v4 doc: added macroprocessor slides
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1933 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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\documentclass{beamer}
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\usepackage[utf8]{inputenc}
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\usepackage{amsmath}
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\mode<handout>
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{
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\usepackage{pgfpages}
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\pgfpagesuselayout{4 on 1}[a4paper,border shrink=3mm,landscape]
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\usetheme{Madrid}
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\usecolortheme{seagull}
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}
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\mode<beamer>
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{
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\usetheme{Madrid}
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}
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\title{The Dynare Macro-processor}
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\subtitle{Dynare Summer School 2008}
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\author{Sébastien Villemot}
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\institute[BoFrance - PSE]{Bank of France - Paris School of Economics}
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\date{July 3, 2008}
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\AtBeginSection[]
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{
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\begin{frame}
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\frametitle{Outline}
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\tableofcontents[currentsection]
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\end{frame}
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}
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\begin{document}
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\begin{frame}
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\titlepage
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\end{frame}
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\begin{frame}
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\frametitle{Outline}
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\tableofcontents
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\end{frame}
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\section{Overview}
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\begin{frame}
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\frametitle{Motivation}
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\begin{itemize}
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\item The \textbf{Dynare language} (used in MOD files) is well suited for describing economic models
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\item However, it lacks some useful features, such as:
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\begin{itemize}
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\item a loop mechanism for automatically repeating similar blocks of equations (such as in multi-country models)
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\item an operator for indexed sums or products inside equations
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\item a mechanism for splitting large MOD-files in smaller modular files
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\item the possibility of conditionally including some equations or some runtime commands
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\end{itemize}
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\item The \textbf{Dynare Macro-language} was specifically designed to address these issues
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\item Being flexible and fairly general, it can also be helpful in other situations
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\end{itemize}
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\end{frame}
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\begin{frame}
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\frametitle{Design of the macro-language}
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\begin{itemize}
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\item The Dynare Macro-language provides a new set of \textbf{macro-commands} which can be inserted inside MOD-files
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\item Language features include:
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\begin{itemize}
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\item file inclusion
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\item loops
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\item conditional inclusion (if/then/else structures)
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\item expression substitution
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\end{itemize}
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% \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}
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\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
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\item The key point to understand is that the macro-processor only does \textbf{text substitution} (like the C preprocessor or the PHP language)
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\end{itemize}
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\end{frame}
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\begin{frame}
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\frametitle{Old Dynare design}
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\includegraphics[width=0.95\linewidth]{old-design.pdf}
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\end{frame}
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\begin{frame}
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\frametitle{New Dynare design}
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\includegraphics[width=0.95\linewidth]{new-design.pdf}
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\end{frame}
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\section{Syntax}
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\begin{frame}[fragile=singleslide]
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\frametitle{Macro Directives}
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\begin{itemize}
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\item Directives begin with an at-sign followed by a pound sign (\verb+@#+) and occupy exactly one line
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\item However, a directive can be continued on next line by adding two anti-slashes (\verb+\\+) at the end of the line to be continued
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\item A directive produces no output, but serves to give instructions to the macro processor
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Inclusion directive}
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This directive simply includes the content of another file at the place where it is inserted.
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\begin{block}{Syntax}
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\verb+@#include "+\textit{filename}\verb+"+
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\end{block}
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\begin{block}{Example}
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\begin{verbatim}
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@#include "modelcomponent.mod"
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\end{verbatim}
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\end{block}
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Note that it is possible to include a file from an included file (nested includes).
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\end{frame}
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\begin{frame}
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\frametitle{Variables}
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\begin{itemize}
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\item The macro processor maintains its own list of variables (distinct of model variables and of Matlab variables)
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\item Variables can be of four types:
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\begin{itemize}
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\item integer
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\item character string (declared between \textit{double} quotes)
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\item array of integers
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\item array of strings
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\end{itemize}
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\item No boolean type:
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\begin{itemize}
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\item false is represented by integer zero
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\item true is any non-null integer
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Macro-expressions (1/2)}
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It is possible to construct macro-expressions, using standard operators.
