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Merge branch 'master' into ecb-master

time-shift
Houtan Bastani 2017-09-13 18:24:42 +02:00
parent d13eacb35a 768a3e8be6
commit 97743cbb3f
22 changed files with 233 additions and 126 deletions
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37
doc/dynare.texi
View File

@ -191,6 +191,7 @@ Running Dynare
* Dynare invocation::
* Dynare hooks::
* Understanding Preprocessor Error Messages::
* Invoking the Dynare Preprocessor from the GNU/Linux or macOS Command Line::
The Model file
@ -729,6 +730,7 @@ required by the user. Its contents are described in @ref{The Model file}.
* Dynare invocation::
* Dynare hooks::
* Understanding Preprocessor Error Messages::
* Invoking the Dynare Preprocessor from the GNU/Linux or macOS Command Line::
@end menu
@node Dynare invocation
@ -1108,6 +1110,41 @@ it did not expect. Hence, it throws an error of the form: @code{ERROR:
PARAMETERS}. In this case, you would simply place a semicolon at the
end of line one and the parser would continue processing.
@node Invoking the Dynare Preprocessor from the GNU/Linux or macOS Command Line
@section Invoking the Dynare Preprocessor from the GNU/Linux or macOS Command Line
You can invoke the preprocessor directly from the command line. In this way,
the preprocessor can be called a @file{.mod} file as explained above or on the
text of a @file{.mod} file as explained herein.
In certain circumstances, it may be useful to invoke the preprocessor on the
text of a @file{.mod} file. To do so, simply invoke the preprocessor by passing
it the text of your @file{.mod} file as the first argument. This argument
requires special care. First, any native Matlab statements contained in the
string representing your @file{.mod} file must be followed by a newline
character (@code{\n}). Further, any single-line comments must also be followed
by a newline character. Finally, any apostrophe's must be escaped with a
backslash (@i{i.e.}, @code{\'} instead of @code{'}.
Taking into account the considerations above, the file located in
@code{examples/example1.mod} could be run by executing:
@example
./dynare_m $'/* * Example 1 from F. Collard (2001): "Stochastic simulations
with DYNARE: * A practical guide" (see "guide.pdf" in the documentation
directory). */var y, c, k, a, h, b;varexo e, u;parameters beta, rho, alpha,
delta, theta, psi, tau;alpha = 0.36;rho = 0.95;tau = 0.025;beta = 0.99;delta =
0.025;psi = 0;theta = 2.95;phi = 0.1;\nmodel;c*theta*h^(1+psi)=(1-alpha)*y;k =
beta*(((exp(b)*c)/(exp(b(+1))*c(+1))) *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));y
= exp(a)*(k(-1)^alpha)*(h^(1-alpha));k = exp(b)*(y-c)+(1-delta)*k(-1);a =
rho*a(-1)+tau*b(-1) + e;b = tau*a(-1)+rho*b(-1) + u;end;initval;y =
1.08068253095672;c = 0.80359242014163;h = 0.29175631001732;k =
11.08360443260358;a = 0;b = 0;e = 0;u = 0;end;shocks;var e; stderr 0.009;var u;
stderr 0.009;var e, u = phi*0.009*0.009;end;stoch_simul;'
@end example
This produces the same output as when running dynare on a @file{.mod} file with
the basename of the output files being set to @code{mod_file_passed_as_string_}.
@node The Model file
@chapter The Model file

1
matlab/collect_latex_files.m
View File

@ -48,6 +48,7 @@ for ii=1:length(TeX_Files)
~strcmp(TeX_Files(ii).name,[M_.fname,'_dynamic.tex']) && ...
~strcmp(TeX_Files(ii).name,[M_.fname,'_static.tex']) && ...
~strcmp(TeX_Files(ii).name,[M_.fname,'_original.tex']) && ...
~strcmp(TeX_Files(ii).name,[M_.fname,'_steady_state.tex']) && ...
~strcmp(TeX_Files(ii).name,[M_.fname,'_TeX_binder.tex'])
fprintf(fid,'%s \n',['\include{',f_name,'}']);
end

4
matlab/dynare.m
View File

@ -98,7 +98,7 @@ if ~ischar(fname)
end
% Testing if filename has more than one period (not allowed).
dot_location=(strfind(fname,'.'));
dot_location=strfind(fname,'.');
if length(dot_location)>1
error('DYNARE: Periods in filenames are only allowed for .mod or .dyn extensions')
end
@ -108,7 +108,7 @@ if dot_location==length(fname)
end
% Add dyn or mod extension to the file name if not already provided.
if isempty(strfind(fname,'.'))
if isempty(dot_location)
fnamelength = length(fname);
fname1 = [fname '.dyn'];
d = dir(fname1);

