reverse-shooting

Matlab scripts for reverse shooting
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getsteadystate.m (840B)


      1 %%% Give the long-run values for important variables for some important cases (proposition 2 and proposition 5 from the Leopold paper); they were previously derived analytically. 
      2 
      3 function [sstar, ellstar, sigmastar, dltastar, ystar, zstar, gs, gc, gh, gdelta] = getsteadystate(dltabar,ubar,epsilon,beta,gamma,dlta0, Nend,alpha,lambda,phi,rho,nbar)
      4 
      5 sstar=0;
      6 ellstar=0;
      7 dltastar=0;
      8 
      9 alp=alpha*lambda/(1-phi);
     10 gbar=alp*nbar;
     11 
     12 denominator=(1+alp)*(gamma + epsilon - 1);
     13 gs=-gbar*(gamma-1-beta+epsilon)/denominator - nbar*(epsilon - beta)/denominator;
     14 
     15 ystar=lambda*(nbar+gs)/(1-phi);
     16 zstar=lambda*nbar/(1-phi);
     17 
     18 gc = alpha*ystar + gs;
     19 gh = gbar;
     20 
     21 sigmastar = (lambda*alpha*zstar)/(rho + (gamma -1)*gc + (1-phi + lambda*alpha)*zstar);
     22 
     23 gdelta = -(gamma-1)*gc;
     24 %%% apparently no "end" keyword if the function is inside a file of its own.
     25 
     26 end