Copyright (C) 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/>.
0001 function set_shocks_param(xparam1) 0002 0003 % Copyright (C) 2012 Dynare Team 0004 % 0005 % This file is part of Dynare. 0006 % 0007 % Dynare is free software: you can redistribute it and/or modify 0008 % it under the terms of the GNU General Public License as published by 0009 % the Free Software Foundation, either version 3 of the License, or 0010 % (at your option) any later version. 0011 % 0012 % Dynare is distributed in the hope that it will be useful, 0013 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0014 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0015 % GNU General Public License for more details. 0016 % 0017 % You should have received a copy of the GNU General Public License 0018 % along with Dynare. If not, see <http://www.gnu.org/licenses/>. 0019 0020 global estim_params_ M_ 0021 0022 nvx = estim_params_.nvx; 0023 ncx = estim_params_.ncx; 0024 np = estim_params_.np; 0025 Sigma_e = M_.Sigma_e; 0026 offset = 0; 0027 if nvx 0028 offset = offset + nvx; 0029 var_exo = estim_params_.var_exo; 0030 for i=1:nvx 0031 k = var_exo(i,1); 0032 Sigma_e(k,k) = xparam1(i)^2; 0033 end 0034 end 0035 0036 if ncx 0037 offset = offset + estim_params_.nvn; 0038 corrx = estim_params_.corrx; 0039 for i=1:ncx 0040 k1 = corrx(i,1); 0041 k2 = corrx(i,2); 0042 Sigma_e(k1,k2) = xparam1(i+offset)*sqrt(Sigma_e_(k1,k1)*Sigma_e_(k2,k2)); 0043 Sigma_e(k2,k1) = Sigma_e_(k1,k2); 0044 end 0045 end 0046 0047 0048 M_.Sigma_e = Sigma_e;