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From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Mon, 16 Jan 2023 16:15:03 +0100
Subject: [PATCH] =?UTF-8?q?Drop=20the=20=E2=80=9CSigma=5Fe=E2=80=9D=20stat?=
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---
doc/manual/source/the-model-file.rst | 33 +-------------
preprocessor | 2 +-
.../SUR/panel_var_diff_NB_simulation_test.mod | 2 -
.../panel_var_diff_NB_simulation_zero_eq.mod | 2 -
tests/ecb/SUR/sur_noniterative.mod | 2 -
tests/ecb/SUR/sur_params_noniterative.mod | 2 -
.../panel_var_diff_NB_simulation_test.mod | 2 -
tests/ecb/pooled_fgls/test_param_names.mod | 2 -
.../panel_var_diff_NB_simulation_test.mod | 2 -
tests/ecb/pooled_ols/test_param_names.mod | 2 -
tests/t_lag2.mod | 40 -----------------
tests/t_periods.mod | 44 -------------------
12 files changed, 3 insertions(+), 132 deletions(-)
delete mode 100644 tests/t_lag2.mod
delete mode 100644 tests/t_periods.mod
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 5cb0378e2c..95b2073c61 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -110,7 +110,7 @@ While Dynare allows the user to choose their own variable names, there
are some restrictions to be kept in mind. First, variables and
parameters must not have the same name as Dynare commands or built-in
functions. In this respect, Dynare is not case-sensitive. For example,
-do not use ``Ln`` or ``Sigma_e`` to name your variable. Not conforming
+do not use ``Ln`` or ``shocks`` to name your variable. Not conforming
to this rule might yield hard-to-debug error messages or
crashes. Second, when employing user-defined steady state files it is
recommended to avoid using the name of MATLAB functions as this may cause
@@ -2536,8 +2536,7 @@ in each period. In Dynare, these random values follow a normal
distribution with zero mean, but it belongs to the user to specify the
variability of these shocks. The non-zero elements of the matrix of
variance-covariance of the shocks can be entered with the ``shocks``
-command. Or, the entire matrix can be directly entered with
-``Sigma_e`` (this use is however deprecated).
+command.
If the variance of an exogenous variable is set to zero, this variable
will appear in the report on policy and transition functions, but
@@ -2799,34 +2798,6 @@ blocks.
end;
-.. specvar:: Sigma_e
-
- |br| This special variable specifies directly the covariance
- matrix of the stochastic shocks, as an upper (or lower) triangular
- matrix. Dynare builds the corresponding symmetric matrix. Each row
- of the triangular matrix, except the last one, must be terminated
- by a semi-colon ;. For a given element, an arbitrary *EXPRESSION*
- is allowed (instead of a simple constant), but in that case you
- need to enclose the expression in parentheses. The order of the
- covariances in the matrix is the same as the one used in the
- ``varexo`` declaration.
-
- *Example*
-
- ::
-
- varexo u, e;
-
- Sigma_e = [ 0.81 (phi*0.9*0.009);
- 0.000081];
-
- This sets the variance of ``u`` to 0.81, the variance of ``e`` to
- 0.000081, and the correlation between ``e`` and ``u`` to ``phi``.
-
- .. warning:: **The use of this special variable is deprecated and
- is strongly discouraged**. You should use a
- ``shocks`` block instead.
