diff --git a/matlab/perfect-foresight-models/det_cond_forecast.m b/matlab/perfect-foresight-models/det_cond_forecast.m
index 186db3f6dfd583abd9ce10b59a383a0e87607a16..f26cdf5434e881e3ad3fcf0c386d991c3d6459e2 100644
--- a/matlab/perfect-foresight-models/det_cond_forecast.m
+++ b/matlab/perfect-foresight-models/det_cond_forecast.m
@@ -69,6 +69,10 @@ if (range(range.ndat) > dset.dates(dset.nobs)+1 )
error(['det_cond_forecast: The dseries ' inputname(2) ' finishes at time ' s1{1} ' before the last period of forecast ' s2{1}]);
end
+if options_.block
+ warning('det_cond_forecast: ignoring the block option, which is not compatible with conditional forecasting')
+end
+
sym_dset = dset(dates(-range(1)):dates(range(range.ndat)));
periods = options_.periods + M_.maximum_lag + M_.maximum_lead;
total_periods = periods + range.ndat;
@@ -125,11 +129,7 @@ end
if options_.bytecode
save_options_dynatol_f = options_.dynatol.f;
options_.dynatol.f = 1e-7;
- if options_.block
- [endo, exo] = bytecode('extended_path', plan, 'block_decomposed', M_, options_, oo_.endo_simul, oo_.exo_simul, M_.params, oo_.steady_state, options_.periods);
- else
- [endo, exo] = bytecode('extended_path', plan, M_, options_, oo_.endo_simul, oo_.exo_simul, M_.params, oo_.steady_state, options_.periods);
- end
+ [endo, exo] = bytecode('extended_path', plan, M_, options_, oo_.endo_simul, oo_.exo_simul, M_.params, oo_.steady_state, options_.periods);
options_.dynatol.f = save_options_dynatol_f;
oo_.endo_simul = endo;
@@ -389,11 +389,7 @@ if pf && ~surprise
if k == 1
data1 = M_;
if (options_.bytecode)
- if options_.block
- [~, data1]= bytecode('dynamic','block_decomposed','evaluate', M_, options_, z, zx, M_.params, oo_.steady_state, k, data1);
- else
- [~, data1]= bytecode('dynamic','evaluate', M_, options_, z, zx, M_.params, oo_.steady_state, k, data1);
- end
+ [~, data1]= bytecode('dynamic','evaluate', M_, options_, z, zx, M_.params, oo_.steady_state, k, data1);
else
[~, g1b] = feval([M_.fname '.dynamic'], z', zx, M_.params, oo_.steady_state, k);
data1.g1_x = g1b(:,end - M_.exo_nbr + 1:end);
@@ -636,11 +632,7 @@ else
if k == 1
data1 = M_;
if (options_.bytecode)
- if options_.block
- [~, data1]= bytecode('dynamic','block_decomposed','evaluate', M_, options_, z, zx, M_.params, oo_.steady_state, k, data1);
- else
- [~, data1]= bytecode('dynamic','evaluate', M_, options_, z, zx, M_.params, oo_.steady_state, k, data1);
- end
+ [~, data1]= bytecode('dynamic','evaluate', M_, options_, z, zx, M_.params, oo_.steady_state, k, data1);
else
[~, g1b] = feval([M_.fname '.dynamic'], z', zx, M_.params, oo_.steady_state, k);
data1.g1_x = g1b(:,end - M_.exo_nbr + 1:end);
diff --git a/mex/sources/bytecode/Interpreter.cc b/mex/sources/bytecode/Interpreter.cc
index 9b428922bde36ff9293a9900629521484847b3b7..1249555850d1c6efe56278d971a82c998b309775 100644
--- a/mex/sources/bytecode/Interpreter.cc
+++ b/mex/sources/bytecode/Interpreter.cc
@@ -652,40 +652,6 @@ Interpreter::simulate_a_block(
return NO_ERROR_ON_EXIT;
}
-void
-Interpreter::check_for_controlled_exo_validity(const vector<s_plan>& sconstrained_extended_path)
-{
- vector<int> exogenous {evaluator.getCurrentBlockExogenous()};
- vector<int> endogenous {evaluator.getCurrentBlockVariables()};
- for (auto& it : sconstrained_extended_path)
- {
