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function info=stoch_simul_sparse(var_list)
% This file is a modified version of stoch_simul.m: common parts should be factorized!
% Copyright (C) 2001-2012 Dynare Team
%
% This file is part of Dynare.
%
% Dynare 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 3 of the License, or
% (at your option) any later version.
%
% Dynare 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 Dynare. If not, see <http://www.gnu.org/licenses/>.
global M_ options_ oo_ it_
options_old = options_;
if options_.linear
options_.order = 1;
end
if (options_.order == 1)
options_.replic = 1;
end
TeX = options_.TeX;
iter_ = max(options_.periods,1);
if M_.exo_nbr > 0
oo_.exo_simul= ones(iter_ + M_.maximum_lag + M_.maximum_lead,1) * oo_.exo_steady_state';
end
check_model;
[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
if info(1)
options_ = options_old;
print_info(info, options_.noprint);
return
end
oo_dr_kstate = [];
oo_dr_nstatic = 0;
for i=1:length(M_.block_structure.block)
oo_dr_kstate = [ oo_dr_kstate ; M_.block_structure.block(i).dr.kstate];
oo_dr_nstatic = oo_dr_nstatic + M_.block_structure.block(i).dr.nstatic;
end
if ~options_.noprint
disp(' ')
disp('MODEL SUMMARY')
disp(' ')
disp([' Number of variables: ' int2str(M_.endo_nbr)])
disp([' Number of stochastic shocks: ' int2str(M_.exo_nbr)])
disp([' Number of state variables: ' ...
int2str(length(find(oo_dr_kstate(:,2) <= M_.maximum_lag+1)))])
disp([' Number of jumpers: ' ...
int2str(length(find(oo_dr_kstate(:,2) == M_.maximum_lag+2)))])
disp([' Number of static variables: ' int2str(oo_dr_nstatic)])
my_title='MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS';
labels = deblank(M_.exo_names);
headers = char('Variables',labels);
lh = size(labels,2)+2;
dyntable(my_title,headers,labels,M_.Sigma_e,lh,10,6);
disp(' ')
disp_dr_sparse(oo_.dr,options_.order,var_list);
end
if options_.periods == 0 && options_.nomoments == 0
disp_th_moments(oo_.dr,var_list);
elseif options_.periods ~= 0
if options_.periods < options_.drop
disp(['STOCH_SIMUL error: The horizon of simulation is shorter' ...
' than the number of observations to be DROPed'])
options_ =options_old;
return
end
if isempty(M_.endo_histval)
y0 = oo_.dr.ys;
else
y0 = M_.endo_histval;
end
oo_.endo_simul = simult(y0,oo_.dr);
dyn2vec;
if options_.nomoments == 0
disp_moments(oo_.endo_simul,var_list);
end
end
if options_.irf
if size(var_list,1) == 0
var_list = M_.endo_names(1:M_.orig_endo_nbr, :);
if TeX
var_listTeX = M_.endo_names_tex(1:M_.orig_endo_nbr, :);
end
end
n = size(var_list,1);
ivar=zeros(n,1);
if TeX
var_listTeX = [];
end
for i=1:n
i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
if isempty(i_tmp)
error (['One of the specified variables does not exist']) ;
else
ivar(i) = i_tmp;
if TeX
if isempty(var_listTeX)
var_listTeX = deblank(M_.endo_names_tex(i_tmp,:));
else
var_listTeX = char(var_listTeX,deblank(M_.endo_names_tex(i_tmp,:)));
end
end
end
end
if TeX
fidTeX = fopen([M_.fname '_IRF.TeX'],'w');
fprintf(fidTeX,'%% TeX eps-loader file generated by stoch_simul.m (Dynare).\n');
fprintf(fidTeX,['%% ' datestr(now,0) '\n']);
fprintf(fidTeX,' \n');
end
SS(M_.exo_names_orig_ord,M_.exo_names_orig_ord)=M_.Sigma_e+1e-14*eye(M_.exo_nbr);
cs = transpose(chol(SS));
tit(M_.exo_names_orig_ord,:) = M_.exo_names;
if TeX
titTeX(M_.exo_names_orig_ord,:) = M_.exo_names_tex;
end
irf_shocks_indx = getIrfShocksIndx();
for i=irf_shocks_indx
if SS(i,i) > 1e-13
y=irf(oo_.dr,cs(M_.exo_names_orig_ord,i), options_.irf, options_.drop, ...
options_.replic, options_.order);
if options_.relative_irf
y = 100*y/cs(i,i);
end
irfs = [];
mylist = [];
if TeX
mylistTeX = [];
end
for j = 1:n
assignin('base',[deblank(M_.endo_names(ivar(j),:)) '_' deblank(M_.exo_names(i,:))],...
y(ivar(j),:)');
eval(['oo_.irfs.' deblank(M_.endo_names(ivar(j),:)) '_' ...
deblank(M_.exo_names(i,:)) ' = y(ivar(j),:);']);
if max(y(ivar(j),:)) - min(y(ivar(j),:)) > 1e-10
irfs = cat(1,irfs,y(ivar(j),:));
if isempty(mylist)
mylist = deblank(var_list(j,:));
else
mylist = char(mylist,deblank(var_list(j,:)));
end
if TeX
if isempty(mylistTeX)
mylistTeX = deblank(var_listTeX(j,:));
else
mylistTeX = char(mylistTeX,deblank(var_listTeX(j,:)));
end
end
end
end
if options_.nograph == 0
number_of_plots_to_draw = size(irfs,1);
[nbplt,nr,nc,lr,lc,nstar] = pltorg(number_of_plots_to_draw);
if nbplt == 0
elseif nbplt == 1
if options_.relative_irf
hh = dyn_figure(options_,'Name',['Relative response to' ...
