1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52
|
function [endogenousvariables, info] = sim1_purely_backward(endogenousvariables, exogenousvariables, steadystate, M, options)
% Performs deterministic simulation of a purely backward model
% Copyright © 2012-2021 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 <https://www.gnu.org/licenses/>.
ny0 = nnz(M.lead_lag_incidence(2,:)); % Number of variables at current period
iyb = M.lead_lag_incidence(1,:)>0; % Logical vector (for lagged variables)
if ny0 ~= M.endo_nbr
error('All endogenous variables must appear at the current period!')
end
if ismember(options.solve_algo, [12,14]) && ~M.possible_to_use_solve_algo_12_14
error(M.message_solve_algo_12_14)
end
dynamicmodel = str2func([M.fname,'.dynamic']);
dynamicmodel_s = str2func('dynamic_backward_model_for_simulation');
info.status = true;
for it = M.maximum_lag + (1:options.periods)
y = endogenousvariables(:,it-1); % Values at previous period, also used as guess value for current period
ylag = y(iyb);
if ismember(options.solve_algo, [12,14])
[tmp, check] = dynare_solve(dynamicmodel_s, y, options, M.isloggedlhs, M.isauxdiffloggedrhs, M.endo_names, M.lhs, ...
dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
else
[tmp, check] = dynare_solve(dynamicmodel_s, y, options, ...
dynamicmodel, ylag, exogenousvariables, M.params, steadystate, it);
end
if check
info.status = false;
end
endogenousvariables(:,it) = tmp;
end
|