- if (ranges::find(endogenous, it.exo_num) != endogenous.end()
- && ranges::find(exogenous, it.var_num) == exogenous.end())
- throw FatalException {"\nThe conditional forecast involving as constrained variable "
- + symbol_table.getName(SymbolType::endogenous, it.exo_num)
- + " and as endogenized exogenous "
- + symbol_table.getName(SymbolType::exogenous, it.var_num)
- + " that do not appear in block=" + to_string(block_num + 1)
- + ")\nYou should not use block in model options"};
- else if (ranges::find(endogenous, it.exo_num) != endogenous.end()
- && ranges::find(exogenous, it.var_num) != exogenous.end()
- && (type == BlockSimulationType::evaluateForward
- || type == BlockSimulationType::evaluateBackward))
- throw FatalException {"\nThe conditional forecast cannot be implemented for the block="
- + to_string(block_num + 1)
- + ") that has to be evaluated instead to be solved\nYou should not "
- "use block in model options"};
- else if (ranges::find(previous_block_exogenous, it.var_num) != previous_block_exogenous.end())
- throw FatalException {
- "\nThe conditional forecast involves in the block " + to_string(block_num + 1)
- + " the endogenized exogenous "
- + symbol_table.getName(SymbolType::exogenous, it.var_num)
- + " that appear also in a previous block\nYou should not use block in model options"};
- }
- for (auto it : exogenous)
- previous_block_exogenous.push_back(it);
-}
-
pair<bool, vector<int>>
Interpreter::MainLoop(const string& bin_basename, bool evaluate, int block, bool constrained,
const vector<s_plan>& sconstrained_extended_path,
@@ -734,8 +700,8 @@ Interpreter::MainLoop(const string& bin_basename, bool evaluate, int block, bool
equations = evaluator.getCurrentBlockEquations();
u_count_int = evaluator.getCurrentBlockUCount();
- if (constrained)
- check_for_controlled_exo_validity(sconstrained_extended_path);
+ if (constrained && block_decomposed)
+ throw FatalException {"Conditional forecasting is not compatible with block decomposition"};
if (print)
{
if (steady_state)
@@ -904,7 +870,6 @@ Interpreter::extended_path(const string& file_name, bool evaluate, int block, in
vector<int> blocks;
for (int t = 0; t < nb_periods; t++)
{
- previous_block_exogenous.clear();
if (old_verbosity >= 1)
{
mexPrintf("|%s|", elastic(dates[t], date_length + 2, false).c_str());
diff --git a/mex/sources/bytecode/Interpreter.hh b/mex/sources/bytecode/Interpreter.hh
index fa2f32485d8ad7d31e5e8f6780b7c00eb6e777c7..d98a18e15d18bcc7b9c9513bb5ac586da0e5d0bf 100644
--- a/mex/sources/bytecode/Interpreter.hh
+++ b/mex/sources/bytecode/Interpreter.hh
@@ -153,7 +153,6 @@ private:
int verbosity; // Corresponds to options_.verbosity
- vector<int> previous_block_exogenous;
bool print; // Whether the “print†command is requested
int col_x, col_y;
vector<double> residual;
@@ -166,7 +165,6 @@ private:
int simulate_a_block(const vector_table_conditional_local_type& vector_table_conditional_local,
bool single_block, const string& bin_base_name);
static string elastic(string str, unsigned int len, bool left);
- void check_for_controlled_exo_validity(const vector<s_plan>& sconstrained_extended_path);
pair<bool, vector<int>>
MainLoop(const string& bin_basename, bool evaluate, int block, bool constrained,
const vector<s_plan>& sconstrained_extended_path,