57
preprocessor/ComputingTasks.cc
View File

@ -777,63 +777,6 @@ RamseyConstraintsStatement::writeJsonOutput(ostream &output) const
output << "}";
}
// Statement *
// RamseyConstraintsStatement::cloneAndReindexSymbIds(DataTree &dynamic_datatree, SymbolTable &orig_symbol_table)
// {
// vector<string> errors;
// SymbolList new_symbol_list, new_options_symbol_list;
// OptionsList new_options_list = options_list;
// SymbolTable *new_symbol_table = dynamic_datatree.getSymbolTable();
// vector<string> symbols = symbol_list.get_symbols();
// for (vector<string>::const_iterator it = symbols.begin(); it != symbols.end(); it++)
// try
// {
// new_symbol_table->getID(*it);
// new_symbol_list.addSymbol(*it);
// }
// catch (SymbolTable::UnknownSymbolIDException &e)
// {
// errors.push_back(orig_symbol_table.getName(e.id));
// }
// catch (SymbolTable::UnknownSymbolNameException &e)
// {
// errors.push_back(e.name);
// }
// OptionsList::symbol_list_options_t::const_iterator it = options_list.symbol_list_options.find("instruments");
// if (it != options_list.symbol_list_options.end())
// {
// symbols = it->second.get_symbols();
// for (vector<string>::const_iterator it1 = symbols.begin(); it1 != symbols.end(); it1++)
// try
// {
// new_symbol_table->getID(*it1);
// new_options_symbol_list.addSymbol(*it1);
// }
// catch (SymbolTable::UnknownSymbolIDException &e)
// {
// errors.push_back(orig_symbol_table.getName(e.id));
// }
// catch (SymbolTable::UnknownSymbolNameException &e)
// {
// errors.push_back(e.name);
// }
// new_options_list.symbol_list_options["instruments"] = new_options_symbol_list;
// }
// if (!errors.empty())
// {
// cerr << endl
// << "ERROR: The following vars were used in the ramsey_policy statement(s) but were not declared." << endl
// << " This likely means that you declared them as varexo and that they're not in the model" << endl;
// for (vector<string>::const_iterator it = errors.begin(); it != errors.end(); it++)
// cerr << *it << endl;
// exit(EXIT_FAILURE);
// }
// return new RamseyPolicyStatement(new_symbol_list, options_list);
// }
RamseyPolicyStatement::RamseyPolicyStatement(const SymbolTable &symbol_table_arg,
const vector<string> &ramsey_policy_list_arg,
const OptionsList &options_list_arg) :

1
preprocessor/ComputingTasks.hh
View File

@ -213,7 +213,6 @@ public:
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
// virtual Statement *cloneAndReindexSymbIds(DataTree &dynamic_datatree, SymbolTable &orig_symbol_table);
};
class RamseyPolicyStatement : public Statement

38
preprocessor/DynareMain.cc
View File

@ -48,9 +48,8 @@ void main2(stringstream &in, string &basename, bool debug, bool clear_all, bool
, JsonOutputPointType json, JsonFileOutputType json_output_mode, bool onlyjson, bool jsonderivsimple
);
void main1(char *modfile, string &basename, bool debug, bool save_macro, string &save_macro_file,
bool no_line_macro,
map<string, string> &defines, vector<string> &path, stringstream &macro_output);
void main1(string &modfile, string &basename, string &modfiletxt, bool debug, bool save_macro, string &save_macro_file,
bool no_line_macro, map<string, string> &defines, vector<string> &path, stringstream &macro_output);
void
usage()
@ -339,9 +338,34 @@ main(int argc, char **argv)
// Construct basename (i.e. remove file extension if there is one)
string basename = argv[1];
size_t pos = basename.find_last_of('.');
if (pos != string::npos)
basename.erase(pos);
string modfile, modfiletxt;
size_t fsc = basename.find_first_of(';');
if (fsc != string::npos)
{
// If a semicolon is found in argv[1], treat it as the text of the modfile
modfile = "mod_file_passed_as_string.mod";
basename = "mod_file_passed_as_string";
modfiletxt = argv[1];
}
else
{
// If a semicolon is NOT found in argv[1], treat it as the name of the modfile
modfile = argv[1];
size_t pos = basename.find_last_of('.');
if (pos != string::npos)
basename.erase(pos);
ifstream modfile(argv[1], ios::binary);
if (modfile.fail())
{
cerr << "ERROR: Could not open file: " << argv[1] << endl;
exit(EXIT_FAILURE);
}
stringstream buffer;
buffer << modfile.rdbuf();
modfiletxt = buffer.str();
}
WarningConsolidation warnings(no_warn);
@ -360,7 +384,7 @@ main(int argc, char **argv)
// Do macro processing
stringstream macro_output;
main1(argv[1], basename, debug, save_macro, save_macro_file, no_line_macro, defines, path, macro_output);
main1(modfile, basename, modfiletxt, debug, save_macro, save_macro_file, no_line_macro, defines, path, macro_output);
if (only_macro)
return EXIT_SUCCESS;

