... | ... | @@ -50,53 +50,40 @@ This kind of aux var has `M_.aux_vars(i).type = 3` and substitutes for an expres |
|
|
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 4` and results from the `EXPECTATION()`-operator employing the (full) information set of another period. It substitutes for an expression like `EXPECTATION(-1)(...)`. The name of such an aux var begins with `AUX_EXPECT_LEAD_` or `AUX_EXPECT_LAG_`.
|
|
|
|
|
|
## Type 5: `differentiate_forward_vars`-option
|
|
|
## Type 5: `differentiate_forward_vars`-option (since Dynare 4.4)
|
|
|
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 5` and results from `differentiate_forward_vars`-option of `model` (since Dynare 4.4). In this case, forward variables are differentiated and and the difference replaced by an aux var, whose name begins with `AUX_DIFF_FWRD_`.
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 5` and results from `differentiate_forward_vars`-option of `model`. In this case, forward variables are differentiated and and the difference replaced by an aux var, whose name begins with `AUX_DIFF_FWRD_`.
|
|
|
|
|
|
`M_.aux_vars(i).orig_index` contains the index of the endogenous variable of which it is the differentiate.
|
|
|
|
|
|
## Type 6: Lagrange multipliers of the `ramsey_model`
|
|
|
## Type 6: Lagrange multipliers of the `ramsey_model` (since Dynare 4.3)
|
|
|
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 6` and corresponds to the Lagrange multipliers attached to the first order conditions of the Ramsey problem (since Dynare 4.3). They will appear whenever `ramsey_model` is used. Their name begins is `MULT_i`, where `i` is the equation number with which the multiplier is associated.
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 6` and corresponds to the Lagrange multipliers attached to the first order conditions of the Ramsey problem. They will appear whenever `ramsey_model` is used. Their name begins is `MULT_i`, where `i` is the equation number with which the multiplier is associated.
|
|
|
|
|
|
`M_.aux_vars(i).eq_nbr` contains the number of the equation (constraint) with which the multiplier is associated.
|
|
|
|
|
|
# 7. Auxiliary variable to account for difference between `var_model` order and max lag in model (since 4.6)
|
|
|
This is an auxiliary variable to account for the difference in lags between that declared in the `var_model` statement and those present in the model.
|
|
|
# Type 7: Auxiliary variable to account for difference between `var_model` order and max lag in model (only in Dynare 4.6)
|
|
|
|
|
|
The name of such an auxiliary variable begins with `AUX_VARMODEL_`.
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 7` and accounts for the difference in lags between that declared in the `var_model` statement and those present in the model. The name of such an auxiliary variable begins with `AUX_VARMODEL_`.
|
|
|
|
|
|
`M_.aux_vars(i).orig_index` contains the index of the variable in the VAR
|
|
|
`M_.aux_vars(i).orig_lead_lag` contains the lag of the variable in the VAR
|
|
|
# Type 8: `diff` operator (since Dynare 4.6)
|
|
|
|
|
|
This kind of auxiliary variable has `M_.aux_vars(i).type = 7`.
|
|
|
|
|
|
# 8. auxiliary variable for `diff` operator (since 4.6)
|
|
|
This is an auxiliary variable which is a substitute for the `diff` operator
|
|
|
|
|
|
The name of such an auxiliary variable begins with `AUX_DIFF_`.
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 8` and substitutes for the `diff` operator. The name of such an auxiliary variable begins with `AUX_DIFF_`.
|
|
|
|
|
|
`M_.aux_vars(i).orig_index` contains the index of the variable contained in the `diff` operator. This field exists if the `diff` was taken of a variable, not of an expression.
|
|
|
`M_.aux_vars(i).orig_lead_lag` contains the lag of the variable contained in the `diff` operator. This field exists if the `diff` was taken of a variable, not of an expression.
|
|
|
|
|
|
This kind of auxiliary variable has `M_.aux_vars(i).type = 8`.
|
|
|
|
|
|
# 9. auxiliary variable for lag on `diff` operator (since 4.6)
|
|
|
If a `diff` operator is applied to a variable with lagged values (e.g. `diff(x(-3)`), a diff auxiliary variable is created for the `diff` operator applied to the variable with lag equal to zero (e.g. `diff(x)`) and diff lags auxiliary variables are created for the following sequence (e.g. a diff lag auxiliary variable would be created for `diff(x(-1)`, `diff(x(-2))`, and `diff(x(-3)`).
|
|
|
# Type 9: lag on `diff` operator (since Dynare 4.6)
|
|
|
|
|
|
The name of such an auxiliary variable begins with `AUX_DIFF_LAG_`.
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 9` and accounts for applying the difference operator to a lag. If a `diff` operator is applied to a variable with lagged values (e.g. `diff(x(-3)`), a diff auxiliary variable is created for the `diff` operator applied to the variable with lag equal to zero (e.g. `diff(x)`) and auxiliary variables are created for the following sequence `diff(x(-1)`, `diff(x(-2))`, and `diff(x(-3)`). The name of such an auxiliary variable begins with `AUX_DIFF_LAG_`.
|
|
|
|
|
|
`M_.aux_vars(i).orig_index` contains the index of the preceding auxiliary variable for diff lag or of the auxiliary variable for diff itself (types 8 or 9)
|
|
|
`M_.aux_vars(i).orig_lead_lag` contains `0` (not needed because we know the lag is `1` different than the previous one.
|
|
|
|
|
|
This kind of auxiliary variable has `M_.aux_vars(i).type = 9`.
|
|
|
# Type 10: unary operations (since Dynare 4.6)
|
|
|
|
|
|
# 10. auxiliary variable for unary operations (since 4.6)
|
|
|
This is an auxiliary variable which is a substitute for certain unary operations, namely: `exp`, `log`, `log10`, `cos`, `sin`, `tan`, `acos`, `asin`, `atan`, `cosh`, `sinh`, `tanh`, `acosh`, `asinh`, `atanh`, `sqrt`, `abs`, `sign`, and `erf`.
|
|
|
This kind of aux var has `M_.aux_vars(i).type = 10` and substitutes for certain unary operations in the context of employing `diff`-operators, namely: `exp`, `log`, `log10`, `cos`, `sin`, `tan`, `acos`, `asin`, `atan`, `cosh`, `sinh`, `tanh`, `acosh`, `asinh`, `atanh`, `sqrt`, `abs`, `sign`, and `erf`. The name of such an auxiliary variable begins with `AUX_UOP_`.
|
|
|
|
|
|
The name of such an auxiliary variable begins with `AUX_UOP_`.
|
|
|
`M_.aux_vars(i).orig_index` contains the index of the original variable to which the unary operation was applied.
|
|
|
`M_.aux_vars(i).orig_lead_lag` contains the lag of the original variable to which the unary operation was applied.
|
|
|
# Type 11: lead on `diff` operator (since Dynare 4.6)
|
|
|
|
|
|
This kind of auxiliary variable has `M_.aux_vars(i).type = 10`. |
|
|
\ No newline at end of file |
|
|
This kind of aux var has `M_.aux_vars(i).type = 11` and accounts for applying the difference operator to a lead. Similarly to Type 9, it will create a sequence of auxiliary variables, but for leads. |
|
|
\ No newline at end of file |