Calculation of possible simulation dates and determination of which variables limit the dates
In large-scale semi-structural models, the number of endogenous and exogenous variables sometimes can be really large (generally hundreds). As a consequence, users can have hard-time to find which are the possible simulation dates (earliest and latest start-date but also latest end-date), which depend on hundreds of endogenous and exogenous variables.
A solution would be to develop a function with two inputs: a model and a dseries containing all endogenous and exogenous variables, and finally returns 3 informations:
- earliest possible simulation start-date
- latest possible simulation start-date
- latest possible simulation end-date
with a list of limiting variables for each date.
In order to derive these dates, based on the dseries and on the model, the algorithm would use: i) the first and last common dates of observed endogenous variables; ii) the last common date of observed exogenous variables and iii) the maximum number of lags and leads in the model.