Equations defining model local variables are not included in generated JSON files
This bug came up in conversation with @MichelJuillard .
For example, this model block:
model;
#Pi=exp(pi);
#Pi_LEAD=exp(pi(1));
#Pi_STEADY=exp(pi_STEADY);
#kappa=(gamma/2)*(Pi-1)^2;
#kappa_STEADY=(gamma/2)*(Pi_STEADY-1)^2;
#c=log(1-kappa-eta)+y;
#c_LEAD=log(1-(gamma/2)*(Pi_LEAD-1)^2-eta)+y(1);
#h=y-z;
#w=sigma*c+nu*h-log(1-tauw);
#re=-log(beta)-d(1)+pi_STEADY;
#y_STEADY=(1/(sigma+nu))*(log((1-tauw)*((1-beta)*(Pi_STEADY-1)*Pi_STEADY/theta*gamma+1))-sigma*log(1-kappa_STEADY-eta));
#gdp=log(1-kappa)+y;
#gdp_STEADY=log(1-kappa_STEADY)+y_STEADY;
#dynareOBCMaxArgA1=(0);
#dynareOBCMaxArgB1=(re+phi_pi*(pi-pi_STEADY)+phi_y*(gdp-gdp_STEADY));
#dynareOBCMaxFunc1=max(dynareOBCMaxArgA1,dynareOBCMaxArgB1);
r=(dynareOBCMaxFunc1);
1=beta*exp(d(1)+r-pi(1)+sigma*(c-c_LEAD));
(Pi-1)*Pi=theta/gamma*(exp(w-z)-1)+beta*exp(d(1)+sigma*(c-c_LEAD)+y(1)-y)*(Pi_LEAD-1)*Pi_LEAD;
d=rhod*d(-1)+sigmad*epsilond;
z=rhoz*z(-1)+sigmaz*epsilonz;
end;
becomes this in the JSON file (with json=parse
):
...
"model":[
{"lhs": "r", "rhs": "dynareOBCMaxFunc1", "line": 37}
, {"lhs": "1", "rhs": "beta*exp(d(1)+r-pi(1)+sigma*(c-c_LEAD))", "line": 38}
, {"lhs": "Pi*(Pi-1)", "rhs": "theta/gamma*(exp(w-z)-1)+Pi_LEAD*(Pi_LEAD-1)*beta*exp(y(1)+d(1)+sigma*(c-c_LEAD)-y)", "line": 39}
, {"lhs": "d", "rhs": "rhod*d(-1)+sigmad*epsilond", "line": 40}
, {"lhs": "z", "rhs": "rhoz*z(-1)+sigmaz*epsilonz", "line": 41}
]
, "xrefs": {"parameters": [], "endogenous": [], "exogenous": [], "exogenous_deterministic": []}
, "abstract_syntax_tree":[
{ "number":0, "line":37, "AST": {"node_type" : "BinaryOpNode", "op" : "=", "arg1" : {"node_type" : "VariableNode", "name" : "r", "type" : "endogenous", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "dynareOBCMaxFunc1", "type" : "modelLocalVariable", "lag" : 0}}}, { "number":1, "line":38, "AST": {"node_type" : "BinaryOpNode", "op" : "=", "arg1" : {"node_type" : "NumConstNode", "value" : 1}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "beta", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "UnaryOpNode", "op" : "exp", "arg" : {"node_type" : "BinaryOpNode", "op" : "+", "arg1" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "BinaryOpNode", "op" : "+", "arg1" : {"node_type" : "VariableNode", "name" : "d", "type" : "endogenous", "lag" : 1}, "arg2" : {"node_type" : "VariableNode", "name" : "r", "type" : "endogenous", "lag" : 0}}, "arg2" : {"node_type" : "VariableNode", "name" : "pi", "type" : "endogenous", "lag" : 1}}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "sigma", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "VariableNode", "name" : "c", "type" : "modelLocalVariable", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "c_LEAD", "type" : "modelLocalVariable", "lag" : 0}}}}}}}}, { "number":2, "line":39, "AST": {"node_type" : "BinaryOpNode", "op" : "=", "arg1" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "Pi", "type" : "modelLocalVariable", "lag" : 0}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "VariableNode", "name" : "Pi", "type" : "modelLocalVariable", "lag" : 0}, "arg2" : {"node_type" : "NumConstNode", "value" : 1}}}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "+", "arg1" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "BinaryOpNode", "op" : "/", "arg1" : {"node_type" : "VariableNode", "name" : "theta", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "gamma", "type" : "parameter", "lag" : 0}}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "UnaryOpNode", "op" : "exp", "arg" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "VariableNode", "name" : "w", "type" : "modelLocalVariable", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "z", "type" : "endogenous", "lag" : 0}}}, "arg2" : {"node_type" : "NumConstNode", "value" : 1}}}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "Pi_LEAD", "type" : "modelLocalVariable", "lag" : 0}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "VariableNode", "name" : "Pi_LEAD", "type" : "modelLocalVariable", "lag" : 0}, "arg2" : {"node_type" : "NumConstNode", "value" : 1}}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "beta", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "UnaryOpNode", "op" : "exp", "arg" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "BinaryOpNode", "op" : "+", "arg1" : {"node_type" : "VariableNode", "name" : "y", "type" : "endogenous", "lag" : 1}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "+", "arg1" : {"node_type" : "VariableNode", "name" : "d", "type" : "endogenous", "lag" : 1}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "sigma", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "-", "arg1" : {"node_type" : "VariableNode", "name" : "c", "type" : "modelLocalVariable", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "c_LEAD", "type" : "modelLocalVariable", "lag" : 0}}}}}, "arg2" : {"node_type" : "VariableNode", "name" : "y", "type" : "endogenous", "lag" : 0}}}}}}}}}, { "number":3, "line":40, "AST": {"node_type" : "BinaryOpNode", "op" : "=", "arg1" : {"node_type" : "VariableNode", "name" : "d", "type" : "endogenous", "lag" : 0}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "+", "arg1" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "rhod", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "d", "type" : "endogenous", "lag" : -1}}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "sigmad", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "epsilond", "type" : "exogenous", "lag" : 0}}}}}, { "number":4, "line":41, "AST": {"node_type" : "BinaryOpNode", "op" : "=", "arg1" : {"node_type" : "VariableNode", "name" : "z", "type" : "endogenous", "lag" : 0}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "+", "arg1" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "rhoz", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "z", "type" : "endogenous", "lag" : -1}}, "arg2" : {"node_type" : "BinaryOpNode", "op" : "*", "arg1" : {"node_type" : "VariableNode", "name" : "sigmaz", "type" : "parameter", "lag" : 0}, "arg2" : {"node_type" : "VariableNode", "name" : "epsilonz", "type" : "exogenous", "lag" : 0}}}}}], "variable_mapping":[
], "statements": [{"statementName": "param_init", "name": "beta", "value": "0.997"},
...