6
preprocessor/DynareMain1.cc
View File

@ -23,13 +23,13 @@
#include "macro/MacroDriver.hh"
void
main1(char *modfile, string &basename, bool debug, bool save_macro, string &save_macro_file, bool no_line_macro,
map<string, string> &defines, vector<string> &path, stringstream &macro_output)
main1(string &modfile, string &basename, string &modfiletxt, bool debug, bool save_macro, string &save_macro_file,
bool no_line_macro, map<string, string> &defines, vector<string> &path, stringstream &macro_output)
{
// Do macro processing
MacroDriver m;
m.parse(modfile, macro_output, debug, no_line_macro, defines, path);
m.parse(modfile, modfiletxt, macro_output, debug, no_line_macro, defines, path);
if (save_macro)
{
if (save_macro_file.empty())

7
preprocessor/ExprNode.cc
View File

@ -2147,11 +2147,14 @@ UnaryOpNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
output << "exp";
break;
case oLog:
output << "log";
if (IS_LATEX(output_type))
output << "\\log";
else
output << "log";
break;
case oLog10:
if (IS_LATEX(output_type))
output << "log_{10}";
output << "\\log_{10}";
else
output << "log10";
break;

17
preprocessor/ModFile.cc
View File

@ -413,6 +413,23 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs)
mod_file_struct.ramsey_eq_nbr = dynamic_model.equation_number() - mod_file_struct.orig_eq_nbr;
}
// Workaround for #1193
if (!mod_file_struct.hist_vals_wrong_lag.empty())
{
bool err = false;
for (map<int, int>::const_iterator it = mod_file_struct.hist_vals_wrong_lag.begin();
it != mod_file_struct.hist_vals_wrong_lag.end(); it++)
if (dynamic_model.minLagForSymbol(it->first) > it->second - 1)
{
cerr << "ERROR: histval: variable " << symbol_table.getName(it->first)
<< " does not appear in the model with the lag " << it->second - 1
<< " (see the reference manual for the timing convention in 'histval')" << endl;
err = true;
}
if (err)
exit(EXIT_FAILURE);
}
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
|| mod_file_struct.osr_present

3
preprocessor/NumericalInitialization.cc
View File

@ -308,9 +308,11 @@ EndValStatement::writeJsonOutput(ostream &output) const
}
HistValStatement::HistValStatement(const hist_values_t &hist_values_arg,
const hist_vals_wrong_lag_t hist_vals_wrong_lag_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
hist_values(hist_values_arg),
hist_vals_wrong_lag(hist_vals_wrong_lag_arg),
symbol_table(symbol_table_arg),
all_values_required(all_values_required_arg)
{
@ -356,6 +358,7 @@ HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidat
if (unused_endo.size() > 0 || unused_exo.size() > 0)
exit(EXIT_FAILURE);
}
mod_file_struct.hist_vals_wrong_lag = hist_vals_wrong_lag;
}
void

3
preprocessor/NumericalInitialization.hh
View File

@ -107,12 +107,15 @@ public:
Maps pairs (symbol_id, lag) to expr_t
*/
typedef map<pair<int, int>, expr_t> hist_values_t;
typedef map<int, int> hist_vals_wrong_lag_t;
private:
const hist_values_t hist_values;
const hist_vals_wrong_lag_t hist_vals_wrong_lag;
const SymbolTable &symbol_table;
const bool all_values_required;
public:
HistValStatement(const hist_values_t &hist_values_arg,
const hist_vals_wrong_lag_t hist_vals_wrong_lag_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg);
//! Workaround for trac ticket #157

