diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index f6fd184ee678c9385d53abe061ae85cf96dce7ec..1bc39dc199037007be8d3fac14f9494f757d0be9 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3783,11 +3783,14 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
}
void
-DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int discount_symb_id,
- int pac_eq_max_lag,
- ExprNode::subst_table_t &diff_subst_table,
- map<string, int> &pac_mce_z1_symb_ids,
- map<string, vector<int>> &pac_mce_alpha_symb_ids)
+DynamicModel::computePacModelConsistentExpectationSubstitution(const string &name,
+ int discount_symb_id,
+ int pac_eq_max_lag,
+ expr_t growth_correction_term,
+ ExprNode::subst_table_t &diff_subst_table,
+ map<string, int> &pac_aux_var_symb_ids,
+ map<string, vector<int>> &pac_mce_alpha_symb_ids,
+ map<string, expr_t> &pac_expectation_substitution)
{
int pac_target_symb_id;
try
@@ -3813,7 +3816,7 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
cerr << "The variable/parameter '" << varname << "' conflicts with the variable that will be generated for the Z_1 variable of the '" << name << "' PAC model. Please rename it." << endl;
exit(EXIT_FAILURE);
}
- pac_mce_z1_symb_ids[name] = mce_z1_symb_id;
+ pac_aux_var_symb_ids[name] = mce_z1_symb_id;
expr_t A = One;
expr_t fp = Zero;
@@ -3913,18 +3916,11 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
neqs++;
cout << "PAC Model Consistent Expectation: added " << neqs << " auxiliary variables and equations for model " << name << "." << endl;
-}
-void
-DynamicModel::computePacModelConsistentExpectationSubstitution(const string &name,
- expr_t growth_correction_term,
- int pac_mce_z1_symb_id,
- map<string, expr_t> &pac_expectation_substitution)
-{
/* The growth correction term is not added to the definition of Z₁
because the latter is recursive. Rather put it at the level of the
substition of pac_expectation operator. */
- pac_expectation_substitution[name] = AddPlus(AddVariable(pac_mce_z1_symb_id), growth_correction_term);
+ pac_expectation_substitution[name] = AddPlus(AddVariable(mce_z1_symb_id), growth_correction_term);
}
void
@@ -3934,6 +3930,7 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
const string &aux_model_type,
const vector<bool> &nonstationary,
expr_t growth_correction_term,
+ map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_h0_indices,
map<string, vector<int>> &pac_h1_indices,
map<string, expr_t> &pac_expectation_substitution)
@@ -4001,7 +3998,21 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
}
}
- pac_expectation_substitution[name] = AddPlus(subExpr, growth_correction_term);
+ int expect_var_id;
+ string expect_var_name = "pac_expectation_" + name;
+ try
+ {
+ expect_var_id = symbol_table.addSymbol(expect_var_name, SymbolType::endogenous);
+ }
+ catch (SymbolTable::AlreadyDeclaredException &e)
+ {
+ cerr << "The variable/parameter '" << expect_var_name << "' conflicts with the variable that will be generated for the 'pac_expectation' expression of the '" << name << "' PAC model. Please rename it." << endl;
+ exit(EXIT_FAILURE);
+ }
+ addEquation(AddEqual(AddVariable(expect_var_id), AddPlus(subExpr, growth_correction_term)), -1);
+
+ pac_aux_var_symb_ids[name] = expect_var_id;
+ pac_expectation_substitution[name] = AddVariable(expect_var_id);
}
void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 387f0e8b989bd07a72b3acbc0d15e20f940af787..80579ceb65ad979cd28336c8592f7d6ca7be0367 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -528,20 +528,18 @@ public:
//! Return target of the pac equation
int getPacTargetSymbId(const string &pac_model_name) const;
- /* For a PAC MCE model, add the variable and the equation defining Z₁.
- The symbol IDs of the new endogenous and parameters are also added to
- pac_mce_{z1,alpha}_symb_ids. */
- void addPacModelConsistentExpectationEquation(const string &name, int discount,
- int pac_eq_max_lag,
- ExprNode::subst_table_t &diff_subst_table,
- map<string, int> &pac_mce_z1_symb_ids,
- map<string, vector<int>> &pac_mce_alpha_symb_ids);
-
/* For a PAC MCE model, fill pac_expectation_substitution with the
- expression that will be substituted for the pac_expectation operator */
+ expression that will be substituted for the pac_expectation operator.
+ In the process, add the variable and the equation defining Z₁.
+ The symbol IDs of the new endogenous are added to pac_aux_var_symb_ids,
+ and the new auxiliary parameters to pac_mce_alpha_symb_ids.
