From 0f8c5ef22443b2cbb3c77bda5e7e0adb57f35dfb Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Wed, 9 Jan 2019 15:19:30 +0100
Subject: [PATCH] substitute leads/lags appropriately when identification or
sensitivity statements are present. #1631
Effective cherry pick of https://git.dynare.org/Dynare/preprocessor/commit/4c71d143f3fec395989950de51e7dee5836a37db
---
preprocessor/ComputingTasks.cc | 3 ++-
preprocessor/ModFile.cc | 10 +++++++---
preprocessor/Statement.cc | 3 ++-
preprocessor/Statement.hh | 4 +++-
4 files changed, 14 insertions(+), 6 deletions(-)
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 8f098f0855..d4e715709f 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2017 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -663,6 +663,7 @@ DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, Warning
if (it != options_list.num_options.end()
&& it->second == "1")
mod_file_struct.identification_present = true;
+ mod_file_struct.sensitivity_present = true;
}
void
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 8983b5e6a7..044ebb5e45 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2006-2017 Dynare Team
+ * Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -129,7 +129,9 @@ ModFile::checkPass(bool nostrict)
|| 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.calib_smoother_present
+ || mod_file_struct.identification_present
+ || mod_file_struct.sensitivity_present;
// Allow empty model only when doing a standalone BVAR estimation
if (dynamic_model.equation_number() == 0
@@ -407,7 +409,9 @@ ModFile::transformPass(bool nostrict, bool compute_xrefs)
|| 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.calib_smoother_present
+ || mod_file_struct.identification_present
+ || mod_file_struct.sensitivity_present)
{
// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos
dynamic_model.substituteEndoLeadGreaterThanTwo(false);
diff --git a/preprocessor/Statement.cc b/preprocessor/Statement.cc
index e1f9a01129..34077fa3f1 100644
--- a/preprocessor/Statement.cc
+++ b/preprocessor/Statement.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2006-2017 Dynare Team
+ * Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -38,6 +38,7 @@ ModFileStructure::ModFileStructure() :
bvar_present(false),
svar_identification_present(false),
identification_present(false),
+ sensitivity_present(false),
estimation_analytic_derivation(false),
partial_information(false),
k_order_solver(false),
diff --git a/preprocessor/Statement.hh b/preprocessor/Statement.hh
index 83dce960a4..f319256476 100644
--- a/preprocessor/Statement.hh
+++ b/preprocessor/Statement.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2006-2017 Dynare Team
+ * Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -68,6 +68,8 @@ public:
bool svar_identification_present;
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present;
+ //! Whether a sensitivity statement is present
+ bool sensitivity_present;
//! Whether the option analytic_derivation is given to estimation
bool estimation_analytic_derivation;
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
--
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