Preprocessor update
– 🐛 Incorrect stochastic transformation with endo lead ⩾ 2 or exo lead ⩾ 1 in external functions – New solution for solving the Ramsey steady state with Lagrange multipliers with lead or lag ⩾ 2. Now generates a dedicated file for derivatives of static model w.r.t. multipliers using chain rule derivation (#633, #1119, #1133) – 🐛 Incorrect cost table used when computing temporary terms in static model with “use_dll” – 🐛 Crash when writing the (static) set_auxiliary_variables file in the presence of external functionssilicon
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@ -153,16 +153,14 @@ end
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% set multipliers and auxiliary variables that
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% depends on multipliers to 0 to compute residuals
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if (options_.bytecode)
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[res, junk] = bytecode('static', xx, exo_ss, params, 'evaluate');
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fJ = junk.g1;
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res = bytecode('static', xx, exo_ss, params, 'evaluate');
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else
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[res, T_order, T] = feval([fname '.sparse.static_resid'], xx, exo_ss, params);
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fJ = feval([fname '.sparse.static_g1'], xx, exo_ss, params, M.static_g1_sparse_rowval, M.static_g1_sparse_colval, M.static_g1_sparse_colptr, T_order, T);
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res = feval([fname '.sparse.static_resid'], xx, exo_ss, params);
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end
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% index of multipliers and corresponding equations
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% the auxiliary variables before the Lagrange multipliers are treated
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% as ordinary endogenous variables
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A = fJ(1:orig_endo_aux_nbr,orig_endo_nbr+find(aux_vars_type==6));
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A = feval([fname '.ramsey_multipliers_static_g1'], xx, exo_ss, params, M.ramsey_multipliers_static_g1_sparse_rowval, M.ramsey_multipliers_static_g1_sparse_colval, M.ramsey_multipliers_static_g1_sparse_colptr);
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y = res(1:orig_endo_aux_nbr);
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mult = -A\y;
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@ -1 +1 @@
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Subproject commit bff80c0eaf39ba5c05be92900bbf09b16c7f9452
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Subproject commit 0169240f76532df6d507b01647e8576d1094e95d
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