From 64f55e4a5e5bd1dbc24f806f1b9c4b518f24eb8c Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 25 Feb 2019 15:29:46 +0100
Subject: [PATCH] pac: declare endogenous variables needed by pac model
consistent expectation before the creation of auxiliary variables
---
src/DynamicModel.cc | 46 +++++++++++++++++++++++++++++++++++++--------
src/DynamicModel.hh | 3 +++
src/ModFile.cc | 6 ++++++
3 files changed, 47 insertions(+), 8 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 4d0fd66b..6da7c765 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -4496,6 +4496,41 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
return -1;
}
+
+void
+DynamicModel::declarePacModelConsistentExpectationEndogs(const string &name)
+{
+ int i = 0;
+ for (auto & equation : equations)
+ if (equation->containsPacExpectation())
+ {
+ string eqtag = "";
+ for (auto & tag : equation_tags)
+ if (tag.first == (&equation - &equations[0]))
+ if (tag.second.first == "name")
+ {
+ eqtag = tag.second.second;
+ break;
+ }
+ if (eqtag == "")
+ {
+ cerr << "Every equation with a pac expectation must have been assigned an equation tag name" << endl;
+ exit(EXIT_FAILURE);
+ }
+ string standard_eqtag = "eq" + to_string(i++);
+ try
+ {
+ pac_mce_z1_symb_ids[{name, standard_eqtag}] =
+ symbol_table.addSymbol("mce_Z1_" + name + "_" + standard_eqtag, SymbolType::endogenous);
+ }
+ catch (SymbolTable::AlreadyDeclaredException &e)
+ {
+ cerr << "Variable name needed by PAC (mce_Z1_" << name << "_" << standard_eqtag << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
+}
+
void
DynamicModel::addPacModelConsistentExpectationEquation(const string & name, int discount_symb_id,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
@@ -4510,16 +4545,12 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string & name, int
string standard_eqtag = it.second.first;
int pac_max_lag_m = it.second.second + 1;
string append_to_name = name + "_" + standard_eqtag;
- int mce_z1_symb_id;
- try
- {
- mce_z1_symb_id = symbol_table.addSymbol("mce_Z1_" + append_to_name, SymbolType::endogenous);
- }
- catch (SymbolTable::AlreadyDeclaredException &e)
+ if (pac_mce_z1_symb_ids.find({name, standard_eqtag}) == pac_mce_z1_symb_ids.end())
{
- cerr << "Variable name needed by PAC (mce_Z1_" << append_to_name << endl;
+ cerr << "Error finding pac MCE Z1 symb id" << endl;
exit(EXIT_FAILURE);
}
+ int mce_z1_symb_id = pac_mce_z1_symb_ids[{name, standard_eqtag}];
expr_t A = One;
expr_t fp = Zero;
@@ -4597,7 +4628,6 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string & name, int
addEquation(AddEqual(AddVariable(mce_z1_symb_id),
AddMinus(AddTimes(A, AddMinus((expr_t) target_base_diff_node, fs)), fp)), -1);
neqs++;
- pac_mce_z1_symb_ids[{name, standard_eqtag}] = mce_z1_symb_id;
pac_expectation_substitution[{name, eqtag}] = AddVariable(mce_z1_symb_id);
}
cout << "Pac Model Consistent Expectation: added " << neqs << " auxiliary variables and equations." << endl;
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 8ea9e2ad..1293e31d 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -455,6 +455,9 @@ public:
//! Return target of the pac equation
int getPacTargetSymbId(const string &pac_model_name) const;
+ //! Declare Z1 variables before creating aux vars so it comes right after the endo names declared by the user
+ void declarePacModelConsistentExpectationEndogs(const string &name);
+
//! Add model consistent expectation equation for pac model
void addPacModelConsistentExpectationEquation(const string & name, int discount,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
diff --git a/src/ModFile.cc b/src/ModFile.cc
index d5002f7f..4b133dab 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -367,6 +367,12 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
// Save the original model (must be done before any model transformations by preprocessor)
// - except adl and diff which we always want expanded
dynamic_model.simplifyEquations();
+ for (auto & statement : statements)
+ {
+ auto pms = dynamic_cast<PacModelStatement *>(statement.get());
+ if (pms != nullptr && pms->aux_model_name == "")
+ dynamic_model.declarePacModelConsistentExpectationEndogs(pms->name);
+ }
dynamic_model.substituteAdl();
dynamic_model.setLeadsLagsOrig();
original_model = dynamic_model;
--
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