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  • #1709
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Issue created Feb 21, 2020 by FerhatMihoubi@FerhatMihoubiContributor

Rework handling of trends including automatic detrending

For the moment the deterministic or stochastic trends have to be declared using the trend_var (or log_trend_var) commands and the option deflator (or log_deflator) in var command to declare the trended variables.

The purpose of the new feature is to find and remove automatically the trends. To do so, the proposal is to add :

  • an option in var command to indicate if the variable is expressed in logarithm or not (the default being not in logarithm). For instance var(log) list of variables.
  • a command that will add to all endogenous variables a growth factor (additive or multiplicative depending on the previously declared status) and the equations that put in relation all the growth factors to theirs endogenous variables. This step should be performed in the preprocessor to produce a new dynamic model containing all the endogenous variables and the growth factor associated to all the endogenous variables.
  • during the execution the complete new dynamic model should be solved to compute the growth factors and the steady state values of the endogenous variables. This command could be detrend for instance.
Edited Aug 17, 2021 by Johannes Pfeifer
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