diff --git a/matlab/perfect-foresight-models/make_ex_.m b/matlab/perfect-foresight-models/make_ex_.m
index e98f4c4b5dffb48d5644c97a66e1256ef0ebe20a..0d796d89e26376ebf23aabab6b1dc75051aebae6 100644
--- a/matlab/perfect-foresight-models/make_ex_.m
+++ b/matlab/perfect-foresight-models/make_ex_.m
@@ -28,11 +28,12 @@ function oo_ = make_ex_(M_, options_, oo_)
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
try
- periods = get_simulation_periods(options_);
+ [periods, first_simulation_period] = get_simulation_periods(options_);
catch ME
if strcmp(ME.identifier, 'Dynare:periodsNotSet')
% This function is called from dyn_forecast in some contexts where periods is not set
periods = 0;
+ first_simulation_period = options_.simul.first_simulation_period;
else
rethrow(ME);
end
@@ -91,11 +92,20 @@ end
% Add temporary shocks
if isfield(M_, 'det_shocks')
- if ~isempty(M_.det_shocks) && any([M_.det_shocks.periods]==0) && ~M_.maximum_lag
- error('make_ex_: The model does not have lags, so you cannot set values for period 0'); %leads are taken care of by preprocessor
- end
for i = 1:length(M_.det_shocks)
- k = M_.det_shocks(i).periods + M_.maximum_lag;
+ if isa(M_.det_shocks(i).periods, 'numeric')
+ k = M_.det_shocks(i).periods + M_.maximum_lag;
+ if any(k == 0)
+ error('make_ex_: The model does not have lags, so you cannot set values for period 0');
+ end
+ else % dates
+ k = M_.det_shocks(i).periods - first_simulation_period + 1 + M_.maximum_lag;
+ if any(k <= 1)
+ %% Contrary to the numeric case, we don’t allow k=0 for the dates case, because it
+ %% was a design mistake to allow them here (histval should rather be used)
+ error('make_ex_: some shocks are set at a date before the first simulation period');
+ end
+ end
ivar = M_.det_shocks(i).exo_id;
v = M_.det_shocks(i).value;
if ~M_.det_shocks(i).exo_det
diff --git a/matlab/perfect-foresight-models/perfect_foresight_setup.m b/matlab/perfect-foresight-models/perfect_foresight_setup.m
index bcbc17d9e90af24ad49c3f15aa3a50ea5ffcb79e..ff65afb797ee3395c9b8816d6cc228ce662e48e2 100644
--- a/matlab/perfect-foresight-models/perfect_foresight_setup.m
+++ b/matlab/perfect-foresight-models/perfect_foresight_setup.m
@@ -47,19 +47,25 @@ if size(M_.lead_lag_incidence,2)-nnz(M_.lead_lag_incidence(M_.maximum_endo_lag+1
error(mess)
end
-periods = get_simulation_periods(options_);
+[periods, ~, last_simulation_period] = get_simulation_periods(options_);
-if ~isempty(M_.det_shocks) && periods < max([M_.det_shocks.periods])
- % Some expected shocks happen after the terminal period.
- mess = sprintf('\nPERFECT_FORESIGHT_SETUP: Problem with the declaration of the expected shocks:\n');
+if ~isempty(M_.det_shocks)
+ % Check whether some expected shocks happen after the terminal period.
+ mess = '';
for i=1:length(M_.det_shocks)
- if any(M_.det_shocks(i).periods > periods)
+ if isa(M_.det_shocks(i).periods, 'dates') && isempty(last_simulation_period)
+ error('PERFECT_FORESIGHT_SETUP: temporary shocks are specified using dates but neither first_simulation_period nor last_simulation_period option was passed')
+ end
+ if (isa(M_.det_shocks(i).periods, 'numeric') && any(M_.det_shocks(i).periods > periods)) ...
