EXPECTATION operator with partial information in Dynare
Hi George, Some time ago, we implemented a syntax like that in Dynare: EXPECTATION(full)(SOME_VARIABLE) EXPECTATION(varobs)(SOME_VARIABLE) The idea was that you could, in the same model, variables known with the full information set, and variables known with the partial set. To my knowledge, this syntax is recognized by the preprocessor, auxiliary variables are created, but then it crashes because there are not as many variables than equations. So basically this thing seems broken. Has it ever worked? Have you plans to make it work? Best, -- Sébastien Villemot CEPREMAP - Paris School of Economics Homepage: http://www.dynare.org/sebastien Landline phone: +33 1 40 77 49 90 SIP phone: sebastien.villemot@ekiga.net PGP Key: 2069 1DFC C2C9 8C47 9529 84EE 0001 8C22 381A 7594
Hi Sebastien As I understand, we never got close to such distinction within same model and in the part info setup, as per the 4.2.1 manual page, it is either only the specified varobs or all vars that are used as a base for expectation if the specific varobs are not specified. I am not sure if Prof. Pearlmnah may have plans to extend the part info setup to handle such distinction within the same model. Best regards George On 19/08/2011 17:24, Sébastien Villemot wrote:
Hi George,
Some time ago, we implemented a syntax like that in Dynare:
EXPECTATION(full)(SOME_VARIABLE) EXPECTATION(varobs)(SOME_VARIABLE)
The idea was that you could, in the same model, variables known with the full information set, and variables known with the partial set.
To my knowledge, this syntax is recognized by the preprocessor, auxiliary variables are created, but then it crashes because there are not as many variables than equations. So basically this thing seems broken.
Has it ever worked? Have you plans to make it work?
Best,
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
PS: As an after-thought it is easy to setup system just to ignore specified varobs if "full" is used as an option or force use of varobs if that is specified (or use that as default as is now) . On 19/08/2011 19:39, George wrote:
Hi Sebastien
As I understand, we never got close to such distinction within same model and in the part info setup, as per the 4.2.1 manual page, it is either only the specified varobs or all vars that are used as a base for expectation if the specific varobs are not specified.
I am not sure if Prof. Pearlmnah may have plans to extend the part info setup to handle such distinction within the same model.
Best regards George
On 19/08/2011 17:24, Sébastien Villemot wrote:
Hi George,
Some time ago, we implemented a syntax like that in Dynare:
EXPECTATION(full)(SOME_VARIABLE) EXPECTATION(varobs)(SOME_VARIABLE)
The idea was that you could, in the same model, variables known with the full information set, and variables known with the partial set.
To my knowledge, this syntax is recognized by the preprocessor, auxiliary variables are created, but then it crashes because there are not as many variables than equations. So basically this thing seems broken.
Has it ever worked? Have you plans to make it work?
Best,
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
George <artilogica@btconnect.com> writes:
As I understand, we never got close to such distinction within same model and in the part info setup, as per the 4.2.1 manual page, it is either only the specified varobs or all vars that are used as a base for expectation if the specific varobs are not specified.
I am not sure if Prof. Pearlmnah may have plans to extend the part info setup to handle such distinction within the same model.
Ok so I think we should remove that syntax. It just clutters the code without giving extra functionality. I open a ticket on that issue. Thanks,
On 19/08/2011 17:24, Sébastien Villemot wrote:
Hi George,
Some time ago, we implemented a syntax like that in Dynare:
EXPECTATION(full)(SOME_VARIABLE) EXPECTATION(varobs)(SOME_VARIABLE)
The idea was that you could, in the same model, variables known with the full information set, and variables known with the partial set.
To my knowledge, this syntax is recognized by the preprocessor, auxiliary variables are created, but then it crashes because there are not as many variables than equations. So basically this thing seems broken.
Has it ever worked? Have you plans to make it work?
Best,
_______________________________________________ Dev mailing list Dev@dynare.org https://www.dynare.org/cgi-bin/mailman/listinfo/dev
-- Sébastien Villemot Researcher in Economics at CEPREMAP & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-49-90 - GPG Key: 4096R/381A7594
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