preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419
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392829ef40
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@ -36,6 +36,7 @@ ModFile::ModFile(WarningConsolidation &warnings_arg)
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dynamic_model(symbol_table, num_constants, external_functions_table),
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trend_dynamic_model(symbol_table, num_constants, external_functions_table),
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ramsey_FOC_equations_dynamic_model(symbol_table, num_constants, external_functions_table),
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orig_ramsey_dynamic_model(symbol_table, num_constants, external_functions_table),
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static_model(symbol_table, num_constants, external_functions_table),
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steady_state_model(symbol_table, num_constants, external_functions_table, static_model),
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linear(false), block(false), byte_code(false), use_dll(false), no_static(false),
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@ -360,6 +361,8 @@ ModFile::transformPass(bool nostrict)
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clone the model then clone the new equations back to the original because
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we have to call computeDerivIDs (in computeRamseyPolicyFOCs and computingPass)
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*/
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if (linear)
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dynamic_model.cloneDynamic(orig_ramsey_dynamic_model);
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dynamic_model.cloneDynamic(ramsey_FOC_equations_dynamic_model);
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ramsey_FOC_equations_dynamic_model.computeRamseyPolicyFOCs(*planner_objective);
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ramsey_FOC_equations_dynamic_model.replaceMyEquations(dynamic_model);
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@ -529,15 +532,22 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output, bool compute_xr
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if (mod_file_struct.identification_present || mod_file_struct.estimation_analytic_derivation)
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paramsDerivsOrder = params_derivs_order;
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dynamic_model.computingPass(true, hessian, thirdDerivatives, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
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if (linear && mod_file_struct.ramsey_model_present)
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orig_ramsey_dynamic_model.computingPass(true, true, false, paramsDerivsOrder, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
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}
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}
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else // No computing task requested, compute derivatives up to 2nd order by default
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dynamic_model.computingPass(true, true, false, none, global_eval_context, no_tmp_terms, block, use_dll, byte_code, compute_xrefs);
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if (linear && !dynamic_model.checkHessianZero())
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if ((linear && !mod_file_struct.ramsey_model_present && !dynamic_model.checkHessianZero()) ||
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(linear && mod_file_struct.ramsey_model_present && !orig_ramsey_dynamic_model.checkHessianZero()))
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{
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map<int, string> eqs;
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dynamic_model.getNonZeroHessianEquations(eqs);
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if (mod_file_struct.ramsey_model_present)
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orig_ramsey_dynamic_model.getNonZeroHessianEquations(eqs);
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else
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dynamic_model.getNonZeroHessianEquations(eqs);
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cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl
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<< " The following equations had non-zero second derivatives:" << endl;
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for (map<int, string >::const_iterator it = eqs.begin(); it != eqs.end(); it++)
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@ -66,6 +66,8 @@ public:
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DynamicModel trend_dynamic_model;
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//! A model in which to create the FOC for the ramsey problem
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DynamicModel ramsey_FOC_equations_dynamic_model;
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//! A copy of the original model, used to test model linearity under ramsey problem
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DynamicModel orig_ramsey_dynamic_model;
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//! Static model, as derived from the "model" block when leads and lags have been removed
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StaticModel static_model;
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//! Static model, as declared in the "steady_state_model" block if present
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