11
preprocessor/ParsingDriver.cc
View File

@ -712,14 +712,13 @@ ParsingDriver::hist_val(string *name, string *lag, expr_t rhs)
error("histval: " + *name + " should be an endogenous or exogenous variable");
int ilag = atoi(lag->c_str());
if (ilag > 0)
error("histval: the lag on " + *name + " should be less than or equal to 0");
pair<int, int> key(symb_id, ilag);
if (mod_file->dynamic_model.minLagForSymbol(symb_id) > ilag - 1)
{
ostringstream s;
s << ilag-1;
error("histval: variable " + *name + " does not appear in the model with the lag " + s.str() + " (see the reference manual for the timing convention in 'histval')");
}
hist_vals_wrong_lag[symb_id] = ilag;
if (hist_values.find(key) != hist_values.end())
error("hist_val: (" + *name + ", " + *lag + ") declared twice");
@ -835,7 +834,7 @@ ParsingDriver::end_endval(bool all_values_required)
void
ParsingDriver::end_histval(bool all_values_required)
{
mod_file->addStatement(new HistValStatement(hist_values, mod_file->symbol_table, all_values_required));
mod_file->addStatement(new HistValStatement(hist_values, hist_vals_wrong_lag, mod_file->symbol_table, all_values_required));
hist_values.clear();
}

2
preprocessor/ParsingDriver.hh
View File

@ -157,6 +157,8 @@ private:
InitOrEndValStatement::init_values_t init_values;
//! Temporary storage for histval blocks
HistValStatement::hist_values_t hist_values;
//! Temporary storage for histval blocks
HistValStatement::hist_vals_wrong_lag_t hist_vals_wrong_lag;
//! Temporary storage for homotopy_setup blocks
HomotopyStatement::homotopy_values_t homotopy_values;
//! Temporary storage for moment_calibration

2
preprocessor/Statement.hh
View File

@ -123,6 +123,8 @@ public:
bool steady_state_model_present;
//! Whether there is a write_latex_steady_state_model statement present
bool write_latex_steady_state_model_present;
//! Histval values that do not have the appropriate lag
map<int, int> hist_vals_wrong_lag;
};
class Statement

25
preprocessor/SymbolTable.cc
View File

@ -38,7 +38,7 @@ AuxVarInfo::AuxVarInfo(int symb_id_arg, aux_var_t type_arg, int orig_symb_id_arg
{
}
SymbolTable::SymbolTable() : frozen(false), size(0)
SymbolTable::SymbolTable() : frozen(false)
{
}
@ -78,7 +78,7 @@ SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_na
else
non_long_name_partition_exists = true;
int id = size++;
int id = symbol_table.size();
symbol_table[name] = id;
type_table.push_back(type);
@ -110,7 +110,7 @@ SymbolTable::freeze() throw (FrozenException)
frozen = true;
for (int i = 0; i < size; i++)
for (int i = 0; i < symbol_table.size(); i++)
{
int tsi;
switch (getType(i))
@ -156,8 +156,7 @@ SymbolTable::changeType(int id, SymbolType newtype) throw (UnknownSymbolIDExcept
if (frozen)
throw FrozenException();
if (id < 0 || id >= size)
throw UnknownSymbolIDException(id);
validateSymbID(id);
type_table[id] = newtype;
}
@ -790,8 +789,8 @@ SymbolTable::getAuxiliaryVarsExprNode(int symb_id) const throw (SearchFailedExce
void
SymbolTable::markPredetermined(int symb_id) throw (UnknownSymbolIDException, FrozenException)
{
if (symb_id < 0 || symb_id >= size)
throw UnknownSymbolIDException(symb_id);
validateSymbID(symb_id);
if (frozen)
throw FrozenException();
@ -803,9 +802,7 @@ SymbolTable::markPredetermined(int symb_id) throw (UnknownSymbolIDException, Fro
bool
SymbolTable::isPredetermined(int symb_id) const throw (UnknownSymbolIDException)
{
if (symb_id < 0 || symb_id >= size)
throw UnknownSymbolIDException(symb_id);
validateSymbID(symb_id);
return (predetermined_variables.find(symb_id) != predetermined_variables.end());
}
@ -818,9 +815,7 @@ SymbolTable::predeterminedNbr() const
void
SymbolTable::addObservedVariable(int symb_id) throw (UnknownSymbolIDException)
{
if (symb_id < 0 || symb_id >= size)
throw UnknownSymbolIDException(symb_id);
validateSymbID(symb_id);
assert(getType(symb_id) == eEndogenous);
varobs.push_back(symb_id);
}
@ -848,9 +843,7 @@ SymbolTable::getObservedVariableIndex(int symb_id) const
void
SymbolTable::addObservedExogenousVariable(int symb_id) throw (UnknownSymbolIDException)
{
if (symb_id < 0 || symb_id >= size)
throw UnknownSymbolIDException(symb_id);
validateSymbID(id);
assert(getType(symb_id) != eEndogenous);
varexobs.push_back(symb_id);
}

