From 0213b140b563d571fb1fbcdcf310dc8be4a34ed6 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 18 Mar 2025 17:32:49 +0100
Subject: [PATCH] =?UTF-8?q?Perfect=20foresight:=20move=20test=20about=20?=
=?UTF-8?q?=E2=80=9Clearnt=5Fin=E2=80=9D=20blocks=20from=20pf=5Fsolver=20t?=
=?UTF-8?q?o=20pf=5Fsetup?=
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Leads to a simpler code.
---
.../perfect_foresight_setup.m | 6 +++++-
.../perfect_foresight_solver.m | 13 ++----------
...foresight_with_expectation_errors_solver.m | 4 ++--
tests/deterministic_simulations/pfwee.mod | 21 ++++++++++---------
.../pfwee_constant_sim_length.mod | 15 ++++++-------
.../pfwee_learnt_in.inc | 15 ++++++-------
6 files changed, 36 insertions(+), 38 deletions(-)
diff --git a/matlab/perfect-foresight-models/perfect_foresight_setup.m b/matlab/perfect-foresight-models/perfect_foresight_setup.m
index ff65afb797..287316777f 100644
--- a/matlab/perfect-foresight-models/perfect_foresight_setup.m
+++ b/matlab/perfect-foresight-models/perfect_foresight_setup.m
@@ -14,7 +14,7 @@ function oo_=perfect_foresight_setup(M_, options_, oo_)
% SPECIAL REQUIREMENTS
% none
-% Copyright © 1996-2024 Dynare Team
+% Copyright © 1996-2025 Dynare Team
%
% This file is part of Dynare.
%
@@ -72,5 +72,9 @@ if options_.simul.endval_steady && M_.maximum_lead == 0
error('PERFECT_FORESIGHT_SETUP: Option endval_steady cannot be used on a purely backward or static model.')
end
+if ~isempty(M_.learnt_shocks) || ~isempty(M_.learnt_endval)
+ error('A shocks(learnt_in=...) or endval(learnt_in=...) block is present. You want to call perfect_foresight_with_expectations_error_setup and perfect_foresight_with_expectations_error_solver.')
+end
+
oo_ = make_ex_(M_,options_,oo_);
oo_ = make_y_(M_,options_,oo_);
diff --git a/matlab/perfect-foresight-models/perfect_foresight_solver.m b/matlab/perfect-foresight-models/perfect_foresight_solver.m
index cc4f2d60a0..d351f2864b 100644
--- a/matlab/perfect-foresight-models/perfect_foresight_solver.m
+++ b/matlab/perfect-foresight-models/perfect_foresight_solver.m
@@ -1,13 +1,10 @@
-function [oo_, ts]=perfect_foresight_solver(M_, options_, oo_, no_error_if_learnt_in_is_present, marginal_linearization_previous_raw_sims)
+function [oo_, ts]=perfect_foresight_solver(M_, options_, oo_, marginal_linearization_previous_raw_sims)
% Computes deterministic simulations
%
% INPUTS
% M_ [structure] describing the model
% options_ [structure] describing the options
% oo_ [structure] storing the results
-% no_error_if_learnt_in_is_present [boolean, optional]
-% if true, then do not error out if a shocks(learnt_in=…) or endval(learnt_in=…)
-% block is present
% marginal_linearization_previous_raw_sims [struct, optional]
% if not empty, contains the two simulations used to compute the extrapolation by marginal
% linearization in a previous informational period, in the context of
@@ -23,7 +20,7 @@ function [oo_, ts]=perfect_foresight_solver(M_, options_, oo_, no_error_if_learn
% SPECIAL REQUIREMENTS
% none
-% Copyright © 1996-2024 Dynare Team
+% Copyright © 1996-2025 Dynare Team
%
% This file is part of Dynare.
%
@@ -43,14 +40,8 @@ function [oo_, ts]=perfect_foresight_solver(M_, options_, oo_, no_error_if_learn
check_input_arguments(options_, M_, oo_);
if nargin < 4
- no_error_if_learnt_in_is_present = false;
-end
-if nargin < 5
marginal_linearization_previous_raw_sims = [];
end
-if (~isempty(M_.learnt_shocks) || ~isempty(M_.learnt_endval)) && ~no_error_if_learnt_in_is_present
- error('A shocks(learnt_in=...) or endval(learnt_in=...) block is present. You want to call perfect_foresight_with_expectations_error_setup and perfect_foresight_with_expectations_error_solver.')
