function print_expectations(eqname, expectationmodelname, expectationmodelkind, withcalibration) % Prints the exansion of the VAR_EXPECTATION or PAC_EXPECTATION term in files. % % INPUTS % - eqname [string] Name of the equation. % - epxpectationmodelname [string] Name of the expectation model. % - expectationmodelkind [string] Kind of the expectation model. % - withcalibration [logical] Prints calibration if true. % % OUTPUTS % None % % REMARKS % The routine creates two text files % % - {expectationmodelname}-parameters.inc which contains the declaration of the parameters specific to the expectation model kind term. % - {expectationmodelname}-expression.inc which contains the expanded version of the expectation model kind term. % % These routines are saved under the {modfilename}/model/{expectationmodelkind} subfolder, and can be % used after in another mod file (ie included with the macro directive @#include). % % The variable expectationmodelkind can take two values 'var' or 'pac'. % Copyright (C) 2018-2019 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 . global M_ if nargin<4 || isempty(withcalibration) withcalibration = true; end % Check that the first input is a row character array. if ~isrow(eqname)==1 || ~ischar(eqname) error('First input argument must be a row character array.') end % Check that the second input is a row character array. if ~isrow(expectationmodelname)==1 || ~ischar(expectationmodelname) error('Second input argument must be a row character array.') end % Check that the third input is a row character array. if ~isrow(expectationmodelkind)==1 || ~ischar(expectationmodelkind) error('Third input argument must be a row character array.') end % Check that the value of the second input is correct. if ~ismember(expectationmodelkind, {'var', 'pac'}) error('Wrong value for the second input argument.') end % Check that the model exists. switch expectationmodelkind case 'var' if ~isfield(M_.var_expectation, expectationmodelname) error('VAR_EXPECTATION_MODEL %s is not defined.', expectationmodelname) else expectationmodelfield = 'var_expectation'; end case 'pac' if ~isfield(M_.pac, expectationmodelname) error('PAC_EXPECTATION_MODEL %s is not defined.', expectationmodelname) else expectationmodelfield = 'pac'; end otherwise end if isequal(expectationmodelkind, 'pac') % Get the equation tag (in M_.pac.(pacmodl).equations) eqtag = M_.pac.(expectationmodelname).tag_map{strcmp(M_.pac.(expectationmodelname).tag_map(:,1), eqname),2}; end % Get the expectation model description expectationmodel = M_.(expectationmodelfield).(expectationmodelname); % Get the name of the associated VAR model and test its existence. if ~isfield(M_.(expectationmodel.auxiliary_model_type), expectationmodel.auxiliary_model_name) switch expectationmodelkind case 'var' error('Unknown VAR/TREND_COMPONENT model (%s) in VAR_EXPECTATION_MODEL (%s)!', expectationmodel.auxiliary_model_name, expectationmodelname) case 'pac' error('Unknown VAR/TREND_COMPONENT model (%s) in PAC_EXPECTATION_MODEL (%s)!', expectationmodel.auxiliary_model_name, expectationmodelname) otherwise end end auxmodel = M_.(expectationmodel.auxiliary_model_type).(expectationmodel.auxiliary_model_name); % % First print the list of parameters appearing in the VAR_EXPECTATION/PAC_EXPECTATION term. % if ~exist(sprintf('%s/model/%s', M_.fname, [expectationmodelkind '-expectations']), 'dir') mkdir(sprintf('%s/model/%s', M_.fname, [expectationmodelkind '-expectations'])) end if isequal(expectationmodelkind, 'pac') filename = sprintf('%s/model/%s/%s-%s-parameters.inc', M_.fname, [expectationmodelkind '-expectations'], eqtag, expectationmodelname); else filename = sprintf('%s/model/%s/%s-parameters.inc', M_.fname, [expectationmodelkind '-expectations'], expectationmodelname); end fid = fopen(filename, 'w'); fprintf(fid, '// This file has been generated by dynare (%s).\n\n', datestr(now)); switch expectationmodelkind case 'var' parameter_declaration = 'parameters'; for i=1:length(expectationmodel.param_indices) parameter_declaration = sprintf('%s %s', parameter_declaration, M_.param_names{expectationmodel.param_indices(i)}); end fprintf(fid, '%s;\n\n', parameter_declaration); if withcalibration for i=1:length(expectationmodel.param_indices) fprintf(fid, '%s = %1.16f;\n', M_.param_names{expectationmodel.param_indices(i)}, M_.params(expectationmodel.param_indices(i))); end end case 'pac' if ~isempty(expectationmodel.equations.