#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 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)
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.