Fix interaction of “predetermined_variables” with “histval” (preprocessor#47)
Also add a corresponding regression test case.time-shift
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Subproject commit 2a048a487c02ee420e20a0082abb8cb411b562bc
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Subproject commit 7d1a467aa30427afeac638975a80fc4df58ba1d4
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@ -114,6 +114,7 @@ MODFILES = \
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comments.mod \
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histval_sto.mod \
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histval_det.mod \
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histval_predetermined.mod \
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auxiliary_variables/test1.mod \
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expectations/expectation.mod \
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expectations/expectation_ss.mod \
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@ -0,0 +1,60 @@
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/* Check that histval and predetermined_variables interact correctly, in the
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case where no explicit lag appears in the model block (though lags appear
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implicitly via the “predetermined_variables” statement).
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This is a regression test for preprocessor#47.
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*/
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var y, c, k, a, h, b;
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varexo e, u;
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predetermined_variables a b k;
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parameters beta, rho, alpha, delta, theta, psi, tau;
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alpha = 0.36;
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rho = 0.95;
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tau = 0.025;
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beta = 0.99;
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delta = 0.025;
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psi = 0;
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theta = 2.95;
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phi = 0.1;
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model;
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c*theta*h^(1+psi)=(1-alpha)*y;
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k(+1) = beta*(((exp(b(+1))*c)/(exp(b(+2))*c(+1)))
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*(exp(b(+2))*alpha*y(+1)+(1-delta)*k(+1)));
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y = exp(a(+1))*(k^alpha)*(h^(1-alpha));
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k = exp(b(+1))*(y-c)+(1-delta)*k;
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a(+1) = rho*a+ e;
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b(+1) = rho*b+ u;
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end;
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initval;
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y = 1.08068253095672;
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c = 0.80359242014163;
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h = 0.29175631001732;
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k = 11.08360443260358;
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a = 0;
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b = 0;
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e = 0;
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u = 0;
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end;
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shocks;
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var e; stderr 0.009;
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var u; stderr 0.009;
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var e, u = phi*0.009*0.009;
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end;
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histval;
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b(0) = 0.1;
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a(0) = 0.3;
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end;
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stoch_simul(nograph, periods = 200);
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forecast;
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