From ce77f713e0e380d17d1801af8ef40a68b87f107f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Fri, 10 Jul 2020 14:55:28 +0200
Subject: [PATCH] PAC MCE: fix incorrect detection of the target variable
The detection of the target EC variable to be used when constructing the
forward-looking expectation variable is rather fragile.
When the PAC model is written with an (non-)optimizing share of agents,
restrict the identification of the target variable to the optimizing
expression, to minimize the risk of wrong identification.
By the way, add a few comments, and a small simplification.
(cherry picked from commit 16f9168fda3a0c8e4b1d162aae9ccbfe537fb1ec)
---
src/DynamicModel.cc | 16 ++++++++++++----
src/ExprNode.cc | 5 ++++-
src/ExprNode.hh | 3 +++
3 files changed, 19 insertions(+), 5 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 5bbca050..415fe5d5 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -4523,11 +4523,9 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
for (auto &equation : equations)
if (equation->containsPacExpectation(pac_model_name))
{
- pair<int, int> lhs(-1, -1);
set<pair<int, int>> lhss;
equation->arg1->collectDynamicVariables(SymbolType::endogenous, lhss);
- lhs = *lhss.begin();
- int lhs_symb_id = lhs.first;
+ int lhs_symb_id = lhss.begin()->first;
int lhs_orig_symb_id = lhs_symb_id;
if (symbol_table.isAuxiliaryVariable(lhs_symb_id))
try
@@ -4537,7 +4535,17 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
catch (...)
{
}
- return equation->arg2->getPacTargetSymbId(lhs_symb_id, lhs_orig_symb_id);
+ auto barg2 = dynamic_cast<BinaryOpNode *>(equation->arg2);
+ assert(barg2);
+ auto [optim_share_index, optim_part, non_optim_part, additive_part]
+ = barg2->getPacOptimizingShareAndExprNodes(lhs_symb_id, lhs_orig_symb_id);
+ /* The algorithm for identifying the target is fragile. Hence, if there
+ is an optimization part, we restrict the search to that part to
+ avoid wrong results. */
+ if (optim_part)
+ return optim_part->getPacTargetSymbId(lhs_symb_id, lhs_orig_symb_id);
+ else
+ return equation->arg2->getPacTargetSymbId(lhs_symb_id, lhs_orig_symb_id);
}
return -1;
}
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index ca91b743..4f81d325 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -5034,8 +5034,11 @@ BinaryOpNode::getPacTargetSymbIdHelper(int lhs_symb_id, int undiff_lhs_symb_id,
{
int id = datatree.symbol_table.getUltimateOrigSymbID(it.first);
if (id == lhs_symb_id || id == undiff_lhs_symb_id)
- found_lagged_lhs = true;
+ found_lagged_lhs = true; // This expression contains the (lagged) LHS
if (id != lhs_symb_id && id != undiff_lhs_symb_id)
+ /* The first variable that is not the (lagged) LHS is a
+ candidate for the target. FIXME: What happens if there are several
+ such variables? The detection order is not meaningful… */
if (target_symb_id < 0)
target_symb_id = it.first;
}
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index 9f8bcd15..0ce14aee 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -483,6 +483,9 @@ public:
virtual int PacMaxLag(int lhs_symb_id) const = 0;
//! Get the target variable of the PAC model
+ /* The algorithm is rather crude. For a BinaryOpNode, it inspects both
+ arguments. If one of the argument contains the (lagged) LHS, the first
+ variable that is not the (lagged) LHS is returned as the target */
virtual int getPacTargetSymbId(int lhs_symb_id, int undiff_lhs_symb_id) const = 0;
virtual expr_t undiff() const = 0;
--
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