+ */
void computePacModelConsistentExpectationSubstitution(const string &name,
+ int discount_symb_id, int pac_eq_max_lag,
expr_t growth_correction_term,
- int pac_mce_z1_symb_id,
+ ExprNode::subst_table_t &diff_subst_table,
+ map<string, int> &pac_aux_var_symb_ids,
+ map<string, vector<int>> &pac_mce_alpha_symb_ids,
map<string, expr_t> &pac_expectation_substitution);
@@ -554,6 +552,7 @@ public:
const string &aux_model_type,
const vector<bool> &nonstationary,
expr_t growth_correction_term,
+ map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_h0_indices,
map<string, vector<int>> &pac_h1_indices,
map<string, expr_t> &pac_expectation_substitution);
diff --git a/src/SubModel.cc b/src/SubModel.cc
index 3c9114376680b0272be586225707fa6b89f28a4c..f484b2afb973d8aaab4f09fe23a8fa27d9b4eca0 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -884,27 +884,25 @@ PacModelTable::transformPass(ExprNode::subst_table_t &diff_subst_table,
}
}
- // In the MCE case, add the variable and the equation defining Z₁
- if (aux_model_name[name].empty())
- dynamic_model.addPacModelConsistentExpectationEquation(name, symbol_table.getID(discount[name]),
- pacEquationMaxLag(name),
- diff_subst_table,
- mce_z1_symb_ids, mce_alpha_symb_ids);
-
// Compute the expressions that will be substituted for the pac_expectation operators
expr_t growth_correction_term = dynamic_model.Zero;
if (growth[name])
growth_correction_term = dynamic_model.AddTimes(growth[name], dynamic_model.AddVariable(growth_neutrality_params[name]));
if (aux_model_name[name].empty())
dynamic_model.computePacModelConsistentExpectationSubstitution(name,
+ symbol_table.getID(discount[name]),
+ pacEquationMaxLag(name),
growth_correction_term,
- mce_z1_symb_ids[name],
+ diff_subst_table,
+ aux_var_symb_ids,
+ mce_alpha_symb_ids,
pac_expectation_substitution);
else
dynamic_model.computePacBackwardExpectationSubstitution(name, lhs[name], max_lag,
aux_model_type[name],
nonstationary,
growth_correction_term,
+ aux_var_symb_ids,
h0_indices, h1_indices,
pac_expectation_substitution);
}
@@ -986,10 +984,10 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
output << "];" << endl;
}
- // Write PAC Model Consistent Expectation Z1 info
- for (auto &[name, id] : mce_z1_symb_ids)
- output << "M_.pac." << name << ".mce.z1 = "
- << symbol_table.getTypeSpecificID(id) + 1 << ";" << endl;
+ // Write the auxiliary variable IDs created for the pac_expectation operator
+ for (auto &[name, id] : aux_var_symb_ids)
+ output << "M_.pac." << name << "." << (aux_model_name.at(name).empty() ? "mce.z1" : "aux_id")
+ << " = " << symbol_table.getTypeSpecificID(id) + 1 << ";" << endl;
// Write PAC equation name info
for (auto &[name, eq] : eq_name)
diff --git a/src/SubModel.hh b/src/SubModel.hh
index 009977968d59c4b660f6cdd7d1d66eefeb468991..ae84b6855bd008ea01f433fd650b9e864729fa94 100644
--- a/src/SubModel.hh
+++ b/src/SubModel.hh
@@ -205,12 +205,17 @@ private:
pac_model_name → eq_name */
map<string, string> eq_name;
+ /* Stores symb_ids for auxiliary endogenous created for the expression
+ substituted to the pac_expectation operator:
+ - in the backward case, this auxiliary contains exactly the
+ pac_expectation value
+ - in the MCE case, this auxiliary represents Z₁ (i.e. without the growth
+ correction term)
+ pac_model_name → symb_id */
+ map<string, int> aux_var_symb_ids;
/* Stores symb_ids for alphas created by DynamicModel::addPacModelConsistentExpectationEquation()
pac_model_name → mce_alpha_symb_ids */
map<string, vector<int>> mce_alpha_symb_ids;
- /* Stores symb_ids for z1s created by DynamicModel::addPacModelConsistentExpectationEquation()
- pac_model_name → mce_z1_symb_id */
- map<string, int> mce_z1_symb_ids;
/* Stores symb_ids for h0, h1 parameters
pac_model_name → parameter symb_ids */
map<string, vector<int>> h0_indices, h1_indices;