(eqtag).h0_param_indices) parameter_declaration = 'parameters'; for i=1:length(expectationmodel.equations.(eqtag).h0_param_indices) parameter_declaration = sprintf('%s %s', parameter_declaration, M_.param_names{expectationmodel.equations.(eqtag).h0_param_indices(i)}); end fprintf(fid, '%s;\n\n', parameter_declaration); if withcalibration for i=1:length(expectationmodel.equations.(eqtag).h0_param_indices) fprintf(fid, '%s = %1.16f;\n', M_.param_names{expectationmodel.equations.(eqtag).h0_param_indices(i)}, M_.params(expectationmodel.equations.(eqtag).h0_param_indices(i))); end end end if ~isempty(expectationmodel.equations.(eqtag).h1_param_indices) parameter_declaration = 'parameters'; for i=1:length(expectationmodel.equations.(eqtag).h1_param_indices) parameter_declaration = sprintf('%s %s', parameter_declaration, M_.param_names{expectationmodel.equations.(eqtag).h1_param_indices(i)}); end fprintf(fid, '%s;\n\n', parameter_declaration); if withcalibration for i=1:length(expectationmodel.equations.(eqtag).h1_param_indices) fprintf(fid, '%s = %1.16f;\n', M_.param_names{expectationmodel.equations.(eqtag).h1_param_indices(i)}, M_.params(expectationmodel.equations.(eqtag).h1_param_indices(i))); end end end if isfield(expectationmodel, 'growth_neutrality_param_index') fprintf(fid, '\n'); fprintf(fid, 'parameters %s;\n\n', M_.param_names{expectationmodel.growth_neutrality_param_index}); if withcalibration fprintf(fid, '%s = %1.16f;\n', M_.param_names{expectationmodel.growth_neutrality_param_index}, M_.params(expectationmodel.growth_neutrality_param_index)); end growth_correction = true; else growth_correction = false; end otherwise end fclose(fid); skipline() fprintf('Parameters declarations and calibrations are saved in %s.\n', filename); % % Second print the expanded VAR_EXPECTATION/PAC_EXPECTATION term. % if isequal(expectationmodelkind, 'pac') filename = sprintf('%s/model/%s/%s-%s-expression.inc', M_.fname, [expectationmodelkind '-expectations'], eqtag, expectationmodelname); else filename = sprintf('%s/model/%s/%s-expression.inc', M_.fname, [expectationmodelkind '-expectations'], expectationmodelname); end fid = fopen(filename, 'w'); fprintf(fid, '// This file has been generated by dynare (%s).\n', datestr(now)); switch expectationmodelkind case 'var' expression = write_expectations(eqname, expectationmodelname, expectationmodelkind, true); case 'pac' [expression, growthneutralitycorrection] = write_expectations(eqname, expectationmodelname, expectationmodelkind, true); end fprintf(fid, '%s', expression); fclose(fid); fprintf('Expectation unrolled expression is saved in %s.\n', filename); % % Second bis print the PAC growth neutrality correction term (if any). % if isequal(expectationmodelkind, 'pac') && growth_correction filename = sprintf('%s/model/%s/%s-%s-growth-neutrality-correction.inc', M_.fname, [expectationmodelkind '-expectations'], eqtag, expectationmodelname); fid = fopen(filename, 'w'); fprintf(fid, '// This file has been generated by dynare (%s).\n', datestr(now)); fprintf(fid, '%s', growthneutralitycorrection); fclose(fid); fprintf('Growth neutrality correction is saved in %s.\n', filename); end % % Third print a routine for evaluating VAR_EXPECTATION/PAC_EXPECTATION term (returns a dseries object). % kind = [expectationmodelkind '_expectations']; mkdir(sprintf('+%s/+%s/+%s', M_.fname, kind, expectationmodelname)); if isequal(expectationmodelkind, 'pac') filename = sprintf('+%s/+%s/+%s/%s_evaluate.m', M_.fname, kind, expectationmodelname, eqtag); else filename = sprintf('+%s/+%s/+%s/evaluate.m', M_.fname, kind, expectationmodelname); end fid = fopen(filename, 'w'); if isequal(expectationmodelkind, 'pac') fprintf(fid, 'function ds = %s_evaluate(dbase)\n\n', eqtag); else fprintf(fid, 'function ds = evaluate(dbase)\n\n'); end if isequal(expectationmodelkind, 'pac') fprintf(fid, '%% Evaluates %s term (%s in %s).\n', kind, expectationmodelname, eqname); else fprintf(fid, '%% Evaluates %s term (%s).\n', kind, expectationmodelname); end fprintf(fid, '%%\n'); fprintf(fid, '%% INPUTS\n'); fprintf(fid, '%% - dbase [dseries] databse containing all the variables appearing in the auxiliary model for the expectation.