Dear Michel and Sébastien,
currently Dynare substitutes exogenous lags and leads and adds equations. In the attached mod-file (ignore the complex parameter values which are the true problem for now), there are 12 endogenous variables. The preprocessor now says Substitution of exo leads: added 3 auxiliary variables and equations.
Running model_diagnostics delivers:
model_diagnostic: the Jacobian of the static model is singular
there is 1 colinear relationships between the variables and the equations
Colinear variables:
c
k
y
l
mc
R
w
pi
Colinear equations
8 14
But originally, there are only 12 equations. Is there a certain rule where the auxiliary equations are included? Are they simply appended at the end so that I know to focus on equation 8 in this case? And how can I tell to which original exogenous variable equation 14 refers to?
If there is no easy answer to those two questions, I would suggest to
- add the name of the original substituted variable as a field in M_.aux_vars, which together with the type stored there should be sufficient for full identification.
- Add the information about where the equations are appended to the Wiki (http://www.dynare.org/DynareWiki/AuxiliaryVariables)
Moreover, regarding the Wiki: could it be that there is a typo and it should be Aux var for endogenous with lag >= 1 instead of >=2 (and the same for endogenous leads)?
Best,
Johannes
--
Johannes Pfeifer
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