Do not allow the estimation of a parameter that appears in “planner_discount”

Ref. dynare#1173

(cherry picked from commit c4a9f93d)

src/ComputingTasks.cc

@@ -34,6 +34,7 @@ using namespace std;
 #pragma GCC diagnostic pop
 
 #include <utility>
+#include <algorithm>
 
 SteadyStatement::SteadyStatement(OptionsList options_list_arg) :
   options_list{move(options_list_arg)}
@@ -1084,8 +1085,10 @@ DiscretionaryPolicyStatement::writeJsonOutput(ostream &output) const
   output << "}";
 }
 
-EstimationStatement::EstimationStatement(SymbolList symbol_list_arg,
+EstimationStatement::EstimationStatement(const SymbolTable &symbol_table_arg,
+                                         SymbolList symbol_list_arg,
                                          OptionsList options_list_arg) :
+  symbol_table{symbol_table_arg},
   symbol_list{move(symbol_list_arg)},
   options_list{move(options_list_arg)}
 {
@@ -1162,6 +1165,22 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
       exit(EXIT_FAILURE);
     }
 
+  /* Check that we are not trying to estimate a parameter appearing in the
+     planner discount factor (see dynare#1173) */
+  vector<int> estimated_params_in_planner_discount;
+  set_intersection(mod_file_struct.estimated_parameters.begin(),
+                   mod_file_struct.estimated_parameters.end(),
+                   mod_file_struct.parameters_in_planner_discount.begin(),
+                   mod_file_struct.parameters_in_planner_discount.end(),
+                   back_inserter(estimated_params_in_planner_discount));
+  if (!estimated_params_in_planner_discount.empty())
+    {
+      cerr << "ERROR: It is not possible to estimate a parameter ("
+           << symbol_table.getName(estimated_params_in_planner_discount[0])
+           << ") that appears in the discount factor of the planner (i.e. in the 'planner_discount' option)." << endl;
+      exit(EXIT_FAILURE);
+    }
+
   try
     {
       symbol_list.checkPass(warnings, { SymbolType::endogenous });

src/ComputingTasks.hh

 /*
- * Copyright © 2003-2019 Dynare Team
+ * Copyright © 2003-2020 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -301,10 +301,12 @@ public:
 class EstimationStatement : public Statement
 {
 private:
+  const SymbolTable &symbol_table;
   const SymbolList symbol_list;
   const OptionsList options_list;
 public:
-  EstimationStatement(SymbolList symbol_list_arg,
+  EstimationStatement(const SymbolTable &symbol_table_arg,
+                      SymbolList symbol_list_arg,
                       OptionsList options_list_arg);
   void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
   void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;

src/NumericalInitialization.cc

 /*
- * Copyright © 2003-2019 Dynare Team
+ * Copyright © 2003-2020 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -39,6 +39,10 @@ InitParamStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolid
 {
   if (symbol_table.getName(symb_id) == "dsge_prior_weight")
     mod_file_struct.dsge_prior_weight_initialized = true;
+
+  // Needed for the workaround discussed in dynare#1173
+  if (symbol_table.getName(symb_id) == "optimal_policy_discount_factor")
+    param_value->collectVariables(SymbolType::parameter, mod_file_struct.parameters_in_planner_discount);
 }
 
 void

src/ParsingDriver.cc

 /*
- * Copyright © 2003-2019 Dynare Team
+ * Copyright © 2003-2020 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -1931,7 +1931,7 @@ ParsingDriver::set_corr_options(const string &name1, const string &name2, const
 void
 ParsingDriver::run_estimation()
 {
-  mod_file->addStatement(make_unique<EstimationStatement>(symbol_list, options_list));
+  mod_file->addStatement(make_unique<EstimationStatement>(mod_file->symbol_table, symbol_list, options_list));
   symbol_list.clear();
   options_list.clear();
 }

src/Statement.hh

 /*
- * Copyright © 2006-2019 Dynare Team
+ * Copyright © 2006-2020 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -134,6 +134,9 @@ public:
   /* Whether any of shock_decomposition, realtime_shock_decomposition and
      initial_condition_decomposition has the “with_epilogue” option */
   bool with_epilogue_option{false};
+  /* Lists symbol IDs of parameters that appear in a “planner_discount” option.
+     See dynare#1173 for more details. */
+  set<int> parameters_in_planner_discount;
 };
 
 class Statement