diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index fdba1fdeb1d34768569d2b383bb7e79ec3cce9e6..ee3f07f5de6584cc9c77e95573b272beb588f7b3 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -604,31 +604,35 @@ RamseyPolicyStatement::RamseyPolicyStatement(SymbolList symbol_list_arg,
void
RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
- // ramsey_model_present indicates that the model is augmented with the FOC of the planner problem
+ // Copied from RamseyModelStatement::checkPass()
mod_file_struct.ramsey_model_present = true;
- // ramsey_policy_present indicates that ramsey_policy instruction for computation of first order approximation
- // of a stochastic Ramsey problem if present in the *.mod file
- mod_file_struct.ramsey_policy_present = true;
- /* Fill in option_order of mod_file_struct
- Since ramsey policy needs one further order of derivation (for example, for 1st order
- approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
+ if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("instruments"))
+ mod_file_struct.instruments = *opt;
+
+ // Copied from StochSimulStatement::checkPass()
+ mod_file_struct.stoch_simul_present = true;
+
if (auto opt = options_list.get_if<OptionsList::NumVal>("order"))
mod_file_struct.order_option = max(mod_file_struct.order_option, stoi(*opt));
- // Fill in mod_file_struct.partial_information
if (auto opt = options_list.get_if<OptionsList::NumVal>("partial_information");
opt && *opt == "true")
mod_file_struct.partial_information = true;
- // Option k_order_solver (implicit when order >= 3)
if (auto opt = options_list.get_if<OptionsList::NumVal>("k_order_solver");
(opt && *opt == "true") || mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
- // Fill list of instruments
- if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("instruments"))
- mod_file_struct.instruments = *opt;
+ if (bool hp = options_list.contains("hp_filter"),
+ bandpass = options_list.contains("bandpass.indicator"),
+ one_sided_hp = options_list.contains("one_sided_hp_filter");
+ (hp && bandpass) || (hp && one_sided_hp) || (bandpass && one_sided_hp))
+ {
+ cerr << "ERROR: ramsey_policy: can only use one of hp, one-sided hp, and bandpass filters"
+ << endl;
+ exit(EXIT_FAILURE);
+ }
try
{
@@ -653,7 +657,9 @@ RamseyPolicyStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
- output << "ramsey_policy(var_list_);" << endl;
+ output << "[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);" << endl
+ << "oo_.steady_state = oo_.dr.ys;" << endl
+ << "oo_.planner_objective_value = evaluate_planner_objective(M_, options_, oo_);" << endl;
}
void
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 1a800a9a8dd14f303a4587bcfd3d134e3a3b97cc..da331f8e8b80cbf43e843e91e4d78aa49d8a1a7b 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -132,7 +132,6 @@ ModFile::checkPass(bool nostrict, bool stochastic)
bool stochastic_statement_present = mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
|| mod_file_struct.osr_present
- || mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present
|| mod_file_struct.identification_present
@@ -151,8 +150,7 @@ ModFile::checkPass(bool nostrict, bool stochastic)
exit(EXIT_FAILURE);
}
- if ((mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present)
- && mod_file_struct.discretionary_policy_present)
+ if (mod_file_struct.ramsey_model_present && mod_file_struct.discretionary_policy_present)
{
cerr << "ERROR: You cannot use the discretionary_policy command when you use either ramsey_model or ramsey_policy and vice versa" << endl;
exit(EXIT_FAILURE);
@@ -167,7 +165,7 @@ ModFile::checkPass(bool nostrict, bool stochastic)
exit(EXIT_FAILURE);
}
- if (mod_file_struct.ramsey_constraints_present && !mod_file_struct.ramsey_model_present && !mod_file_struct.ramsey_policy_present)
+ if (mod_file_struct.ramsey_constraints_present && !mod_file_struct.ramsey_model_present)
{
cerr << "ERROR: A ramsey_constraints block requires the presence of a ramsey_model or ramsey_policy statement" << endl;
exit(EXIT_FAILURE);
@@ -513,7 +511,6 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
bool deterministic_model = !(mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
|| mod_file_struct.osr_present
- || mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present
|| mod_file_struct.identification_present
@@ -575,8 +572,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
exit(EXIT_FAILURE);
}
- if ((mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present)
- && symbol_table.exo_det_nbr() > 0)
+ if (mod_file_struct.ramsey_model_present && symbol_table.exo_det_nbr() > 0)
{
cerr << "ERROR: ramsey_model and ramsey_policy are incompatible with deterministic exogenous variables" << endl;
exit(EXIT_FAILURE);
@@ -590,7 +586,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
if (mod_file_struct.occbin_constraints_present
&& (mod_file_struct.osr_present || mod_file_struct.mom_estimation_present
- || mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present
+ || mod_file_struct.ramsey_model_present
|| mod_file_struct.discretionary_policy_present || mod_file_struct.extended_path_present
|| mod_file_struct.identification_present || mod_file_struct.sensitivity_present))
{
@@ -898,7 +894,7 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
<< "options_.block = " << block << ";" << endl
<< "options_.bytecode = " << bytecode << ";" << endl
<< "options_.use_dll = " << use_dll << ";" << endl
- << "options_.ramsey_policy = " << (mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present) << ";" << endl
+ << "options_.ramsey_policy = " << mod_file_struct.ramsey_model_present << ";" << endl
<< "options_.discretionary_policy = " << mod_file_struct.discretionary_policy_present << ";" << endl;
if (mod_file_struct.discretionary_policy_present)
diff --git a/src/ModelEquationBlock.cc b/src/ModelEquationBlock.cc
index 8b410ba0ead071200ce0a6f78cc0273b5c019c2b..d2a0c1d804a1044a801882a9cd9ea508b016293a 100644
--- a/src/ModelEquationBlock.cc
+++ b/src/ModelEquationBlock.cc
@@ -150,7 +150,7 @@ SteadyStateModel::checkPass(ModFileStructure &mod_file_struct, WarningConsolidat
Ramsey model, since the steady_state_block should give the steady state
*conditional* to those instruments) */
set<int> should_be_defined = symbol_table.getOrigEndogenous();
- if (mod_file_struct.ramsey_policy_present || mod_file_struct.ramsey_model_present)
+ if (mod_file_struct.ramsey_model_present)
for (const auto &s : mod_file_struct.instruments.getSymbols())
should_be_defined.erase(symbol_table.getID(s));
for (int v : should_be_defined)
diff --git a/src/Statement.hh b/src/Statement.hh
index ce8e1eed592f3beeb37408babaaac4e8a78358a5..cd1585ffc009a56f9e6f021e77683601a90ec659 100644
--- a/src/Statement.hh
+++ b/src/Statement.hh
@@ -52,8 +52,6 @@ struct ModFileStructure
bool optim_weights_present{false};
//! Whether a ramsey_model statement is present
bool ramsey_model_present{false};
- //! Whether a ramsey_policy statement is present
- bool ramsey_policy_present{false};
//! Whether a discretionary_objective statement is present
bool discretionary_policy_present{false};
//! Whether a planner_objective statement is present