Allow checking linearity for perfect foresight models
The linearity check underlying
model(linear) is based on the Hessian of the model. But we don’t compute the Hessian for a perfect foresight simulation, hence the check is skipped. See line 799 of
That can be problematic in case of nonlinearities like a ZLB constraint in an otherwise linear model. The solver assumes that the Jacobian is the same at every period, and the constraint is not enforced.
For very large perfect foresight models, we actually don’t want to put the Hessian in the generated dynamic file, because compiling it can be very time consuming. Hence the fix is not straightforward.
I would suggest to add a way of testing this. One option would be trigger the Hessian computation with a
debug option or something like this. For example, we could use the already present command line option