1function plan = flip_plan(plan, exogenous, endogenous, expectation_type, date, value) 2% Adds to the forecast scenario a conditional forecast shock (the path of an endogenous variable is constrained and the values compatible values of the related exogenous variable will be compued) 3% 4% INPUTS 5% o plan [structure] A structure describing the different shocks and the implied variables, the date of the shocks and the path of the shock (forecast scenario). 6% The plan structure is created by the functions init_plan, basic_plan and flip_plan 7% o exogenous [string] A string containing the name of the endogenous variable with a constrained path. 8% o endogenous [string] A string containing the name of the exogenous. This exogenous variable will be en endogenous variable when the conditional forecast will be perform. 9% o expectation_type [string] A string indicating the type of expectation: 'surprise' for an unexpected shock, and 'perfect_foresight' for a perfectly anticpated shock. 10% o date [dates] The period of the shock 11% o value [array of double] A vector of double containing the constrined path on the endogenous variable 12% 13% 14% OUTPUTS 15% plan [structure] Returns a structure containing the updated forecast scenario. 16% 17% 18% Copyright (C) 2013-2017 Dynare Team 19% 20% This file is part of Dynare. 21% 22% Dynare is free software: you can redistribute it and/or modify 23% it under the terms of the GNU General Public License as published by 24% the Free Software Foundation, either version 3 of the License, or 25% (at your option) any later version. 26% 27% Dynare is distributed in the hope that it will be useful, 28% but WITHOUT ANY WARRANTY; without even the implied warranty of 29% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 30% GNU General Public License for more details. 31% 32% You should have received a copy of the GNU General Public License 33% along with Dynare. If not, see <http://www.gnu.org/licenses/>. 34if ~ischar(expectation_type) || size(expectation_type,1) ~= 1 35 error(['in flip_plan the fourth argument should be a string containing the simulation type (''perfect_foresight'' or ''surprise'')']); 36end 37exogenous = strtrim(exogenous); 38ix = find(strcmp(exogenous, plan.endo_names)); 39if isempty(ix) 40 error(['in flip_plan the second argument ' exogenous ' is not an endogenous variable']); 41end 42endogenous = strtrim(endogenous); 43iy = find(strcmp(endogenous, plan.exo_names)); 44if isempty(iy) 45 error(['in flip_plan the third argument ' endogenous ' is not an exogenous variable']); 46end 47sdate = length(date); 48if sdate > 1 49 if date(1) < plan.date(1) || date(end) > plan.date(end) 50 error(['in flip_plan the fifth argument (date=' date ') must lay inside the plan.date ' plan.date]); 51 end 52else 53 if date < plan.date(1) || date > plan.date(end) 54 error(['in flip_plan the fifth argument (date=' date ') must lay iside the plan.date ' plan.date]); 55 end 56end 57if ~isempty(plan.shock_vars_) 58 common_var = find(iy == plan.shock_vars_); 59 if ~isempty(common_var) 60 common_date = intersect(date, plan.shock_date_{common_var}); 61 if ~isempty(common_date) 62 if common_date.length > 1 63 the_dates = [cell2mat(strings(common_date(1))) ':' cell2mat(strings(common_date(end)))]; 64 else 65 the_dates = cell2mat(strings(common_date)); 66 end 67 error(['Impossible case: ' plan.exo_names{plan.shock_vars_(common_var)} ' is used both as a shock and as an endogenous variable to control the path of ' plan.endo_names{ix} ' at the dates ' the_dates]); 68 end 69 end 70end 71i_ix = find(ix == plan.constrained_vars_); 72if isempty(i_ix) 73 if isempty(plan.constrained_vars_) 74 plan.constrained_vars_ = ix; 75 plan.options_cond_fcst_.controlled_varexo = iy; 76 if strcmp(expectation_type, 'perfect_foresight') 77 plan.constrained_perfect_foresight_ = 1; 78 else 79 plan.constrained_perfect_foresight_ = 0; 80 end 81 else 82 plan.constrained_vars_ = [plan.constrained_vars_ ; ix]; 83 plan.options_cond_fcst_.controlled_varexo = [plan.options_cond_fcst_.controlled_varexo ; iy]; 84 if strcmp(expectation_type, 'perfect_foresight') 85 plan.constrained_perfect_foresight_ = [plan.constrained_perfect_foresight_ ; 1]; 86 else 87 plan.constrained_perfect_foresight_ = [plan.constrained_perfect_foresight_ ; 0]; 88 end 89 end 90 plan.constrained_date_{length(plan.constrained_date_) + 1} = date; 91 plan.constrained_str_date_{length(plan.constrained_str_date_) + 1} = strings(date); 92 plan.constrained_int_date_{length(plan.constrained_int_date_) + 1} = date - plan.date(1) + 1; 93 plan.constrained_paths_{length(plan.constrained_paths_) + 1} = value; 94elseif plan.options_cond_fcst_.controlled_varexo(i_ix) == iy % same exogenous and endogenous hard tune 95[plan.constrained_str_date_{i_ix}, i1, i2] = union(strings(date), plan.constrained_str_date_{i_ix}); 96plan.constrained_date_{i_ix} = [date(i1) plan.constrained_date_{i_ix}(i2)]; 97plan.constrained_int_date_{i_ix} = [date(i1) - plan.date(1) + 1; plan.constrained_int_date_{i_ix}(i2)]; 98plan.constrained_paths_{i_ix} = [value(i1)'; plan.constrained_paths_{i_ix}(i2)]; 99else 100 error(['impossible case you have two conditional forecasts:\n - one involving ' plan.endo_names{plan.options_cond_fcst_.controlled_varexo(i_ix),:} ' as control and ' plan_exo_names{plan.constrained_vars_(ix_)} ' as constrined endogenous\n - the other involving ' plan.endo_names{plan.options_cond_fcst_.controlled_varexo(iy),:} ' as control and ' plan_exo_names{plan.constrained_vars_(ix)} ' as constrined endogenous\n']); 101end 102