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\begin{block}{Operators on integers}
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\begin{itemize}
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\item arithmetic operators: \texttt{+,-,*,/}
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\item comparison operators: \texttt{<,>,<=,>=,==,!=}
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\item logical operators: \verb+&&,||,!+
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\item integer ranges: \texttt{1:4} is equivalent to integer array \texttt{[1,2,3,4]}
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\end{itemize}
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\end{block}
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\begin{block}{Operators on character strings}
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\begin{itemize}
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\item comparison operators: \texttt{==,!=}
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\item concatenation: \texttt{+}
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\item extraction of substrings: if \texttt{s} is a string, then one can write \texttt{s[3]} or \texttt{s[4:6]}
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\end{itemize}
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\end{block}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Macro-expressions (2/2)}
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\begin{block}{Operators on arrays}
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\begin{itemize}
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\item dereferencing: if \texttt{v} is an array, then \texttt{v[2]} is its $2^{\textrm{nd}}$ element
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\item concatenation: \texttt{+}
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\item difference \texttt{-}: returns the first operand from which the elements of the second operand have been removed
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\item extraction of sub-arrays: \textit{e.g.} \texttt{v[4:6]}
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\end{itemize}
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\end{block}
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Macro-expressions can be used at two places:
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\begin{itemize}
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\item inside macro directives, directly
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\item in the body of the MOD-file, between an at-sign and curly braces (like \verb+@{expr}+): the macro processor will substitute the expression with its value
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Define directive}
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The value of a macro-variable can be defined with the \verb+@#define+ directive.
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\begin{block}{Syntax}
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\verb+@#define +\textit{variable\_name}\verb+ = +\textit{expression}
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\end{block}
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\begin{block}{Examples}
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\begin{verbatim}
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@#define x = 5
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@#define y = "foo"
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@#define v = [ 1, 2, 4 ]
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@#define w = [ "foo", "bar" ]
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@#define z = 3+v[2]
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\end{verbatim}
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\end{block}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Expression substitution}
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\framesubtitle{Dummy example}
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\begin{block}{Before macro-processing}
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\begin{verbatim}
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@#define x = [ "B", "C" ]
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@#define i = 2
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model;
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A = @{x[i]};
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end;
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\end{verbatim}
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\end{block}
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\begin{block}{After macro-processing}
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\begin{verbatim}
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model;
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A = C;
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end;
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\end{verbatim}
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\end{block}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Loop directive}
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\begin{block}{Syntax}
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\verb+@#for +\textit{variable\_name}\verb+ in +\textit{array\_expr} \\
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\verb+ +\textit{loop\_body} \\
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\verb+@#endfor+
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\end{block}
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\begin{block}{Example: before macro-processing}
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\small
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\begin{verbatim}
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model;
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@#for country in [ "home", "foreign" ]
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GDP_@{country} = K_@{country}^a * L_@{country}^(1-a)
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@#endfor
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end;
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\end{verbatim}
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\normalsize
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\end{block}
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\begin{block}{Example: after macro-processing}
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\small
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\begin{verbatim}
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model;
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GDP_home = K_home^a * L_home^(1-a);
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GDP_foreign = K_foreign^a * L_foreign^(1-a);
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end;
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\end{verbatim}
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\normalsize
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\end{block}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Conditional inclusion directive}
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\begin{columns}[T]
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\column{0.47\linewidth}
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\begin{block}{Syntax 1}
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\verb+@#if +\textit{integer\_expr} \\
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\verb+ +\textit{body included if expr != 0} \\
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\verb+@#endif+
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\end{block}
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\column{0.47\linewidth}
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\begin{block}{Syntax 2}
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\verb+@#if +\textit{integer\_expr} \\
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\verb+ +\textit{body included if expr != 0} \\
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\verb+@#else+ \\
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\verb+ +\textit{body included if expr == 0} \\
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\verb+@#endif+
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\end{block}
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\end{columns}
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\begin{block}{Example: alternative monetary policy rules}
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\scriptsize
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\begin{verbatim}
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@#define linear_mon_pol = ...
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...
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model;
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@#if linear_mon_pol
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i = w*i(-1) + (1-w)*i_ss + w2*(pie-piestar)
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@#else
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i = i(-1)^w * i_ss^(1-w) * (pie/piestar)^w2
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@#endif
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...