41
preprocessor/SymbolTable.hh
View File

@ -112,9 +112,6 @@ private:
//! Has method freeze() been called?
bool frozen;
//! Number of symbols contained in the table
int size;
typedef map<string, int> symbol_table_type;
//! Maps strings to symbol IDs
symbol_table_type symbol_table;
@ -226,6 +223,8 @@ private:
int addLeadAuxiliaryVarInternal(bool endo, int index, expr_t arg) throw (FrozenException);
//! Factorized code for Json writing
void writeJsonVarVector(ostream &output, const vector<int> &varvec) const;
//! Factorized code for asserting that 0 <= symb_id <= symbol_table.size()
inline void validateSymbID(int symb_id) const throw (UnknownSymbolIDException);
public:
//! Add a symbol
/*! Returns the symbol ID */
@ -382,6 +381,13 @@ public:
set <int> getOrigEndogenous() const;
};
inline void
SymbolTable::validateSymbID(int symb_id) const throw (UnknownSymbolIDException)
{
if (symb_id < 0 || symb_id > symbol_table.size())
throw UnknownSymbolIDException(symb_id);
}
inline bool
SymbolTable::exists(const string &name) const
{
@ -392,37 +398,29 @@ SymbolTable::exists(const string &name) const
inline string
SymbolTable::getName(int id) const throw (UnknownSymbolIDException)
{
if (id < 0 || id >= size)
throw UnknownSymbolIDException(id);
else
return name_table[id];
validateSymbID(id);
return name_table[id];
}
inline string
SymbolTable::getTeXName(int id) const throw (UnknownSymbolIDException)
{
if (id < 0 || id >= size)
throw UnknownSymbolIDException(id);
else
return tex_name_table[id];
validateSymbID(id);
return tex_name_table[id];
}
inline string
SymbolTable::getLongName(int id) const throw (UnknownSymbolIDException)
{
if (id < 0 || id >= size)
throw UnknownSymbolIDException(id);
else
return long_name_table[id];
validateSymbID(id);
return long_name_table[id];
}
inline SymbolType
SymbolTable::getType(int id) const throw (UnknownSymbolIDException)
{
if (id < 0 || id >= size)
throw UnknownSymbolIDException(id);
else
return type_table[id];
validateSymbID(id);
return type_table[id];
}
inline SymbolType
@ -447,8 +445,7 @@ SymbolTable::getTypeSpecificID(int id) const throw (UnknownSymbolIDException, No
if (!frozen)
throw NotYetFrozenException();
if (id < 0 || id >= size)
throw UnknownSymbolIDException(id);
validateSymbID(id);
return type_specific_ids[id];
}
@ -498,7 +495,7 @@ SymbolTable::param_nbr() const throw (NotYetFrozenException)
inline int
SymbolTable::maxID()
{
return (size-1);
return symbol_table.size() - 1;
}
inline int

11
preprocessor/macro/MacroDriver.cc
View File

@ -37,18 +37,11 @@ MacroDriver::~MacroDriver()
}
void
MacroDriver::parse(const string &f, ostream &out, bool debug, bool no_line_macro,
MacroDriver::parse(const string &f, const string &modfiletxt, ostream &out, bool debug, bool no_line_macro,
map<string, string> defines, vector<string> path)
{
file = f;
ifstream in(f.c_str(), ios::binary);
if (in.fail())
{
cerr << "ERROR: Could not open file: " << f << endl;
exit(EXIT_FAILURE);
}
/*
Copy the file into a stringstream, and add an extra end-of-line. This is a
workaround for trac ticket #73: with this workaround, MOD files ending with
@ -66,7 +59,7 @@ MacroDriver::parse(const string &f, ostream &out, bool debug, bool no_line_macro
{
file_with_endl << "@#define " << it->first << " = \"" << it->second << "\"" << endl;
}
file_with_endl << in.rdbuf() << endl;
file_with_endl << modfiletxt << endl;
lexer = new MacroFlex(&file_with_endl, &out, no_line_macro, path);
lexer->set_debug(debug);

