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Do not allow the estimation of a parameter that appears in “planner_discount” 

Ref. dynare#1173
issue#70
Sébastien Villemot 2020-02-04 17:48:37 +01:00
parent 12296b620f
commit c4a9f93d40
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
5 changed files with 35 additions and 7 deletions
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21
src/ComputingTasks.cc
View File

@ -34,6 +34,7 @@ using namespace std;
#pragma GCC diagnostic pop
#include <utility>
#include <algorithm>
SteadyStatement::SteadyStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
@ -1134,8 +1135,10 @@ DiscretionaryPolicyStatement::writeJsonOutput(ostream &output) const
output << "}";
}
EstimationStatement::EstimationStatement(SymbolList symbol_list_arg,
EstimationStatement::EstimationStatement(const SymbolTable &symbol_table_arg,
SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_table{symbol_table_arg},
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
@ -1212,6 +1215,22 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
exit(EXIT_FAILURE);
}
/* Check that we are not trying to estimate a parameter appearing in the
planner discount factor (see dynare#1173) */
vector<int> estimated_params_in_planner_discount;
set_intersection(mod_file_struct.estimated_parameters.begin(),
mod_file_struct.estimated_parameters.end(),
mod_file_struct.parameters_in_planner_discount.begin(),
mod_file_struct.parameters_in_planner_discount.end(),
back_inserter(estimated_params_in_planner_discount));
if (!estimated_params_in_planner_discount.empty())
{
cerr << "ERROR: It is not possible to estimate a parameter ("
<< symbol_table.getName(estimated_params_in_planner_discount[0])
<< ") that appears in the discount factor of the planner (i.e. in the 'planner_discount' option)." << endl;
exit(EXIT_FAILURE);
}
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });

6
src/ComputingTasks.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright © 2003-2019 Dynare Team
* Copyright © 2003-2020 Dynare Team
*
* This file is part of Dynare.
*
@ -314,10 +314,12 @@ public:
class EstimationStatement : public Statement
{
private:
const SymbolTable &symbol_table;
const SymbolList symbol_list;
const OptionsList options_list;
public:
EstimationStatement(SymbolList symbol_list_arg,
EstimationStatement(const SymbolTable &symbol_table_arg,
SymbolList symbol_list_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;

6
src/NumericalInitialization.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright © 2003-2019 Dynare Team
* Copyright © 2003-2020 Dynare Team
*
* This file is part of Dynare.
*
@ -39,6 +39,10 @@ InitParamStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolid
{
if (symbol_table.getName(symb_id) == "dsge_prior_weight")
mod_file_struct.dsge_prior_weight_initialized = true;
// Needed for the workaround discussed in dynare#1173
if (symbol_table.getName(symb_id) == "optimal_policy_discount_factor")
param_value->collectVariables(SymbolType::parameter, mod_file_struct.parameters_in_planner_discount);
}
void

4
src/ParsingDriver.cc
View File

@ -1,5 +1,5 @@
/*
* Copyright © 2003-2019 Dynare Team
* Copyright © 2003-2020 Dynare Team
*
* This file is part of Dynare.
*
@ -1931,7 +1931,7 @@ ParsingDriver::set_corr_options(const string &name1, const string &name2, const
void
ParsingDriver::run_estimation()
{
mod_file->addStatement(make_unique<EstimationStatement>(symbol_list, options_list));
mod_file->addStatement(make_unique<EstimationStatement>(mod_file->symbol_table, symbol_list, options_list));
symbol_list.clear();
options_list.clear();
}

5
src/Statement.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright © 2006-2019 Dynare Team
* Copyright © 2006-2020 Dynare Team
*
* This file is part of Dynare.
*
@ -134,6 +134,9 @@ public:
/* Whether any of shock_decomposition, realtime_shock_decomposition and
initial_condition_decomposition has the “with_epilogue” option */
bool with_epilogue_option{false};
/* Lists symbol IDs of parameters that appear in a “planner_discount” option.
See dynare#1173 for more details. */
set<int> parameters_in_planner_discount;
};
class Statement