-end
[periods, first_simulation_period, last_simulation_period] = get_simulation_periods(options_);
diff --git a/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_solver.m b/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_solver.m
index 22a07c276f..105de132fa 100644
--- a/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_solver.m
+++ b/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_solver.m
@@ -7,7 +7,7 @@ function [oo_, ts] = perfect_foresight_with_expectation_errors_solver(M_, option
% OUTPUTS
% oo_ [structure] storing the results
-% Copyright © 2021-2024 Dynare Team
+% Copyright © 2021-2025 Dynare Team
%
% This file is part of Dynare.
%
@@ -85,7 +85,7 @@ while info_period <= periods
marginal_linearization_previous_raw_sims = [];
end
- oo_= perfect_foresight_solver(M_, options_, oo_, true, marginal_linearization_previous_raw_sims);
+ oo_= perfect_foresight_solver(M_, options_, oo_, marginal_linearization_previous_raw_sims);
if ~oo_.deterministic_simulation.status
error('perfect_foresight_with_expectation_errors_solver: failed to compute solution for information available at period %d\n', info_period)
diff --git a/tests/deterministic_simulations/pfwee.mod b/tests/deterministic_simulations/pfwee.mod
index 0280b60537..d5f80859b2 100644
--- a/tests/deterministic_simulations/pfwee.mod
+++ b/tests/deterministic_simulations/pfwee.mod
@@ -37,29 +37,30 @@ perfect_foresight_with_expectation_errors_solver;
pfwee_simul = oo_.endo_simul;
// Now compute the solution by hand to verify the results
+verbatim;
+
oo_.steady_state = orig_steady_state;
oo_.exo_steady_state = orig_exo_steady_state;
-perfect_foresight_setup;
-
-verbatim;
+oo_ = make_ex_(M_,options_,oo_);
+oo_ = make_y_(M_,options_,oo_);
% Information arriving in period 1 (temp shock now)
oo_.exo_simul(2,1) = 1.2;
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
% Information arriving in period 2 (temp shock now + permanent shock in future)
oo_.exo_simul(3,1) = 1.3;
oo_.exo_steady_state = 1.1;
oo_.exo_simul(end, 1) = oo_.exo_steady_state;
-oo_.steady_state = evaluate_steady_state(oo_.steady_state, oo_.exo_steady_state, M_, options_, true);
+oo_.steady_state = evaluate_steady_state(oo_.steady_state, oo_.exo_steady_state, M_, options_);
oo_.endo_simul(:, end) = oo_.steady_state;
options_.periods = 6;
saved_endo = oo_.endo_simul(:, 1);
saved_exo = oo_.exo_simul(1, :);
oo_.endo_simul = oo_.endo_simul(:, 2:end);
oo_.exo_simul = oo_.exo_simul(2:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
@@ -67,14 +68,14 @@ oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
oo_.exo_simul(4,1) = 1.4;
oo_.exo_steady_state = 1.2;
oo_.exo_simul(end, 1) = oo_.exo_steady_state;
-oo_.steady_state = evaluate_steady_state(oo_.steady_state, oo_.exo_steady_state, M_, options_, true);
+oo_.steady_state = evaluate_steady_state(oo_.steady_state, oo_.exo_steady_state, M_, options_);
oo_.endo_simul(:, end) = oo_.steady_state;
options_.periods = 5;
saved_endo = oo_.endo_simul(:, 1:2);
saved_exo = oo_.exo_simul(1:2, :);
oo_.endo_simul = oo_.endo_simul(:, 3:end);
oo_.exo_simul = oo_.exo_simul(3:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
@@ -83,14 +84,14 @@ oo_.exo_simul(7,1) = 1.1;
oo_.exo_simul(8,1) = 1.1;
oo_.exo_steady_state = 1.1;
oo_.exo_simul(end, 1) = oo_.exo_steady_state;
-oo_.steady_state = evaluate_steady_state(oo_.steady_state, oo_.exo_steady_state, M_, options_, true);
+oo_.steady_state = evaluate_steady_state(oo_.steady_state, oo_.exo_steady_state, M_, options_);
oo_.endo_simul(:, end) = oo_.steady_state;
options_.periods = 2;
saved_endo = oo_.endo_simul(:, 1:5);
saved_exo = oo_.exo_simul(1:5, :);
oo_.endo_simul = oo_.endo_simul(:, 6:end);
