... | ... | @@ -6,8 +6,10 @@ Auxiliary variables are created in the following cases: |
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- for endogenous variables with a lag or a lead of two or more (only in stochastic contexts in Dynare 4.1, in all cases in Dynare ≥ 4.2)
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- for exogenous variables with a lag or a lead (only in stochastic contexts in Dynare ≤ 4.6, in all cases in Dynare ≥ 5)
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- when the `EXPECTATION()` operator is used
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- when the `ramsey_model`-statement is used
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- when the `ramsey_model` statement is used
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- if the `diff`-operator is used.
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- when a `var(log)` declaration is used (Dynare ≥6)
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- when a `pac_expectation` operator is used (Dynare ≥5)
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Auxiliary variables are always endogenous variables. Internally, the indices of the original endogenous (as declared by the user) are in the range `1:M_.orig_endo_nbr`. Auxiliary variables have indices in the range `M_.orig_endo_nbr+1:M_.endo_nbr`.
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... | ... | @@ -64,7 +66,9 @@ This kind of aux var has `M_.aux_vars(i).type = 6` and corresponds to the Lagran |
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`M_.aux_vars(i).eq_nbr` contains the number of the equation (constraint) with which the multiplier is associated.
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## Type 7: Unused
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## Type 7: `var(log)` declaration (since Dynare 6.0)
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This kind of aux var has `M_.aux_vars(i).type = 7` and is created when declaring an endogenous variable with `var(log)`, e.g. `var(log) y`. The auxiliary will be named `LOG_y` and every occurrence of `y(±l)` within the model will be replaced by `exp(LOG_y(±l))`.
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## Type 8: `diff` operator (since Dynare 4.6)
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... | ... | @@ -96,3 +100,11 @@ Such aux vars only appear in the context of PAC models with model-consistent exp |
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- `M_.aux_vars(i).orig_index` contains the index of the preceding auxiliary variable for diff lead or of the auxiliary variable for diff itself (types 11 or 8)
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- `M_.aux_vars(i).orig_lead_lag` contains `0` (not needed because we know the lead is equal to 1 compared to the previous aux var in the sequence)
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## Type 12: `pac_expectation` operator (since Dynare 5)
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This kind of aux var has `M_.aux_vars(i).type = 12` accounts for applying the `pac_expectation`-operator to a `pac_model`.
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## Type 13: `pac_target_nonstationary` operator (since Dynare 5)
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This kind of aux var has `M_.aux_vars(i).type = 13` accounts for applying the `pac_target_nonstationary`-operator to a `pac_model`. |
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\ No newline at end of file |