From b58bbb8e84a8e27fa1780760406c21eb0e2d6e91 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Thu, 12 Dec 2019 16:03:59 +0100
Subject: [PATCH] Ramsey: do not warn if instruments are not defined in
steady_state_model block
Closes: dynare#1677
---
src/ComputingTasks.cc | 15 +++++++++++++++
src/ModelEquationBlock.cc | 14 ++++++++++----
src/Statement.hh | 2 ++
3 files changed, 27 insertions(+), 4 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index bc0cebf6..28464a2c 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -786,6 +786,11 @@ RamseyModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsol
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
+
+ // Fill list of instruments
+ if (auto it = options_list.symbol_list_options.find("instruments");
+ it != options_list.symbol_list_options.end())
+ mod_file_struct.instruments = it->second;
}
void
@@ -944,6 +949,11 @@ RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConso
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
+
+ // Fill list of instruments
+ if (auto it = options_list.symbol_list_options.find("instruments");
+ it != options_list.symbol_list_options.end())
+ mod_file_struct.instruments = it->second;
}
void
@@ -1067,6 +1077,11 @@ DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, Warni
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
+
+ // Fill list of instruments
+ if (auto it = options_list.symbol_list_options.find("instruments");
+ it != options_list.symbol_list_options.end())
+ mod_file_struct.instruments = it->second;
}
void
diff --git a/src/ModelEquationBlock.cc b/src/ModelEquationBlock.cc
index 32867240..3f88da46 100644
--- a/src/ModelEquationBlock.cc
+++ b/src/ModelEquationBlock.cc
@@ -120,12 +120,18 @@ SteadyStateModel::checkPass(ModFileStructure &mod_file_struct, WarningConsolidat
copy(symb_ids.begin(), symb_ids.end(), back_inserter(so_far_defined));
}
- set<int> orig_endogs = symbol_table.getOrigEndogenous();
- for (int orig_endog : orig_endogs)
+ /* Check that all original endogous are defined (except the instruments of a
+ 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)
+ for (const auto &s : mod_file_struct.instruments.getSymbols())
+ should_be_defined.erase(symbol_table.getID(s));
+ for (int v : should_be_defined)
{
- if (find(so_far_defined.begin(), so_far_defined.end(), orig_endog)
+ if (find(so_far_defined.begin(), so_far_defined.end(), v)
== so_far_defined.end())
- warnings << "WARNING: in the 'steady_state_model' block, variable '" << symbol_table.getName(orig_endog) << "' is not assigned a value" << endl;
+ warnings << "WARNING: in the 'steady_state_model' block, variable '" << symbol_table.getName(v) << "' is not assigned a value" << endl;
}
}
diff --git a/src/Statement.hh b/src/Statement.hh
index 3ea99130..b6d6eab3 100644
--- a/src/Statement.hh
+++ b/src/Statement.hh
@@ -129,6 +129,8 @@ public:
bool write_latex_steady_state_model_present{false};
//! Pac growth and discount
set<int> pac_params;
+ //! Instruments if ramsey_model, ramsey_policy or discretionary_policy is present
+ SymbolList instruments;
};
class Statement
--
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