substitute leads/lags appropriately when identification or sensitivity statements are present. Issue: https://git.dynare.org/Dynare/dynare/issues/1631

issue#70
Houtan Bastani 2019-01-09 14:48:25 +01:00
parent a6991e8382
commit 4c71d143f3
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GPG Key ID: 000094FB955BE169
3 changed files with 10 additions and 3 deletions

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@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2018 Dynare Team
* Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@ -1203,6 +1203,7 @@ DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, Warning
if (it != options_list.num_options.end()
&& it->second == "1")
mod_file_struct.identification_present = true;
mod_file_struct.sensitivity_present = true;
}
void

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@ -1,5 +1,5 @@
/*
* Copyright (C) 2006-2018 Dynare Team
* Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@ -142,6 +142,8 @@ ModFile::checkPass(bool nostrict, bool stochastic)
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present
|| mod_file_struct.identification_present
|| mod_file_struct.sensitivity_present
|| stochastic;
// Allow empty model only when doing a standalone BVAR estimation
@ -565,6 +567,8 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
|| mod_file_struct.ramsey_policy_present
|| mod_file_struct.discretionary_policy_present
|| mod_file_struct.calib_smoother_present
|| mod_file_struct.identification_present
|| mod_file_struct.sensitivity_present
|| stochastic )
{
// In stochastic models, create auxiliary vars for leads and lags greater than 2, on both endos and exos

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@ -1,5 +1,5 @@
/*
* Copyright (C) 2006-2017 Dynare Team
* Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@ -68,6 +68,8 @@ public:
bool svar_identification_present{false};
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present{false};
//! Whether a sensitivity statement is present
bool sensitivity_present{false};
//! Whether the option analytic_derivation is given to estimation
bool estimation_analytic_derivation{false};
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy