *2018A)
MATLAB_VERSION="9.4"
;;
*2017b | *2017B)
MATLAB_VERSION="9.3"
;;
*2017a | *2017A)
MATLAB_VERSION="9.2"
;;
......
m4/ax_mexext.m4
View file @ de8152c0
......@@ -41,13 +41,13 @@ else
AX_COMPARE_VERSION([$MATLAB_VERSION], [lt], [7.1], [AC_MSG_ERROR([I can't determine the MEX file extension. Please explicitly indicate it to the configure script with the MEXEXT variable.])])
case $build_os in
*cygwin*)
ax_cv_mexext=`$MATLAB/bin/mexext.bat | sed 's/\r//'`
ax_cv_mexext=$("$MATLAB"/bin/mexext.bat | sed 's/\r//')
;;
*mingw*)
ax_cv_mexext=`cd $MATLAB/bin && cmd /c mexext.bat | sed 's/\r//'`
ax_cv_mexext=$(cd "$MATLAB"/bin && cmd /c mexext.bat | sed 's/\r//')
;;
*)
ax_cv_mexext=`$MATLAB/bin/mexext`
ax_cv_mexext=$("$MATLAB"/bin/mexext)
;;
esac
fi])
......
matlab/DsgeSmoother.m
View file @ de8152c0
......@@ -58,7 +58,7 @@ function [alphahat,etahat,epsilonhat,ahat,SteadyState,trend_coeff,aK,T,R,P,PK,de
% SPECIAL REQUIREMENTS
% None
% Copyright (C) 2006-2017 Dynare Team
% Copyright (C) 2006-2018 Dynare Team
%
% This file is part of Dynare.
%
......@@ -104,6 +104,10 @@ oo_.dr.restrict_columns = bayestopt_.smoother_restrict_columns;
[T,R,SteadyState,info,M_,options_,oo_] = dynare_resolve(M_,options_,oo_);
if info~=0
print_info(info,options_.noprint, options_);
return
end
oo_.dr.restrict_var_list = oldoo.restrict_var_list;
oo_.dr.restrict_columns = oldoo.restrict_columns;
......@@ -179,7 +183,7 @@ elseif options_.lik_init == 3 % Diffuse Kalman filter
Z = [Z, eye(vobs)];
end
end
[Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,options_.qz_criterium,oo_.dr.restrict_var_list);
[Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,options_.qz_criterium);
elseif options_.lik_init == 4 % Start from the solution of the Riccati equation.
[err, Pstar] = kalman_steady_state(transpose(T),R*Q*transpose(R),transpose(build_selection_matrix(mf,np,vobs)),H);
mexErrCheck('kalman_steady_state',err);
......
matlab/GetOneDraw.m
View file @ de8152c0
function [xparams, logpost] = GetOneDraw(type)
% function [xparams, logpost] = GetOneDraw(type)
function [xparams, logpost] = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_)
% function [xparams, logpost] = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_)
% draws one parameter vector and its posterior from MCMC or the prior
%
% INPUTS
% type: [string] 'posterior': draw from MCMC draws
% 'prior': draw from prior
% M_ [structure] Definition of the model
% estim_params_ [structure] characterizing parameters to be estimated
% oo_ [structure] Storage of results
% options_ [structure] Options
% bayestopt_ [structure] describing the priors
%
% OUTPUTS
% xparams: vector of estimated parameters (drawn from posterior or prior distribution)
......@@ -36,6 +41,6 @@ switch type
case 'prior'
xparams = prior_draw();
if nargout>1
logpost = evaluate_posterior_kernel(xparams');
logpost = evaluate_posterior_kernel(xparams',M_,estim_params_,oo_,options_,bayestopt_);
end
end
\ No newline at end of file
matlab/PosteriorIRF.m
View file @ de8152c0
......@@ -174,7 +174,7 @@ localVars.type=type;
if strcmpi(type,'posterior')
while b<B
b = b + 1;
x(b,:) = GetOneDraw(type);
x(b,:) = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_);
end
end
......
matlab/PosteriorIRF_core1.m
View file @ de8152c0
......@@ -141,7 +141,7 @@ while fpar<B
irun = irun+1;
irun2 = irun2+1;
if strcmpi(type,'prior')
deep = GetOneDraw(type);
deep = GetOneDraw(type,M_,estim_params_,oo_,options_,bayestopt_);
else
deep = x(fpar,:);
end
......
matlab/add_path_to_mex_files.m
View file @ de8152c0
......@@ -51,8 +51,16 @@ else
addpath(mexpath);
end
end
elseif matlab_ver_less_than('9.4')
tmp = [dynareroot '../mex/matlab/win64-7.8-9.3/'];
if exist(tmp, 'dir')
mexpath = tmp;
if modifypath
addpath(mexpath);
end
end
else
tmp = [dynareroot '../mex/matlab/win64-7.8-9.2/'];
tmp = [dynareroot '../mex/matlab/win64-9.4-9.7/'];
if exist(tmp, 'dir')
mexpath = tmp;
if modifypath
......
matlab/annualized_shock_decomposition.m
View file @ de8152c0
......@@ -57,17 +57,16 @@ islog = q2a.islog;
aux = q2a.aux;
aux0 = aux;
cumfix = q2a.cumfix;
% usual shock decomp
if isstruct(oo_)
% z = oo_.shock_decomposition;
myopts=options_;
myopts.plot_shock_decomp.type='qoq';
myopts.plot_shock_decomp.realtime=0;
[z, junk] = plot_shock_decomposition(M_,oo_,myopts,[]);
else
z = oo_;
qvintage_ = vintage_;
tpoints = t0:4:t1;
if ~ismember(vintage_,tpoints) && vintage_
ind1=min(find(tpoints>vintage_));
ind2=max(find(tpoints<vintage_));
vintage_=tpoints(ind1);
end
z = z(i_var,:,:);
nfrcst = options_.shock_decomp.forecast/4;
%% initialize names
mytype=var_type;
if isfield(q2a,'name')
mytxt = q2a.name;
......@@ -90,29 +89,6 @@ if isfield(q2a,'name')
end
mytype=0;
end
if isstruct(aux)
if ischar(aux.y)
myopts=options_;
myopts.plot_shock_decomp.type='qoq';
myopts.plot_shock_decomp.realtime=0;
[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux.y);
aux.y=y_aux;
aux.yss=steady_state_aux;
end
yaux=aux.y;
end
if mytype==2
gtxt = 'PHI'; % inflation rate
gtex = '\pi';
elseif mytype
gtxt = 'G'; % growth rate
gtex = 'g';
end
steady_state=steady_state(i_var);
% endo_names = M_.endo_names(i_var,:);
% endo_names_tex = M_.endo_names_tex(i_var,:);
nterms = size(z,2);
nfrcst = opts.forecast/4;
for j=1:nvar
if j>1
......@@ -133,44 +109,47 @@ for j=1:nvar
gendo_names_tex = [gtex '(' deblank(endo_names_tex(j,:)) ')'];
end
end
for k =1:nterms
if isstruct(aux)
aux.y = squeeze(yaux(j,k,min((t0-3):-4:1):end));
end
[za(j,k,:), steady_state_a(j,1), gza(j,k,:), steady_state_ga(j,1)] = ...
quarterly2annual(squeeze(z(j,k,min((t0-3):-4:1):end)),steady_state(j),GYTREND0,var_type,islog,aux);
end
ztmp=squeeze(za(j,:,:));
if cumfix==0
zscale = sum(ztmp(1:end-1,:))./ztmp(end,:);
ztmp(1:end-1,:) = ztmp(1:end-1,:)./repmat(zscale,[nterms-1,1]);
else
zres = ztmp(end,:)-sum(ztmp(1:end-1,:));
ztmp(end-1,:) = ztmp(end-1,:) + zres;
end
gztmp=squeeze(gza(j,:,:));
if cumfix==0
gscale = sum(gztmp(1:end-1,:))./ gztmp(end,:);
gztmp(1:end-1,:) = gztmp(1:end-1,:)./repmat(gscale,[nterms-1,1]);
else
gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
gztmp(end-1,:) = gztmp(end-1,:)+gres;
end
za(j,:,:) = ztmp;
gza(j,:,:) = gztmp;
end
if q2a.plot ==1
z=gza;
endo_names = gendo_names;
endo_names_tex = gendo_names_tex;
elseif q2a.plot == 2
z=za;
else
z=cat(1,za,gza);
elseif q2a.plot ~= 2
endo_names = char(endo_names,gendo_names);
endo_names_tex = char(endo_names_tex,gendo_names_tex);
end
% end initialize names
steady_state=steady_state(i_var);
if realtime_==0
% usual shock decomp
if isstruct(oo_)
% z = oo_.shock_decomposition;
myopts=options_;
myopts.plot_shock_decomp.type='qoq';
myopts.plot_shock_decomp.realtime=0;
[z, junk] = plot_shock_decomposition(M_,oo_,myopts,[]);
else
z = oo_;
end
z = z(i_var,:,:);
if isstruct(aux)
if ischar(aux.y)
myopts=options_;
myopts.plot_shock_decomp.type='qoq';
myopts.plot_shock_decomp.realtime=0;
[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux.y);
aux.y=y_aux;
aux.yss=steady_state_aux;
end
end
% endo_names = M_.endo_names(i_var,:);
% endo_names_tex = M_.endo_names_tex(i_var,:);
% make annualized shock decomp
[z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state);
end
% if isstruct(oo_)
% oo_.annualized_shock_decomposition=z;
% end
......@@ -180,85 +159,55 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
init=1;
for i=t0:4:t1
yr=floor(i/4);
za=[];
gza=[];
myopts=options_;
myopts.plot_shock_decomp.type='qoq';
myopts.plot_shock_decomp.realtime=1;
myopts.plot_shock_decomp.vintage=i;
[z, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,[]);
% retrieve quarterly shock decomp
z = plot_shock_decomposition(M_,oo_,myopts,[]);
zdim = size(z);
z = z(i_var,:,:);
if isstruct(aux)
if ischar(aux0.y)
% retrieve quarterly shock decomp for aux variable
[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
aux.y=y_aux;
aux.yss=steady_state_aux;
end
yaux=aux.y;
end
nterms = size(z,2);
% z = oo_.realtime_shock_decomposition.(['time_' int2str(i)]);
% z = z(i_var,:,:);
% make annualized shock decomp
[z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state);
for j=1:nvar
for k =nterms:-1:1
% if k<nterms
% ztmp = squeeze(sum(z(j,[1:k-1,k+1:end-1],t0-4:end)));
% else
ztmp = squeeze(z(j,k,min((t0-3):-4:1):end));
% end
if isstruct(aux)
aux.y = squeeze(yaux(j,k,min((t0-3):-4:1):end));
end
[za(j,k,:), steady_state_a(j,1), gza(j,k,:), steady_state_ga(j,1)] = ...
quarterly2annual(ztmp,steady_state(j),GYTREND0,var_type,islog,aux);
% if k<nterms
% za(j,k,:) = za(j,end,:) - za(j,k,:);
% gza(j,k,:) = gza(j,end,:) - gza(j,k,:);
% end
end
ztmp=squeeze(za(j,:,:));
if cumfix==0
zscale = sum(ztmp(1:end-1,:))./ztmp(end,:);
ztmp(1:end-1,:) = ztmp(1:end-1,:)./repmat(zscale,[nterms-1,1]);
if init==1
oo_.annualized_realtime_shock_decomposition.pool = z;
else
zres = ztmp(end,:)-sum(ztmp(1:end-1,:));
ztmp(end-1,:) = ztmp(end-1,:) + zres;
oo_.annualized_realtime_shock_decomposition.pool(:,:,yr) = z(:,:,end-nfrcst);
end
oo_.annualized_realtime_shock_decomposition.(['yr_' int2str(yr)]) = z;
gztmp=squeeze(gza(j,:,:));
if cumfix==0
gscale = sum(gztmp(1:end-1,:))./ gztmp(end,:);
gztmp(1:end-1,:) = gztmp(1:end-1,:)./repmat(gscale,[nterms-1,1]);
else
gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
gztmp(end-1,:) = gztmp(end-1,:)+gres;
if options_.shock_decomp.forecast
if qvintage_>i-4 && qvintage_<i
myopts.plot_shock_decomp.vintage=qvintage_;
% retrieve quarterly shock decomp
z = plot_shock_decomposition(M_,oo_,myopts,[]);
z(:,:,end+1:zdim(3))=nan; % fill with nan's remaining time points to reach Q4
z = z(i_var,:,:);
if isstruct(aux)
if ischar(aux0.y)
% retrieve quarterly shock decomp for aux variable
[y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
aux.y=y_aux;
aux.yss=steady_state_aux;
end
za(j,:,:) = ztmp;
gza(j,:,:) = gztmp;
end
if q2a.plot ==1
z=gza;
elseif q2a.plot == 2
z=za;
else
z=cat(1,za,gza);
end
% make annualized shock decomp
z = annualiz(z,t0,q2a,aux,steady_state);
if init==1
oo_.annualized_realtime_shock_decomposition.pool = z;
else
oo_.annualized_realtime_shock_decomposition.pool(:,:,yr) = z(:,:,end-nfrcst);
end
oo_.annualized_realtime_shock_decomposition.(['yr_' int2str(yr)]) = z;
if opts.forecast
oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr)]) = z(:,:,end-nfrcst:end);
if init>nfrcst
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-nfrcst)]) = ...
......@@ -277,6 +226,7 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
oo_.annualized_realtime_shock_decomposition.pool(:,:,yr-my_forecast_:yr) - ...
oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,:,1:my_forecast_+1);
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end-1,:) = ...
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end-1,:) + ...
oo_.annualized_realtime_forecast_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,1:my_forecast_+1);
oo_.annualized_realtime_conditional_shock_decomposition.(['yr_' int2str(yr-my_forecast_)])(:,end,:) = ...
oo_.annualized_realtime_shock_decomposition.pool(:,end,yr-my_forecast_:yr);
......@@ -331,3 +281,53 @@ else
steady_state = steady_state_a;
end
end
return
function [z, steady_state_a, steady_state_ga] = annualiz(z,t0,q2a,aux,steady_state)
GYTREND0 = q2a.GYTREND0;
var_type = q2a.type;
islog = q2a.islog;
cumfix = q2a.cumfix;
if isstruct(aux)
yaux=aux.y;
end
[nvar , nterms, junk] = size(z);
for j=1:nvar
for k =1:nterms
ztmp = squeeze(z(j,k,min((t0-3):-4:1):end));
if isstruct(aux)
aux.y = squeeze(yaux(j,k,min((t0-3):-4:1):end));
end
[za(j,k,:), steady_state_a(j,1), gza(j,k,:), steady_state_ga(j,1)] = ...
quarterly2annual(ztmp,steady_state(j),GYTREND0,var_type,islog,aux);
end
ztmp=squeeze(za(j,:,:));
if cumfix==0
zscale = sum(ztmp(1:end-1,:))./ztmp(end,:);
ztmp(1:end-1,:) = ztmp(1:end-1,:)./repmat(zscale,[nterms-1,1]);
else
zres = ztmp(end,:)-sum(ztmp(1:end-1,:));
ztmp(1:end-1,:) = ztmp(1:end-1,:) + repmat(zres,[nterms-1 1])/(nterms-1);
end
gztmp=squeeze(gza(j,:,:));
if cumfix==0
gscale = sum(gztmp(1:end-1,:))./ gztmp(end,:);
gztmp(1:end-1,:) = gztmp(1:end-1,:)./repmat(gscale,[nterms-1,1]);
else
gres = gztmp(end,:) - sum(gztmp(1:end-1,:));
gztmp(1:end-1,:) = gztmp(1:end-1,:) + repmat(gres,[nterms-1 1])/(nterms-1);
end
za(j,:,:) = ztmp;
gza(j,:,:) = gztmp;
end
if q2a.plot ==1
z=gza;
elseif q2a.plot == 2
z=za;
else
z=cat(1,za,gza);
end
matlab/cli/prior.m
View file @ de8152c0
......@@ -3,7 +3,7 @@ function varargout = prior(varargin)
% Computes various prior statistics and display them in the command window.
%
% INPUTS
% 'table', 'moments', 'optimize', 'simulate', 'plot'
% 'table', 'moments', 'optimize', 'simulate', 'plot', 'moments(distribution)'
%
% OUTPUTS
% none
......@@ -11,7 +11,7 @@ function varargout = prior(varargin)
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2015-2017 Dynare Team
% Copyright (C) 2015-2018 Dynare Team
%
% This file is part of Dynare.
%
......@@ -103,6 +103,9 @@ if ismember('simulate', varargin) % Prior simulations (BK).
disp(['mjdgges crash share = ' num2str(results.dll.problem_share)])
disp(['Steady state problem share = ' num2str(results.ss.problem_share)])
disp(['Complex steady state share = ' num2str(results.ss.complex_share)])
if options_.loglinear
disp(['Nonpositive steady state share = ' num2str(results.ss.nonpositive_share)])
end
disp(['Analytical steady state problem share = ' num2str(results.ass.problem_share)])
skipline(2)
donesomething = true;
......@@ -158,6 +161,7 @@ if ismember('moments(distribution)', varargin) % Prior simulations (BK).
dr = tmp.pdraws{j,3};
oo__ = oo_;
oo__.dr = dr;
Model=set_parameters_locally(Model,tmp.pdraws{j,1});% Needed to update the covariance matrix of the state innovations.
oo__ = disp_th_moments(oo__.dr, [], Model, options_, oo__);
FirstOrderMoments(:,iter) = oo__.mean;
SecondOrderMoments(:,:,iter) = oo__.var;
......
matlab/compute_Pinf_Pstar.m
View file @ de8152c0
......@@ -30,7 +30,7 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum
% SPECIAL REQUIREMENTS
% None
% Copyright (C) 2006-2017 Dynare Team
% Copyright (C) 2006-2018 Dynare Team
%
% This file is part of Dynare.
%
......@@ -48,8 +48,22 @@ function [Pstar,Pinf] = compute_Pinf_Pstar(mf,T,R,Q,qz_criterium, restrict_colum
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
np = size(T,1);
if nargin == 6
indx = restrict_columns;
indx0=find(~ismember([1:np],indx));
else
indx=(find(max(abs(T))>=1.e-10));
indx0=(find(max(abs(T))<1.e-10));
end
np0=length(indx0);
Tbkp = T;
T0=T(indx0,indx); % static variables vs. dynamic ones
R0=R(indx0,:); % matrix of shocks for static variables
% perform Kitagawa transformation
% Perform Kitagawa transformation only for non-zero columns of T
T=T(indx,indx);
R=R(indx,:);
np = size(T,1);
[QT,ST] = schur(T);
e1 = abs(ordeig(ST)) > 2-qz_criterium;
[QT,ST] = ordschur(QT,ST,e1);
......@@ -59,7 +73,6 @@ nk1 = nk+1;
Pstar = zeros(np,np);
R1 = QT'*R;
B = R1*Q*R1';
% computes variance of stationary block (lower right)
i = np;
while i >= nk+2
if ST(i,i-1) == 0
......@@ -100,13 +113,64 @@ if i == nk+1
Pstar(nk1,nk1)=(B(nk1,nk1)+c)/(1-ST(nk1,nk1)*ST(nk1,nk1));
end
if np0
ST1=ST;
% Now I recover stationarized static variables using
% ss = s-A*z
% and
% z-z(-1) (growth rates of unit roots) only depends on stationary variables
Pstar = blkdiag(zeros(np0),Pstar);
ST = [zeros(length(Pstar),length(indx0)) [T0*QT ;ST]];
R1 = [R0; R1];
% Build the matrix for stationarized variables
STinf = ST(np0+1:np0+nk,np0+1:np0+nk);
iSTinf = inv(STinf);
ST0=ST;
ST0(:,1:np0+nk)=0; % stationarized static + 1st difference only respond to lagged stationary states
ST00 = ST(1:np0,np0+1:np0+nk);
% A\B is the matrix division of A into B, which is roughly the
% same as INV(A)*B
ST0(1:np0,np0+nk+1:end) = ST(1:np0,np0+nk+1:end)-ST00*(iSTinf*ST(np0+1:np0+nk,np0+nk+1:end)); % snip non-stationary part
R10 = R1;
R10(1:np0,:) = R1(1:np0,:)-ST00*(iSTinf*R1(np0+1:np0+nk,:)); % snip non-stationary part
% Kill non-stationary part before projecting Pstar
ST0(np0+1:np0+nk,:)=0;
R10(np0+1:np0+nk,:)=0; % is this questionable???? IT HAS TO in order to match Michel's version!!!
% project Pstar onto static x
Pstar = ST0*Pstar*ST0'+R10*Q*R10';
% QT(1:np0,np0+1:np0+nk) = QT(1:np0,np0+1:np0+nk)+ST(1:np0,np0+1:np0+nk); %%% is this questionable ????
% reorder QT entries
else
STinf = ST(np0+1:np0+nk,np0+1:np0+nk);
end
% stochastic trends with no influence on observed variables are
% arbitrarily initialized to zero
Pinf = zeros(np,np);
Pinf(1:nk,1:nk) = eye(nk);
if np0
STtriu = STinf-eye(nk);
% A\B is the matrix division of A into B, which is roughly the
% same as INV(A)*B
STinf0 = ST00*(eye(nk)-iSTinf*STtriu);
Pinf = blkdiag(zeros(np0),Pinf);
QT = blkdiag(eye(np0),QT);
QTinf = QT;
QTinf(1:np0,np0+1:np0+nk) = STinf0;
QTinf([indx0(:); indx(:)],:) = QTinf;
STinf1 = [zeros(np0+np,np0) [STinf0; eye(nk); zeros(np-nk,nk)] zeros(np0+np,np-nk)];
for k = 1:nk
if norm(QTinf(mf,:)*ST([indx0(:); indx(:)],k+np0)) < 1e-8
Pinf(k+np0,k+np0) = 0;
end
end
Pinf = STinf1*Pinf*STinf1';
QT([indx0(:); indx(:)],:) = QT;
else
for k = 1:nk
if norm(QT(mf,:)*ST(:,k)) < 1e-8
Pinf(k,k) = 0;
Pinf(k+np0,k+np0) = 0;
end
end
end
......
matlab/discretionary_policy_1.m
View file @ de8152c0
......@@ -67,6 +67,9 @@ if options_.steadystate_flag
options_,0);
end
[U,Uy,W] = feval([M_.fname,'_objective_static'],zeros(endo_nbr,1),[], M_.params);
if any(any(isnan(Uy)))
error(['discretionary_policy: the derivatives of the objective function contain NaN'])
end
if any(any(Uy~=0))
error(['discretionary_policy: the objective function must have zero ' ...
'first order derivatives'])
......@@ -98,7 +101,9 @@ instr_nbr=endo_nbr-eq_nbr;
if instr_nbr==0
error('discretionary_policy:: There are no available instruments, because the model has as many equations as variables.')
end
if size(Instruments,1)~= instr_nbr
if size(Instruments,1)< instr_nbr
error('discretionary_policy:: There are fewer declared instruments than omitted equations.')
elseif size(Instruments,1)> instr_nbr
error('discretionary_policy:: There are more declared instruments than omitted equations.')
end
......
matlab/discretionary_policy_engine.m
View file @ de8152c0
......@@ -48,7 +48,7 @@ function [H,G,retcode]=discretionary_policy_engine(AAlag,AA0,AAlead,BB,bigw,inst
% Dennis, Richard (2007): Optimal policy in rational expectations models: new solution algorithms,
% Macroeconomic Dynamics, 11, 31–55.
% Copyright (C) 2007-2017 Dynare Team
% Copyright (C) 2007-2018 Dynare Team
%
% This file is part of Dynare.
%
......@@ -112,9 +112,9 @@ F1=F10;
while 1
iter=iter+1;
P=SylvesterDoubling(W+beta*F1'*Q*F1,beta*H1',H1,discretion_tol,solve_maxit);
if any(any(isnan(P)))
if any(any(isnan(P))) || any(any(isinf(P)))
P=SylvesterHessenbergSchur(W+beta*F1'*Q*F1,beta*H1',H1);
if any(any(isnan(P)))
if any(any(isnan(P))) || any(any(isinf(P)))
retcode=2;
return
end
......
matlab/disp_dr.m
View file @ de8152c0
......@@ -27,6 +27,11 @@ function disp_dr(dr,order,var_list)
global M_ options_
if M_.hessian_eq_zero && order~=1
order = 1;
warning('disp_dr: using order = 1 because Hessian is equal to zero');
end
nx =size(dr.ghx,2);
nu =size(dr.ghu,2);
if options_.block
......
matlab/disp_identification.m
View file @ de8152c0
......@@ -84,7 +84,11 @@ end
disp([' ']),
if any(idemodel.ino)
no_warning_message_display=1;
if any(idemodel.ino) || any(any(idemodel.ind0==0)) || any(any(idemodel.jweak_pair))
no_warning_message_display=0;
disp('WARNING !!!')
if SampleSize>1
disp(['The rank of H (model) is deficient for ', num2str(length(find(idemodel.ino))),' out of ',int2str(SampleSize),' MC runs!' ]),
......@@ -152,12 +156,15 @@ if any(idemodel.ino)
% end
end
if ~any(idemodel.ino) && ~any(any(idemodel.ind0==0))
if no_warning_message_display
disp(['All parameters are identified in the model (rank of H).' ]),
skipline()
end
if any(idemoments.ino)
no_warning_message_display = 1;
if any(idemoments.ino) || any(any(idemoments.ind0==0)) || any(any(idemoments.jweak_pair))
no_warning_message_display = 0;
skipline()
disp('WARNING !!!')
if SampleSize > 1
......@@ -234,7 +241,7 @@ if any(idemoments.ino)
% end
% end
end
if ~any(idemoments.ino) && ~any(any(idemoments.ind0==0))
if no_warning_message_display
skipline()
disp(['All parameters are identified by J moments (rank of J)' ]),
skipline()
......