From 8b23a2d575d8b7fc50b23d71683c545bc75c0941 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Thu, 19 Dec 2019 16:46:00 +0100
Subject: [PATCH] =?UTF-8?q?Fix=20incorrect=20static=20model=20when=20?=
=?UTF-8?q?=E2=80=9Cdiff=E2=80=9D=20operator=20is=20present?=
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The “diff” operator was incorrectly replaced by its argument in the static
model, leading to an incorrect result for the steady state.
This is because the information contained in the “expr_node” field of the
auxiliary variables storage was not consistent across all types of auxiliary
variables: for a “diff()” operator, it would contain the argument of the
operator, instead of the full node. Hence it would not simplify to zero at the
steady state.
A similar inconsistency was also present for the “expectation()” operator,
though it was not leading to an incorrect static model.
---
src/ExprNode.cc | 15 +++++++++------
1 file changed, 9 insertions(+), 6 deletions(-)
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index e2288518..b1a73493 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -3519,7 +3519,7 @@ UnaryOpNode::substituteDiff(const lag_equivalence_table_t &nodes, subst_table_t
/* diff does not appear in VAR equations, so simply create aux var and return.
Once the comparison of expression nodes works, come back and remove
this part, folding into the next loop. */
- int symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
+ int symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, const_cast<UnaryOpNode *>(this));
VariableNode *aux_var = datatree.AddVariable(symb_id, 0);
neweqs.push_back(dynamic_cast<BinaryOpNode *>(datatree.AddEqual(aux_var,
datatree.AddMinus(argsubst,
@@ -3543,9 +3543,9 @@ UnaryOpNode::substituteDiff(const lag_equivalence_table_t &nodes, subst_table_t
if (rit == it->second.rbegin())
{
if (vn)
- symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst, vn->symb_id, vn->lag);
+ symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, rit->second, vn->symb_id, vn->lag);
else
- symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, argsubst);
+ symb_id = datatree.symbol_table.addDiffAuxiliaryVar(argsubst->idx, rit->second);
// make originating aux var & equation
last_index = rit->first;
@@ -3563,10 +3563,10 @@ UnaryOpNode::substituteDiff(const lag_equivalence_table_t &nodes, subst_table_t
for (int i = last_index; i > rit->first; i--)
{
if (i == last_index)
- symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(argsubst->idx, argsubst,
+ symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(argsubst->idx, rit->second,
last_aux_var->symb_id, last_aux_var->lag);
else
- symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(new_aux_var->idx, new_aux_var,
+ symb_id = datatree.symbol_table.addDiffLagAuxiliaryVar(new_aux_var->idx, rit->second,
last_aux_var->symb_id, last_aux_var->lag);
new_aux_var = datatree.AddVariable(symb_id, 0);
@@ -3782,7 +3782,7 @@ UnaryOpNode::substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNo
//Arriving here, we need to create an auxiliary variable for this Expectation Operator:
//AUX_EXPECT_(LEAD/LAG)_(period)_(arg.idx) OR
//AUX_EXPECT_(info_set_name)_(arg.idx)
- int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(expectation_information_set, arg->idx, arg);
+ int symb_id = datatree.symbol_table.addExpectationAuxiliaryVar(expectation_information_set, arg->idx, const_cast<UnaryOpNode *>(this));
expr_t newAuxE = datatree.AddVariable(symb_id, 0);
if (partial_information_model && expectation_information_set == 0)
@@ -3901,6 +3901,9 @@ UnaryOpNode::getEndosAndMaxLags(map<string, int> &model_endos_and_lags) const
expr_t
UnaryOpNode::substituteStaticAuxiliaryVariable() const
{
+ if (op_code == UnaryOpcode::diff)
+ return datatree.Zero;
+
expr_t argsubst = arg->substituteStaticAuxiliaryVariable();
if (op_code == UnaryOpcode::expectation)
return argsubst;
--
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