trunk: updates to the macroprocessor slides

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2462 ac1d8469-bf42-47a9-8791-bf33cf982152

macroprocessor.tex

@@ -16,10 +16,9 @@
 }
 
 \title{The Dynare Macro-processor}
-\subtitle{Dynare Summer School 2008}
 \author{Sébastien Villemot}
 \institute[BoFrance - PSE]{Bank of France - Paris School of Economics}
-\date{July 3, 2008}
+\date{February 2, 2009}
 
 \AtBeginSection[]
 {
@@ -70,7 +69,7 @@
     \item conditional inclusion (if/then/else structures)
     \item expression substitution
     \end{itemize}
-%  \item Technically, this language is independent of the basic Dynare language, and is processed by a separate component of the Dynare pre-processor, called the \textbf{macro-processor}
+  \item Implemented in Dynare starting from 4.0 version
   \item The macro-processor transforms a MOD file with macro-commands into a MOD file without macro-commands (doing text expansions/inclusions) and then feeds it to the Dynare parser
   \item The key point to understand is that the macro-processor only does \textbf{text substitution} (like the C preprocessor or the PHP language)
   \end{itemize}
@@ -159,6 +158,7 @@
     \item concatenation: \texttt{+}
     \item difference \texttt{-}: returns the first operand from which the elements of the second operand have been removed
     \item extraction of sub-arrays: \textit{e.g.} \texttt{v[4:6]}
+    \item testing membership of an array: \texttt{in} operator (only in unstable version of Dynare)
     \end{itemize}
   \end{block}
 
@@ -310,6 +310,7 @@ end;
 %  \item Useful to understand how the macro-processor works
   \item Just add the \texttt{savemacro} option on the Dynare command line (after the name of your MOD-file)
   \item If MOD file is \texttt{filename.mod}, then the macro-expanded version will be saved in \texttt{filename-macroexp.mod}
+  \item With the unstable version of Dynare, you can specify the filename for the macro-expanded version with the syntax \texttt{savemacro=mymacroexp.mod}
   \end{itemize}
 \end{frame}
 
@@ -406,7 +407,7 @@ end;
 \end{frame}
 
 \begin{frame}
-  \frametitle{Endogeneizing parameters (1/3)}
+  \frametitle{Endogeneizing parameters (1/4)}
   \begin{itemize}
   \item When doing the steady-state calibration of the model, it may be useful to consider a parameter as an endogenous (and vice-versa)
   \item Example:
@@ -414,16 +415,36 @@ end;
       y = \left(\alpha^{\frac{1}{\xi}} \ell^{1-\frac{1}{\xi}} + (1-\alpha)^{\frac{1}{\xi}}k^{1-\frac{1}{\xi}}\right)^{\frac{\xi}{\xi - 1}} \\
       lab\_rat = \frac{w \ell}{p y}
     \end{gather*}
-  \item During simulation or estimation, the share parameter $\alpha$ is a parameter, and $lab\_rat$ is an endogenous variable
-  \item But for steady-state calibration, we may want to impose an economically relevant value for $lab\_rat$, and deduce the implied value for $\alpha$ \\
-    $\Rightarrow$ during calibration, $\alpha$ is endogenous and $lab\_rat$ is a parameter
+  \item In the model, $\alpha$ is a (share) parameter, and $lab\_rat$ is an endogenous variable
+  \item We observe that:
+    \begin{itemize}
+    \item calibrating $\alpha$ is not straigthforward!
+    \item on the contrary, we have real world data for $lab\_rat$
+    \item it is clear that these two variables are economically linked
+    \end{itemize}
+  \end{itemize}
+\end{frame}
+
+\begin{frame}[fragile=singleslide]
+  \frametitle{Endogeneizing parameters (2/4)}
+  \begin{itemize}
+  \item Therefore, when computing the steady state:
+    \begin{itemize}
+    \item we make $\alpha$ an endogenous variable and $lab\_rat$ a parameter
+    \item we impose an economically relevant value for $lab\_rat$
+    \item the solution algorithm deduces the implied value for $\alpha$
+    \end{itemize}
+  \item We call this method ``variable flipping''
   \end{itemize}
 \end{frame}
 
 \begin{frame}[fragile=singleslide]
-  \frametitle{Endogeneizing parameters (2/3)}
+  \frametitle{Endogeneizing parameters (3/4)}
+  \framesubtitle{Example implementation}
+  \begin{itemize}
+  \item File \texttt{modeqs.mod}:
     \begin{itemize}
-  \item Create \texttt{modeqs.mod} with variable declarations and model equations
+    \item contains variable declarations and model equations
     \item For declaration of \texttt{alpha} and \texttt{lab\_rat}:
     \footnotesize
 \begin{verbatim}
@@ -436,28 +457,30 @@ end;
 @#endif
 \end{verbatim}
     \normalsize
-  \item Create \texttt{steady.mod}:
-    \begin{itemize}
-    \item begins with \verb+@#define steady = 1+
-    \item then with \verb+@#include "modeqs.mod"+
-    \item initializes parameters (including \texttt{lab\_rat}, excluding \texttt{alpha})
-    \item computes steady state (using hints for endogenous, including \texttt{alpha})
-    \item saves values of parameters and endogenous at steady-state to a file
     \end{itemize}
+
   \end{itemize}
 \end{frame}
 
 \begin{frame}[fragile=singleslide]
-  \frametitle{Endogeneizing parameters (3/3)}
+  \frametitle{Endogeneizing parameters (4/4)}
+  \framesubtitle{Example implementation}
   \begin{itemize}
-  \item Create \texttt{simul.mod}:
+  \item File \texttt{steady.mod}:
+    \begin{itemize}
+    \item begins with \verb+@#define steady = 1+
+    \item then with \verb+@#include "modeqs.mod"+
+    \item initializes parameters (including \texttt{lab\_rat}, excluding \texttt{alpha})
+    \item computes steady state (using guess values for endogenous, including \texttt{alpha})
+    \item saves values of parameters and endogenous at steady-state in a file, using the \texttt{load\_params\_and\_steady\_state} command
+    \end{itemize}
+  \item File \texttt{simul.mod}:
     \begin{itemize}
     \item begins with \verb+@#define steady = 0+
     \item then with \verb+@#include "modeqs.mod"+
-    \item loads values of parameters and endogenous at steady-state from file
+    \item loads values of parameters and endogenous at steady-state from file, using the \texttt{save\_params\_and\_steady\_state} command
     \item computes simulations
     \end{itemize}
-  \item \textit{Note:} functions for saving and loading parameters and endogenous are not yet in Dynare distribution (they should be soon, ask me if you're interested)
   \end{itemize}
 \end{frame}
 
@@ -507,7 +530,7 @@ end;
   \item Small adjustments have been made in recent versions of Dynare to make it run on Octave
   \item This makes Dynare 100\% free software
   \item If you're interested in using Dynare for Octave, go to: \\
-    \url{http://www.cepremap.cnrs.fr/DynareWiki/DynareOctave}
+    \url{http://www.dynare.org/DynareWiki/DynareOctave}
   \item Adapting Dynare for Octave is still a work in progress \\
     $\Rightarrow$ feedback is welcome
   \end{itemize}