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Auxiliary variables location
Posted:
Thu Mar 10, 2016 3:15 pmby xuyongdeng
Supposing I have y(+2), pi(+2) in my model, I understand dynare define two auxiliary variables: AUX_ENDO_LEAD_aa and AUX_ENDO_LEAD_bb. My questions is how I know that AUX_ENDO_LEAD_aa is y(+1) and AUX_ENDO_LEAD_bb is pi(+1). How Dynare links the AUX_ENDO_LEAD to the endo variables we declared in "var ". Thanks in advance for your help.
Re: Auxiliary variables location
Posted:
Fri Mar 11, 2016 6:56 amby jpfeifer
The corresponding information should be stored in
- Code: Select all
M_.aux_vars
See also
http://www.dynare.org/DynareWiki/AuxiliaryVariables
Re: Auxiliary variables location
Posted:
Fri Mar 11, 2016 10:58 amby xuyongdeng
Hi jpfeifer, thank you for your reply. I've checked M_.aux_vars(i).orig_index . It strange that it has information when Aux var is for exogenous with a lag. However, M_.aux_vars(i).orig_index does not has information when Aux var is for exogenous with a lead.
Re: Auxiliary variables location
Posted:
Fri Mar 11, 2016 11:23 amby jpfeifer
Have you tried the unstable version? There might have been a bug.
Re: Auxiliary variables location
Posted:
Fri Mar 11, 2016 11:50 amby xuyongdeng
Yes, I tried the latest unstable version. M_.aux_vars(i).orig_index still shows [].
Re: Auxiliary variables location
Posted:
Fri Mar 11, 2016 2:03 pmby jpfeifer