1function [endogenousvariables, info] = solve_stacked_linear_problem(endogenousvariables, exogenousvariables, steadystate_y, steadystate_x, M, options) 2 3% Copyright (C) 2015-2019 Dynare Team 4% 5% This file is part of Dynare. 6% 7% Dynare is free software: you can redistribute it and/or modify 8% it under the terms of the GNU General Public License as published by 9% the Free Software Foundation, either version 3 of the License, or 10% (at your option) any later version. 11% 12% Dynare is distributed in the hope that it will be useful, 13% but WITHOUT ANY WARRANTY; without even the implied warranty of 14% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 15% GNU General Public License for more details. 16% 17% You should have received a copy of the GNU General Public License 18% along with Dynare. If not, see <http://www.gnu.org/licenses/>. 19 20[options, y0, yT, z, i_cols, i_cols_J1, i_cols_T, i_cols_j, i_cols_1, i_cols_0, i_cols_J0, dynamicmodel] = ... 21 initialize_stacked_problem(endogenousvariables, options, M, steadystate_y); 22 23ip = find(M.lead_lag_incidence(1,:)'); 24ic = find(M.lead_lag_incidence(2,:)'); 25in = find(M.lead_lag_incidence(3,:)'); 26 27% Evaluate the Jacobian of the dynamic model at the deterministic steady state. 28[d1,jacobian] = dynamicmodel(steadystate_y([ip; ic; in]), transpose(steadystate_x), M.params, steadystate_y, 1); 29 30% Check that the dynamic model was evaluated at the steady state. 31if max(abs(d1))>1e-12 32 error('Jacobian is not evaluated at the steady state!') 33end 34 35nyp = nnz(M.lead_lag_incidence(1,:)); 36ny0 = nnz(M.lead_lag_incidence(2,:)); 37nyf = nnz(M.lead_lag_incidence(3,:)); 38nd = nyp+ny0+nyf; % size of y (first argument passed to the dynamic file). 39jexog = transpose(nd+(1:M.exo_nbr)); 40jendo = transpose(1:nd); 41z = bsxfun(@minus, z, steadystate_y); 42x = bsxfun(@minus, exogenousvariables, steadystate_x'); 43 44[y, check] = dynare_solve(@linear_perfect_foresight_problem,z(:), options, ... 45 jacobian, y0-steadystate_y, yT-steadystate_y, ... 46 x, M.params, steadystate_y, ... 47 M.maximum_lag, options.periods, M.endo_nbr, i_cols, ... 48 i_cols_J1, i_cols_1, i_cols_T, i_cols_j, i_cols_0, i_cols_J0, ... 49 jendo, jexog); 50 51if all(imag(y)<.1*options.dynatol.x) 52 if ~isreal(y) 53 y = real(y); 54 end 55else 56 check = 1; 57end 58 59endogenousvariables = [y0 bsxfun(@plus,reshape(y,M.endo_nbr,options.periods), steadystate_y) yT]; 60 61if check 62 info.status = false; 63else 64 info.status = true; 65end 66