#291: bugs related to auxiliary variables for lagged exogenous variables ---------------------------+----------------------- Reporter: michel | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: 5.0 Component: Preprocessor | Version: 4.3.1 Resolution: | Keywords: ---------------------------+-----------------------
Comment (by sebastien):
Replying to [comment:2 michel]:
OK, then the test case as it is points to a bug in model_diagnostics
when there are lags on more periods in the exogenous variables than in the endogenous ones. This problem may arise in other functions as well. We need additional tests for this case.
It doesn't work when stoch_simul is added because the Jacobian of the
static model doesn't contains the derivatives of the definition of the auxiliary variable (that is an endogenous variable)
Then maybe we should rename that ticket to reflect the fact that it concerns model_diagnostics?
Note that a *.mod file with only steady is legitimate. It makes sense to
start only with computing the steady state of a model and/or the user may want to use Dynare to do simply comparative statics. test2.mod works with only steady and no model_diagnostics.
The preprocessor works when there is no computing task, but its behavior is not clearly defined. Currently, looking at the code, it seems it behaves like in deterministic mode (i.e. no jacobian wrt exogenous, no auxiliary variables wrt leaded/lagged exogenous). If this is not what is expected, a default behaviour should be made explicit.