' orthogonalized shock to ' tit(i,:)]);
else
hh = dyn_figure(options_,'Name',['Orthogonalized shock to' ...
' ' tit(i,:)]);
end
for j = 1:number_of_plots_to_draw
subplot(nr,nc,j);
plot(1:options_.irf,transpose(irfs(j,:)),'-k','linewidth',1);
hold on
plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
hold off
xlim([1 options_.irf]);
title(deblank(mylist(j,:)),'Interpreter','none');
end
dyn_saveas(hh,[ M_.fname '_IRF_' deblank(tit(i,:)) ],options_);
if TeX
fprintf(fidTeX,'\\begin{figure}[H]\n');
for j = 1:number_of_plots_to_draw
fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist(j,:)),deblank(mylistTeX(j,:)));
end
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s}\n',M_.fname,deblank(tit(i,:)));
fprintf(fidTeX,'\\caption{Impulse response functions (orthogonalized shock to $%s$).}',titTeX(i,:));
fprintf(fidTeX,'\\label{Fig:IRF:%s}\n',deblank(tit(i,:)));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
else
for fig = 1:nbplt-1
if options_.relative_irf == 1
hh = dyn_figure(options_,'Name',['Relative response to orthogonalized shock' ...
' to ' tit(i,:) ' figure ' int2str(fig)]);
else
hh =dyn_figure(options_,'Name',['Orthogonalized shock to ' tit(i,:) ...
' figure ' int2str(fig)]);
end
for plt = 1:nstar
subplot(nr,nc,plt);
plot(1:options_.irf,transpose(irfs((fig-1)*nstar+plt,:)),'-k','linewidth',1);
hold on
plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
hold off
xlim([1 options_.irf]);
title(deblank(mylist((fig-1)*nstar+plt,:)),'Interpreter','none');
end
dyn_saveas(hh,[ M_.fname '_IRF_' deblank(tit(i,:)) int2str(fig)],options_);
if TeX
fprintf(fidTeX,'\\begin{figure}[H]\n');
for j = 1:nstar
fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist((fig-1)*nstar+j,:)),deblank(mylistTeX((fig-1)*nstar+j,:)));
end
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s%s}\n',M_.fname,deblank(tit(i,:)),int2str(fig));
if options_.relative_irf
fprintf(fidTeX,['\\caption{Relative impulse response' ...
' functions (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
else
fprintf(fidTeX,['\\caption{Impulse response functions' ...
' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
end
fprintf(fidTeX,'\\label{Fig:BayesianIRF:%s:%s}\n',deblank(tit(i,:)),int2str(fig));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
% close(hh);
end
hh = dyn_figure(options_,'Name',['Orthogonalized shock to ' tit(i,:) ' figure ' int2str(nbplt) '.']);
m = 0;
for plt = 1:number_of_plots_to_draw-(nbplt-1)*nstar;
m = m+1;
subplot(lr,lc,m);
plot(1:options_.irf,transpose(irfs((nbplt-1)*nstar+plt,:)),'-k','linewidth',1);
hold on
plot([1 options_.irf],[0 0],'-r','linewidth',0.5);
hold off
xlim([1 options_.irf]);
title(deblank(mylist((nbplt-1)*nstar+plt,:)),'Interpreter','none');
end
dyn_saveas(hh,[ M_.fname '_IRF_' deblank(tit(i,:)) int2str(nbplt) ],options_);
if TeX
fprintf(fidTeX,'\\begin{figure}[H]\n');
for j = 1:m
fprintf(fidTeX,['\\psfrag{%s}[1][][0.5][0]{$%s$}\n'],deblank(mylist((nbplt-1)*nstar+j,:)),deblank(mylistTeX((nbplt-1)*nstar+j,:)));
end
fprintf(fidTeX,'\\centering \n');
fprintf(fidTeX,'\\includegraphics[scale=0.5]{%s_IRF_%s%s}\n',M_.fname,deblank(tit(i,:)),int2str(nbplt));
if options_.relative_irf
fprintf(fidTeX,['\\caption{Relative impulse response functions' ...
' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
else
fprintf(fidTeX,['\\caption{Impulse response functions' ...
' (orthogonalized shock to $%s$).}'],deblank(titTeX(i,:)));
end
fprintf(fidTeX,'\\label{Fig:IRF:%s:%s}\n',deblank(tit(i,:)),int2str(nbplt));
fprintf(fidTeX,'\\end{figure}\n');
fprintf(fidTeX,' \n');
end
end
end
end
if TeX
fprintf(fidTeX,' \n');
fprintf(fidTeX,'%% End Of TeX file. \n');
fclose(fidTeX);
end
end
end
if options_.SpectralDensity.trigger == 1
[omega,f] = UnivariateSpectralDensity(oo_.dr,var_list);
end
options_ = options_old;
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