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end;
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\end{verbatim}
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\scriptsize
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\end{block}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Echo and error directives}
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\begin{itemize}
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\item The echo directive will simply display a message on standard output
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\item The error directive will display the message and make Dynare stop (only makes sense inside a conditional inclusion directive)
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\end{itemize}
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\begin{block}{Syntax}
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\verb+@#echo +\textit{string\_expr} \\
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\verb+@#error +\textit{string\_expr}
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\end{block}
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\begin{block}{Examples}
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\begin{verbatim}
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@#echo "Information message."
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@#error "Error message!"
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\end{verbatim}
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\end{block}
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\end{frame}
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\begin{frame}
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\frametitle{Saving the macro-expanded MOD file}
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\begin{itemize}
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\item For \textbf{debugging or learning} purposes, it is possible to save the output of the macro-processor
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\item This output is a valid MOD-file, obtained after processing the macro-commands of the original MOD-file
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% \item Useful to understand how the macro-processor works
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\item Just add the \texttt{savemacro} option on the Dynare command line (after the name of your MOD-file)
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\item If MOD file is \texttt{filename.mod}, then the macro-expanded version will be saved in \texttt{filename-macroexp.mod}
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\end{itemize}
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\end{frame}
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% \begin{frame}
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% \frametitle{Note on error messages}
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% \end{frame}
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\section{Typical usages}
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\begin{frame}[fragile=singleslide]
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\frametitle{Modularization}
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\begin{itemize}
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\item The \verb+@#include+ directive can be used to split MOD-files into several modular components
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\item Example setup:
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\begin{itemize}
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\item \texttt{modeldesc.mod}: contains variable declarations, model equations and shocks declarations
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\item \texttt{simul.mod}: includes \texttt{modeldesc.mod}, calibrates parameters and runs stochastic simulations
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\item \texttt{estim.mod}: includes \texttt{modeldesc.mod}, declares priors on parameters and runs bayesian estimation
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\item Dynare can be called on \texttt{simul.mod} and \texttt{estim.mod} (but it makes no sense to run it on \texttt{modeldesc.mod})
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Indexed sums or products}
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\framesubtitle{Example: moving average}
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\begin{columns}[T]
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\column{0.47\linewidth}
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\begin{block}{Before macro-processing}
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\begin{verbatim}
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@#define window = 2
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var x MA_x;
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...
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model;
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...
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MA_x = 1/@{2*window+1}*(
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@#for i in -window:window
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+x(@{i})
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@#endfor
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);
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...
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end;
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\end{verbatim}
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\end{block}
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\column{0.47\linewidth}
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\begin{block}{After macro-processing}
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\begin{verbatim}
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var x MA_x;
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...
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model;
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...
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MA_x = 1/5*(
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+x(-2)
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+x(-1)
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+x(0)
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+x(1)
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+x(2)
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);
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...
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end;
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\end{verbatim}
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\end{block}
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\end{columns}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Multi-country models}
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\framesubtitle{MOD-file skeleton example}
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\scriptsize
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\begin{verbatim}
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@#define countries = [ "US", "EU", "AS", "JP", "RC" ]
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@#define nth_co = "US"
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@#for co in countries
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var Y_@{co} K_@{co} L_@{co} i_@{co} E_@{co} ...;
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parameters a_@{co} ...;
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varexo ...;
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@#endfor
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model;
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@#for co in countries
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Y_@{co} = K_@{co}^a_@{co} * L_@{co}^(1-a_@{co});
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...