-
.. matcomm:: get_shock_stderr_by_name ('EXOGENOUS_NAME');
|br| Given the name of an exogenous variable, returns its standard
diff --git a/preprocessor b/preprocessor
index a7b0a324c9..8ebd9a9496 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit a7b0a324c9b97ec1bbcf3e3487dcaa176423598a
+Subproject commit 8ebd9a9496ecf4a1694e40cde36beaab165c20f0
diff --git a/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod b/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod
index ce265aa47b..d4a62d8242 100644
--- a/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod
+++ b/tests/ecb/SUR/panel_var_diff_NB_simulation_test.mod
@@ -152,9 +152,7 @@ NSIMS = 1;
options_.noprint = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
nparampool = length(M_.params);
diff --git a/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod b/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod
index e58cec2619..e1351558be 100644
--- a/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod
+++ b/tests/ecb/SUR/panel_var_diff_NB_simulation_zero_eq.mod
@@ -148,9 +148,7 @@ NSIMS = 1;
options_.noprint = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
nparampool = length(M_.params);
diff --git a/tests/ecb/SUR/sur_noniterative.mod b/tests/ecb/SUR/sur_noniterative.mod
index 6bee2aa794..fda4ceeff5 100644
--- a/tests/ecb/SUR/sur_noniterative.mod
+++ b/tests/ecb/SUR/sur_noniterative.mod
@@ -152,9 +152,7 @@ NSIMS = 1;
options_.noprint = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
nparampool = length(M_.params);
diff --git a/tests/ecb/SUR/sur_params_noniterative.mod b/tests/ecb/SUR/sur_params_noniterative.mod
index c85ffe2e85..4cdfc7d737 100644
--- a/tests/ecb/SUR/sur_params_noniterative.mod
+++ b/tests/ecb/SUR/sur_params_noniterative.mod
@@ -152,9 +152,7 @@ NSIMS = 1;
options_.noprint = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
nparampool = length(M_.params);
diff --git a/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod b/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod
index 171f4dc539..5836567865 100644
--- a/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod
+++ b/tests/ecb/pooled_fgls/panel_var_diff_NB_simulation_test.mod
@@ -152,9 +152,7 @@ end;
NSIMS = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
diff --git a/tests/ecb/pooled_fgls/test_param_names.mod b/tests/ecb/pooled_fgls/test_param_names.mod
index d6793407b4..63f32fb7c4 100644
--- a/tests/ecb/pooled_fgls/test_param_names.mod
+++ b/tests/ecb/pooled_fgls/test_param_names.mod
@@ -152,9 +152,7 @@ end;
NSIMS = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
diff --git a/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod b/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod
index 812b7dddfc..8fbfdb8f9b 100644
--- a/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod
+++ b/tests/ecb/pooled_ols/panel_var_diff_NB_simulation_test.mod
@@ -152,9 +152,7 @@ end;
NSIMS = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
diff --git a/tests/ecb/pooled_ols/test_param_names.mod b/tests/ecb/pooled_ols/test_param_names.mod
index 510a485998..44acc67de9 100644
--- a/tests/ecb/pooled_ols/test_param_names.mod
+++ b/tests/ecb/pooled_ols/test_param_names.mod
@@ -152,9 +152,7 @@ end;
NSIMS = 1;
calibrated_values = M_.params;
-verbatim;
Sigma_e = M_.Sigma_e;
-end;
options_.bnlms.set_dynare_seed_to_default = false;
diff --git a/tests/t_lag2.mod b/tests/t_lag2.mod
deleted file mode 100644
index 72f1885adc..0000000000
--- a/tests/t_lag2.mod
+++ /dev/null
@@ -1,40 +0,0 @@
-// example 1 from Collard's guide to Dynare
-var y, c, k, a, h, b;
-varexo e,u;
-
-parameters beta, rho, alpha, delta, theta, psi, tau, phi;
-
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 0.99;
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-phi = 0.1;
-
-model;
-c*theta*h^(1+psi)=(1-alpha)*y;
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
- *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
-k = exp(b)*(y-c)+(1-delta)*k(-1);
-a = rho*a(-1)+tau*b(-2) + e;
-b = tau*a(-1)+rho*b(-2) + u;
-end;
-
-initval;
-y = 1.08068253095672;
-c = 0.80359242014163;
-h = 0.29175631001732;
-k = 5;
-a = 0;
-b = 0;
-e = 0;
-u = 0;
-end;
-
-Sigma_e = [ 0.000081; (phi*0.009*0.009) 0.000081];
-
-stoch_simul(order=2,irf=0,periods=50000);
diff --git a/tests/t_periods.mod b/tests/t_periods.mod
deleted file mode 100644
index 3bba4770cb..0000000000
--- a/tests/t_periods.mod
+++ /dev/null
@@ -1,44 +0,0 @@
-// example 1 from Collard's guide to Dynare
-// test options.periods
-
-var y, c, k, a, h, b;
-varexo e,u;
-
-parameters beta, rho, alpha, delta, theta, psi, tau, phi;
-
-alpha = 0.36;
-rho = 0.95;
-tau = 0.025;
-beta = 0.99;
-delta = 0.025;
-psi = 0;
-theta = 2.95;
-
-phi = 0.1;
-
-model;
-c*theta*h^(1+psi)=(1-alpha)*y;
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
- *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
-k = exp(b)*(y-c)+(1-delta)*k(-1);
-a = rho*a(-1)+tau*b(-2) + e;
-b = tau*a(-1)+rho*b(-2) + u;
-end;
-
-initval;
-y = 1.08068253095672;
-c = 0.80359242014163;
-h = 0.29175631001732;
-k = 5;
-a = 0;
-b = 0;
-e = 0;
-u = 0;
-end;
-
-Sigma_e = [ 0.000081; (phi*0.009*0.009) 0.000081];
-
-check;
-
-stoch_simul(order=2,irf=0,periods=400);
--
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