\n'); fprintf(fid, '%%\n'); fprintf(fid, '%% OUTPUTS\n'); fprintf(fid, '%% - ds [dseries] the expectation term .\n'); fprintf(fid, '%%\n'); fprintf(fid, '%% REMARKS\n'); fprintf(fid, '%% The name of the appended variable in dbase is the declared name for the (PAC/VAR) expectation model.\n\n'); fprintf(fid, '%% This file has been generated by dynare (%s).\n\n', datestr(now)); fprintf(fid, 'ds = dseries();\n\n'); id = 0; maxlag = max(auxmodel.max_lag); if isequal(expectationmodel.auxiliary_model_type, 'trend_component') % Need to add a lag since the error correction equations are rewritten in levels. maxlag = maxlag+1; end for i=1:maxlag for j=1:length(auxmodel.list_of_variables_in_companion_var) id = id+1; variable = auxmodel.list_of_variables_in_companion_var{j}; transformations = {}; ida = get_aux_variable_id(variable); op = 0; while ida op = op+1; if isequal(M_.aux_vars(ida).type, 8) transformations(op) = {'diff'}; variable = M_.endo_names{M_.aux_vars(ida).orig_index}; ida = get_aux_variable_id(variable); elseif isequal(M_.aux_vars(ida).type, 10) transformations(op) = {M_.aux_vars(ida).unary_op}; variable = M_.endo_names{M_.aux_vars(ida).orig_index}; ida = get_aux_variable_id(variable); else error('This case is not implemented.') end end switch expectationmodelkind case 'var' parameter = M_.params(expectationmodel.param_indices(id)); case 'pac' parameter = 0; if ~isempty(expectationmodel.equations.(eqtag).h0_param_indices) parameter = M_.params(expectationmodel.equations.(eqtag).h0_param_indices(id)); end if ~isempty(expectationmodel.equations.(eqtag).h1_param_indices) if ~parameter parameter = M_.params(expectationmodel.equations.(eqtag).h1_param_indices(id)); else parameter = parameter+M_.params(expectationmodel.equations.(eqtag).h1_param_indices(id)); end end otherwise end switch expectationmodelkind case 'var' if i>1 variable = sprintf('dbase.%s(-%d)', variable, i-1); else variable = sprintf('dbase.%s', variable); end case 'pac' variable = sprintf('dbase.%s(-%d)', variable, i); otherwise end if ~isempty(transformations) for k=length(transformations):-1:1 variable = sprintf('%s.%s()', variable, transformations{k}); end end if isequal(id, 1) if isequal(expectationmodelkind, 'pac') && growth_correction pgrowth = M_.params(expectationmodel.growth_neutrality_param_index); linearCombination = ''; for iter = 1:numel(expectationmodel.growth_linear_comb) vgrowth=''; if expectationmodel.growth_linear_comb(iter).exo_id > 0 vgrowth = strcat('dbase.', M_.exo_names{expectationmodel.growth_linear_comb(iter).exo_id}); elseif expectationmodel.growth_linear_comb(iter).endo_id > 0 vgrowth = strcat('dbase.', M_.endo_names{expectationmodel.growth_linear_comb(iter).endo_id}); end if expectationmodel.growth_linear_comb(iter).lag ~= 0 vgrowth = sprintf('%s(%d)', vgrowth, expectationmodel.growth_linear_comb(iter).lag); end if expectationmodel.growth_linear_comb(iter).param_id > 0 if ~isempty(vgrowth) vgrowth = sprintf('%1.16f*%s',M_.params(expectationmodel.growth_linear_comb(iter).param_id), vgrowth); else vgrowth = num2str(M_.params(expectationmodel.growth_linear_comb(iter).param_id), '%1.16f'); end end if abs(expectationmodel.growth_linear_comb(iter).constant) ~= 1 if ~isempty(vgrowth) vgrowth = sprintf('%1.16f*%s', expectationmodel.growth_linear_comb(iter).constant, vgrowth); else vgrowth = num2str(expectationmodel.growth_linear_comb(iter).constant, '%1.16f'); end end if iter > 1 if expectationmodel.growth_linear_comb(iter).constant > 0 linearCombination = sprintf('%s+%s', linearCombination, vgrowth); else linearCombination = sprintf('%s-%s', linearCombination, vgrowth); end else linearCombination=vgrowth; end end if parameter >= 0 expression = sprintf('%1.16f*(%s)+%1.16f*%s', pgrowth, linearCombination, parameter, variable); else expression = sprintf('%1.16f*(%s)-%1.16f*%s', pgrowth, linearCombination, -parameter, variable); end else expression = sprintf('%1.16f*%s', parameter, variable); end else if parameter>=0 expression = sprintf('%s+%1.16f*%s', expression, parameter, variable); else expression = sprintf('%s-%1.16f*%s', expression, -parameter, variable); end end end end fprintf(fid, 'ds.%s = %s;', expectationmodelname, expression); fclose(fid); fprintf('Expectation dseries expression is saved in %s.\n', filename); skipline();