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Store deterministic shocks information in M_. 

Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
time-shift
Sébastien Villemot 2014-04-08 17:43:58 +02:00
parent bb1fd49629
commit 82b3115696
3 changed files with 44 additions and 101 deletions
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43
matlab/make_ex_.m
View File

@ -37,20 +37,37 @@ end
if M_.exo_det_nbr > 1 && isempty(oo_.exo_det_steady_state)
oo_.exo_det_steady_state = zeros(M_.exo_det_nbr,1);
end
if isempty(oo_.exo_simul)
if isempty(ex0_)
oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
else
oo_.exo_simul = [ repmat(ex0_',M_.maximum_lag,1) ; repmat(oo_.exo_steady_state',options_.periods+M_.maximum_lead,1) ];
end
elseif size(oo_.exo_simul,1) < M_.maximum_lag+M_.maximum_lead+options_.periods
oo_.exo_simul = [ oo_.exo_simul ; repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.exo_simul,1),1) ];
% Initialize oo_.exo_simul
if isempty(ex0_)
oo_.exo_simul = repmat(oo_.exo_steady_state',M_.maximum_lag+options_.periods+M_.maximum_lead,1);
else
oo_.exo_simul = [ repmat(ex0_',M_.maximum_lag,1) ; repmat(oo_.exo_steady_state',options_.periods+M_.maximum_lead,1) ];
end
% Initialize oo_.exo_det_simul
if M_.exo_det_nbr > 0
if isempty(oo_.exo_det_simul)
oo_.exo_det_simul = [ones(M_.maximum_lag+options_.periods+M_.maximum_lead,1)*oo_.exo_det_steady_state'];
elseif size(oo_.exo_det_simul,1) < M_.maximum_lag+M_.maximum_lead+options_.periods
oo_.exo_det_simul = [oo_.exo_det_simul; ones(M_.maximum_lag+options_.periods+M_.maximum_lead-size(oo_.exo_det_simul,1),1)*oo_.exo_det_steady_state'];
oo_.exo_det_simul = [ones(M_.maximum_lag+options_.periods+M_.maximum_lead,1)*oo_.exo_det_steady_state'];
end
% Add temporary shocks
if isfield(M_, 'det_shocks')
for i = 1:length(M_.det_shocks)
k = M_.det_shocks(i).periods + M_.maximum_lag;
ivar = M_.det_shocks(i).exo_id;
v = M_.det_shocks(i).value;
if ~M_.det_shocks(i).exo_det
if ~M_.det_shocks(i).multiplicative
oo_.exo_simul(k,ivar) = v;
else
oo_.exo_simul(k,ivar) = oo_.exo_simul(k,ivar) * v;
end
else
if ~M_.det_shocks(i).multiplicative
oo_.exo_det_simul(k,ivar) = v;
else
oo_.exo_det_simul(k,ivar) = oo_.exo_det_simul(k,ivar) * v;
end
end
end
end
end

67
matlab/set_shocks.m
View File

@ -1,67 +0,0 @@
function set_shocks(flag,k,ivar,values)
% function set_shocks(flag,k,ivar,values)
% writes a deterministic shock into exo_simul or exo_det_simul
%
% INPUTS
% flag=0: replaces exo_simul
% flag=1: multiplicative shock into exo_simul
% flag=2: replaces exo_det_simul
% flag=3: multipliczative shock into exo_det_simul
% k: period
% ivar: indice of exogenous variables
% values: shock values
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
global oo_ M_
k = k + M_.maximum_lag;
n1 = size(oo_.exo_simul,1);
n2 = size(oo_.exo_det_simul,1);
if k(end) > n1 && flag <= 1
oo_.exo_simul = [oo_.exo_simul; repmat(oo_.exo_steady_state',k(end)-n1,1)];
elseif k(end) > n2 && flag > 1
oo_.exo_det_simul = [oo_.exo_det_simul; repmat(oo_.exo_det_steady_state',k(end)-n2,1)];
end
switch flag
case 0
if size(values,1) == 1
oo_.exo_simul(k,ivar) = repmat(values,length(k),1);
else
oo_.exo_simul(k,ivar) = values;
end
case 1
oo_.exo_simul(k,ivar) = oo_.exo_simul(k,ivar).*values;
case 2
if size(values,1) == 1
oo_.exo_det_simul(k,ivar) = repmat(values,length(k),1);
else
oo_.exo_det_simul(k,ivar) = values;
end
case 3
oo_.exo_det_simul(k,ivar) = oo_.exo_det_simul(k,ivar).*values;
end

35
preprocessor/Shocks.cc
View File

@ -36,13 +36,13 @@ void
AbstractShocksStatement::writeDetShocks(ostream &output) const
{
int exo_det_length = 0;
int counter = 1;
for (det_shocks_t::const_iterator it = det_shocks.begin();
it != det_shocks.end(); it++)
{
int id = symbol_table.getTypeSpecificID(it->first) + 1;
bool exo_det = (symbol_table.getType(it->first) == eExogenousDet);
int set_shocks_index = ((int) mshocks) + 2 * ((int) exo_det);
for (size_t i = 0; i < it->second.size(); i++)
{
@ -50,20 +50,19 @@ AbstractShocksStatement::writeDetShocks(ostream &output) const
const int &period2 = it->second[i].period2;
const expr_t value = it->second[i].value;
if (period1 == period2)
{
output << "set_shocks(" << set_shocks_index << "," << period1
<< ", " << id << ", ";
value->writeOutput(output);
output << ");" << endl;
}
else
{
output << "set_shocks(" << set_shocks_index << "," << period1
<< ":" << period2 << ", " << id << ", ";
value->writeOutput(output);
output << ");" << endl;
}
output << "M_.det_shocks(" << counter << ").exo_det=" << (int) exo_det
<< ";" << endl
<< "M_.det_shocks(" << counter << ").exo_id=" << id
<< ";" << endl
<< "M_.det_shocks(" << counter << ").multiplicative=" << (int) mshocks
<< ";" << endl
<< "M_.det_shocks(" << counter << ").periods=" << period1
<< ":" << period2 << ";" << endl
<< "M_.det_shocks(" << counter << ").value=(";
value->writeOutput(output);
output << ");" << endl;
counter++;
if (exo_det && (period2 > exo_det_length))
exo_det_length = period2;
@ -93,9 +92,6 @@ ShocksStatement::writeOutput(ostream &output, const string &basename) const
<< "% SHOCKS instructions" << endl
<< "%" << endl;
// Write instruction that initializes a shock
output << "make_ex_;" << endl;
writeDetShocks(output);
writeVarAndStdShocks(output);
writeCovarAndCorrShocks(output);
@ -313,9 +309,6 @@ MShocksStatement::writeOutput(ostream &output, const string &basename) const
<< "% MSHOCKS instructions" << endl
<< "%" << endl;
// Write instruction that initializes a shock
output << "make_ex_;" << endl;
writeDetShocks(output);
}