2
preprocessor/macro/MacroDriver.hh
View File

@ -182,7 +182,7 @@ public:
//! Starts parsing a file, returns output in out
/*! \param no_line_macro should we omit the @#line statements ? */
void parse(const string &f, ostream &out, bool debug, bool no_line_macro,
void parse(const string &f, const string &modfiletxt, ostream &out, bool debug, bool no_line_macro,
map<string, string> defines, vector<string> path);
//! Name of main file being parsed

2
tests/Makefile.am
View File

@ -85,6 +85,7 @@ MODFILES = \
optimal_policy/Ramsey/ramsey_ex.mod \
optimal_policy/Ramsey/ramsey_ex_initval_AR2.mod \
optimal_policy/Ramsey/ramsey_ex_aux.mod \
optimal_policy/Ramsey/ramsey_histval.mod \
optimal_policy/Ramsey/Gali_commitment.mod \
optimal_policy/RamseyConstraints/test1.mod \
discretionary_policy/dennis_1.mod \
@ -357,6 +358,7 @@ XFAIL_MODFILES = ramst_xfail.mod \
estimation/fs2000_stochastic_singularity_xfail.mod \
identification/ident_unit_root/ident_unit_root_xfail.mod \
steady_state/Linear_steady_state_xfail.mod \
optimal_policy/Ramsey/ramsey_histval_xfail.mod \
example1_extra_exo_xfail.mod
MFILES = initval_file/ramst_initval_file_data.m

1
tests/TeX/fs2000_corr_ME.mod
View File

@ -142,6 +142,7 @@ write_latex_static_model;
write_latex_dynamic_model(write_equation_tags);
write_latex_parameter_table;
write_latex_definitions;
write_latex_steady_state_model;
estimated_params;
alp, 0.356;

44
tests/optimal_policy/Ramsey/ramsey_histval.mod Normal file
View File

@ -0,0 +1,44 @@
% Test whether preprocessor recognizes state variables introduced by optimal policy Github #1193
var pai, c, n, r, a;
varexo u;
parameters beta, rho, epsilon, omega, phi, gamma;
beta=0.99;
gamma=3;
omega=17;
epsilon=8;
phi=1;
rho=0.95;
model;
a = rho*a(-1)+u;
1/c = beta*r/(c(+1)*pai(+1));
pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega -exp(a)*n*(epsilon-1)/(omega*c);
exp(a)*n = c+(omega/2)*(pai-1)^2;
end;
initval;
r=1;
end;
histval;
r(0)=1;
end;
steady_state_model;
a = 0;
pai = beta*r;
c = find_c(0.96,pai,beta,epsilon,phi,gamma,omega);
n = c+(omega/2)*(pai-1)^2;
end;
shocks;
var u; stderr 0.008;
var u;
periods 1;
values 1;
end;
options_.dr_display_tol=0;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
ramsey_policy(planner_discount=0.99,order=1,instruments=(r),periods=500);

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tests/optimal_policy/Ramsey/ramsey_histval_xfail.mod Normal file
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% Test whether preprocessor fails if histval set future lags
var pai, c, n, r, a;
varexo u;
parameters beta, rho, epsilon, omega, phi, gamma;
beta=0.99;
gamma=3;
omega=17;
epsilon=8;
phi=1;
rho=0.95;
model;
a = rho*a(-1)+u;
1/c = beta*r/(c(+1)*pai(+1));
pai*(pai-1)/c = beta*pai(+1)*(pai(+1)-1)/c(+1)+epsilon*phi*n^(gamma+1)/omega -exp(a)*n*(epsilon-1)/(omega*c);
exp(a)*n = c+(omega/2)*(pai-1)^2;
end;
initval;
r=1;
end;
histval;
a(5)=1;
end;
steady_state_model;
a = 0;
pai = beta*r;
c = find_c(0.96,pai,beta,epsilon,phi,gamma,omega);
n = c+(omega/2)*(pai-1)^2;
end;
shocks;
var u; stderr 0.008;
var u;
periods 1;
values 1;
end;
options_.dr_display_tol=0;
planner_objective(ln(c)-phi*((n^(1+gamma))/(1+gamma)));
ramsey_policy(planner_discount=0.99,order=1,instruments=(r),periods=500);