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@# if co != nth_co
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(1+i_@{co}) = (1+i_@{nth_co}) * E_@{co}(+1) / E_@{co}; // UIP relation
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@# else
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E_@{co} = 1;
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@# endif
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@#endfor
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end;
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\end{verbatim}
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\normalsize
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\end{frame}
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\begin{frame}
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\frametitle{Endogeneizing parameters (1/3)}
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\begin{itemize}
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\item When doing the steady-state calibration of the model, it may be useful to consider a parameter as an endogenous (and vice-versa)
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\item Example:
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\begin{gather*}
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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}} \\
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lab\_rat = \frac{w \ell}{p y}
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\end{gather*}
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\item During simulation or estimation, the share parameter $\alpha$ is a parameter, and $lab\_rat$ is an endogenous variable
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\item But for steady-state calibration, we may want to impose an economically relevant value for $lab\_rat$, and deduce the implied value for $\alpha$ \\
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$\Rightarrow$ during calibration, $\alpha$ is endogenous and $lab\_rat$ is a parameter
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Endogeneizing parameters (2/3)}
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\begin{itemize}
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\item Create \texttt{modeqs.mod} with variable declarations and model equations
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\item For declaration of \texttt{alpha} and \texttt{lab\_rat}:
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\footnotesize
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\begin{verbatim}
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@#if steady
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var alpha;
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parameter lab_rat;
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@#else
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parameter alpha;
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var lab_rat;
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@#endif
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\end{verbatim}
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\normalsize
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\item Create \texttt{steady.mod}:
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\begin{itemize}
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\item begins with \verb+@#define steady = 1+
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\item then with \verb+@#include "modeqs.mod"+
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\item initializes parameters (including \texttt{lab\_rat}, excluding \texttt{alpha})
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\item computes steady state (using hints for endogenous, including \texttt{alpha})
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\item saves values of parameters and endogenous at steady-state to a file
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\end{itemize}
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\end{itemize}
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\end{frame}
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\begin{frame}[fragile=singleslide]
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\frametitle{Endogeneizing parameters (3/3)}
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\begin{itemize}
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\item Create \texttt{simul.mod}:
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\begin{itemize}
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\item begins with \verb+@#define steady = 0+
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\item then with \verb+@#include "modeqs.mod"+
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\item loads values of parameters and endogenous at steady-state from file
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\item computes simulations
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\end{itemize}
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\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)
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\end{itemize}
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\end{frame}
|
||||
|
||||
% \begin{frame}
|
||||
% \frametitle{Matlab loops vs macro-processor loops}
|
||||
% \end{frame}
|
||||
|
||||
\section{Conclusion}
|
||||
|
||||
\begin{frame}[fragile=singleslide]
|
||||
\frametitle{Possible future developments}
|
||||
\begin{itemize}
|
||||
\item Find a nicer syntax for indexed sums/products
|
||||
\item Implement other control structures: \texttt{elsif}, \texttt{switch/case}, \texttt{while/until} loops
|
||||
\item Implement macro-functions (or templates), with a syntax like:
|
||||
\small
|
||||
\verb+@define QUADRATIC_COST(x, x_ss, phi) = phi/2*(x/x_ss-1)^2+
|
||||
\normalsize
|
||||
\end{itemize}
|
||||
\end{frame}
|
||||
|
||||
\begin{frame}
|
||||
\frametitle{Dynare for Octave (1/2)}
|
||||
\begin{itemize}
|
||||
\item GNU Octave (or simply Octave) is a high-level language, primarily intended for numerical computations
|
||||
\item Basically, it is a free clone of Matlab
|
||||
\item Runs on MS Windows, Linux and MacOS
|
||||
\item Advantages:
|
||||
\begin{itemize}
|
||||
\item mostly compatible with Matlab: same syntax, almost same set of functions
|
||||
\item free software, no license needed
|
||||
\item source code available
|
||||
\item software under constant development
|
||||
\item dynamic and responsive community of developers
|
||||
\end{itemize}
|
||||
\item Inconvenients:
|
||||
\begin{itemize}
|
||||
\item slower than Matlab
|
||||
\item less user-friendly (no fancy graphical user interface)
|
||||
\end{itemize}
|
||||
\end{itemize}
|
||||
\end{frame}
|
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|
||||
\begin{frame}
|
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\frametitle{Dynare for Octave (2/2)}
|
||||
\begin{itemize}
|
||||
\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}
|
||||
\item Adapting Dynare for Octave is still a work in progress \\
|
||||
$\Rightarrow$ feedback is welcome
|
||||
\end{itemize}
|
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\end{frame}
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\end{document}
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File diff suppressed because it is too large
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d="M 641.85715,296.13199 L 249.57141,295.59827"
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inkscape:connector-type="polyline"
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inkscape:connection-start="#g2233"
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</svg>
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|
After Width: | Height: | Size: 13 KiB |
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Reference in New Issue