+ || (isa(M_.det_shocks(i).periods, 'dates') && any(M_.det_shocks(i).periods > last_simulation_period))
mess = sprintf('%s\n At least one expected value for %s has been declared after the terminal period.', mess, M_.exo_names{M_.det_shocks(i).exo_id});
end
end
- disp(mess)
- skipline()
- error('PERFECT_FORESIGHT_SETUP: Please check the declaration of the shocks or increase the number of periods in the simulation.')
+ if ~isempty(mess)
+ disp(sprintf('\nPERFECT_FORESIGHT_SETUP: Problem with the declaration of the expected shocks:\n%s', mess));
+ skipline()
+ error('PERFECT_FORESIGHT_SETUP: Please check the declaration of the shocks or increase the number of periods in the simulation.')
+ end
end
if options_.simul.endval_steady && M_.maximum_lead == 0
diff --git a/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_setup.m b/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_setup.m
index 545f566c5089cca9ca182a9d29c81f34c33d5734..7c938f9432acbd2899b638a71e5e2344c972e3c3 100644
--- a/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_setup.m
+++ b/matlab/perfect-foresight-models/perfect_foresight_with_expectation_errors_setup.m
@@ -31,7 +31,7 @@ if ~isempty(oo_.initval_series)
error('perfect_foresight_with_expectation_errors_setup: cannot be used in conjunction with histval_file/initval_file')
end
-periods = get_simulation_periods(options_);
+[periods, first_simulation_period] = get_simulation_periods(options_);
%% Initialize informational structures
oo_.pfwee.terminal_info = NaN(M_.exo_nbr, periods); % 2nd dimension is informational time
@@ -72,11 +72,27 @@ else
warning('perfect_foresight_with_expectation_errors_setup: there is no shocks(learnt_in=...) or endval(learnt_in=...) block, and you did not pass the datafile option, so there is no point in using this command')
end
+ %% Check that dates can be processed, if any
+ allperiods = {};
+ if ~isempty(M_.det_shocks)
+ allperiods = [allperiods, {M_.det_shocks.periods}];
+ end
+ if ~isempty(M_.learnt_shocks)
+ allperiods = [allperiods, {M_.learnt_shocks.periods}];
+ end
+ if any(cellfun(@(x) isa(x, 'dates'), allperiods)) && isempty(first_simulation_period)
+ error('perfect_foresight_with_expectations_error_setup: at least one periods statement is specified using a date but neither first_simulation_period nor last_simulation_period option was passed')
+ end
+
%% Initialize information set at period 1 using “bare” shocks and endval blocks (or initval if there is no endval)
oo_.pfwee.terminal_info(:, 1) = oo_.exo_steady_state;
oo_.pfwee.shocks_info(:, :, 1) = repmat(oo_.exo_steady_state, 1, periods);
for i = 1:length(M_.det_shocks)
- prds = M_.det_shocks(i).periods;
+ if isa(M_.det_shocks(i).periods, 'numeric')
+ prds = M_.det_shocks(i).periods;
+ else % dates
+ prds = M_.det_shocks(i).periods - first_simulation_period + 1;
+ end
exo_id = M_.det_shocks(i).exo_id;
v = M_.det_shocks(i).value;
if ~M_.det_shocks(i).exo_det
@@ -121,7 +137,11 @@ else
for i = 1:length(idx)
j = idx(i);
exo_id = M_.learnt_shocks(j).exo_id;
- prds = M_.learnt_shocks(j).periods;
+ if isa(M_.learnt_shocks(j).periods, 'numeric')
+ prds = M_.learnt_shocks(j).periods;
+ else % dates
+ prds = M_.learnt_shocks(j).periods - first_simulation_period + 1;
+ end
switch M_.learnt_shocks(j).type
case 'level'
oo_.pfwee.shocks_info(exo_id, prds, p) = M_.learnt_shocks(j).value;
diff --git a/preprocessor b/preprocessor
index 35b68b1411ae18c1403882ab784897983c3193fd..8e3cdd94643b32e885a19ae4c79441ed952a5e2f 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit 35b68b1411ae18c1403882ab784897983c3193fd
+Subproject commit 8e3cdd94643b32e885a19ae4c79441ed952a5e2f