From 4c71d143f3fec395989950de51e7dee5836a37db Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Wed, 9 Jan 2019 14:48:25 +0100
Subject: [PATCH] substitute leads/lags appropriately when identification or
sensitivity statements are present. Issue:
https://git.dynare.org/Dynare/dynare/issues/1631
---
src/ComputingTasks.cc | 3 ++-
src/ModFile.cc | 6 +++++-
src/Statement.hh | 4 +++-
3 files changed, 10 insertions(+), 3 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 4266122d..ec587a82 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -1203,6 +1203,7 @@ DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, Warning
if (it != options_list.num_options.end()
&& it->second == "1")
mod_file_struct.identification_present = true;
+ mod_file_struct.sensitivity_present = true;
}
void
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 9c4578e6..25ef0a78 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2006-2018 Dynare Team
+ * Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -142,6 +142,8 @@ ModFile::checkPass(bool nostrict, bool stochastic)
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present
+ || mod_file_struct.identification_present
+ || mod_file_struct.sensitivity_present
|| stochastic;
// Allow empty model only when doing a standalone BVAR estimation
@@ -565,6 +567,8 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present
+ || mod_file_struct.identification_present
+ || mod_file_struct.sensitivity_present
|| stochastic )
{
// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
diff --git a/src/Statement.hh b/src/Statement.hh
index fb672604..d5c30c21 100644
--- a/src/Statement.hh
+++ b/src/Statement.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2006-2017 Dynare Team
+ * Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -68,6 +68,8 @@ public:
bool svar_identification_present{false};
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present{false};
+ //! Whether a sensitivity statement is present
+ bool sensitivity_present{false};
//! Whether the option analytic_derivation is given to estimation
bool estimation_analytic_derivation{false};
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
--
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