oo_.exo_simul = oo_.exo_simul(6:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_,true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
diff --git a/tests/deterministic_simulations/pfwee_constant_sim_length.mod b/tests/deterministic_simulations/pfwee_constant_sim_length.mod
index a081e19d7c..40c1ebdcbf 100644
--- a/tests/deterministic_simulations/pfwee_constant_sim_length.mod
+++ b/tests/deterministic_simulations/pfwee_constant_sim_length.mod
@@ -36,16 +36,17 @@ perfect_foresight_with_expectation_errors_solver(constant_simulation_length);
pfwee_simul = oo_.endo_simul;
// Now compute the solution by hand to verify the results
+verbatim;
+
oo_.steady_state = orig_steady_state;
oo_.exo_steady_state = orig_exo_steady_state;
-perfect_foresight_setup;
-
-verbatim;
+oo_ = make_ex_(M_,options_,oo_);
+oo_ = make_y_(M_,options_,oo_);
% Information arriving in period 1 (temp shock now)
oo_.exo_simul(2,1) = 1.2;
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
% Information arriving in period 2 (temp shock now + permanent shock in future)
oo_.exo_simul(3,1) = 1.3;
@@ -57,7 +58,7 @@ saved_endo = oo_.endo_simul(:, 1);
saved_exo = oo_.exo_simul(1, :);
oo_.endo_simul = oo_.endo_simul(:, 2:end);
oo_.exo_simul = oo_.exo_simul(2:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
@@ -71,7 +72,7 @@ saved_endo = oo_.endo_simul(:, 1:2);
saved_exo = oo_.exo_simul(1:2, :);
oo_.endo_simul = oo_.endo_simul(:, 3:end);
oo_.exo_simul = oo_.exo_simul(3:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
@@ -87,7 +88,7 @@ saved_endo = oo_.endo_simul(:, 1:5);
saved_exo = oo_.exo_simul(1:5, :);
oo_.endo_simul = oo_.endo_simul(:, 6:end);
oo_.exo_simul = oo_.exo_simul(6:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
diff --git a/tests/deterministic_simulations/pfwee_learnt_in.inc b/tests/deterministic_simulations/pfwee_learnt_in.inc
index 505968edca..46d0390fc1 100644
--- a/tests/deterministic_simulations/pfwee_learnt_in.inc
+++ b/tests/deterministic_simulations/pfwee_learnt_in.inc
@@ -112,12 +112,13 @@ perfect_foresight_with_expectation_errors_solver;
pfwee_simul = oo_.endo_simul;
// Now compute the solution by hand to verify the results
+verbatim;
+
oo_.steady_state = orig_steady_state;
oo_.exo_steady_state = orig_exo_steady_state;
-perfect_foresight_setup;
-
-verbatim;
+oo_ = make_ex_(M_,options_,oo_);
+oo_ = make_y_(M_,options_,oo_);
@#if dates
% Reset {first,last}_simulation_period since we’re going to manipulate options_.periods
@@ -132,7 +133,7 @@ oo_.exo_simul(4:end,1) = 1.05;
oo_.exo_steady_state = 1.05;
oo_.steady_state = evaluate_steady_state(oo_.steady_state, oo_.exo_steady_state, M_, options_, true);
oo_.endo_simul(:, end) = oo_.steady_state;
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
% Information arriving in period 2 (temp shock now + permanent shock in future)
oo_.exo_simul(3,1) = 1.3;
@@ -145,7 +146,7 @@ saved_endo = oo_.endo_simul(:, 1);
saved_exo = oo_.exo_simul(1, :);
oo_.endo_simul = oo_.endo_simul(:, 2:end);
oo_.exo_simul = oo_.exo_simul(2:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
@@ -162,7 +163,7 @@ saved_endo = oo_.endo_simul(:, 1:2);
saved_exo = oo_.exo_simul(1:2, :);
oo_.endo_simul = oo_.endo_simul(:, 3:end);
oo_.exo_simul = oo_.exo_simul(3:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
@@ -178,7 +179,7 @@ saved_endo = oo_.endo_simul(:, 1:5);
saved_exo = oo_.exo_simul(1:5, :);
oo_.endo_simul = oo_.endo_simul(:, 6:end);
oo_.exo_simul = oo_.exo_simul(6:end, :);
-oo_=perfect_foresight_solver(M_, options_, oo_, true);
+oo_=perfect_foresight_solver(M_, options_, oo_);
oo_.endo_simul = [ saved_endo oo_.endo_simul ];
oo_.exo_simul = [ saved_exo; oo_.exo_simul ];
--
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