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Hello,

I am trying to use DSGE models to create artificial data in order to build a hybrid model DSGE-VAR. Indeed, i need to construct observations with a size Ta = k*Tr. Tr represents a real observations size and k a weight that is given the prior information in our analysis. Nevertheless, when computing my programs, i encounter the following problem. If k is not an integer such as (1;2;3;...), my program can not run because Ta should be also an integer. So, my question is:

Can we use usual functions like "sqrt" or "floor" within macro-expression, to resolve my problem?

For example:

@# define k=1/2
@# define m=39
@# define n=floor(k*m)

To see my exact problem, you find attached the following files: Go to line 388 in model file.

Your help really appreciated.

Thanks a lot.

Sorry, but the preprocessor is for text operations. The expressions you create will not be parsed.
You can get around some of the restriction by directly using the expression for n:

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test1=normrnd(0,0.0001,floor(@{poids}*@{j})),1);


But this only works for code parts interpreted by Matlab, which knows the floor()-command. It will fail with

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periods 1:@{n};


Have you considered doing the first loop via Dynare and then manually iterating over perfect_foresight_setup and perfect_foresight_solver via a Matlab-script?

No, i did not consider this way of dealing. And, i don't know how i can carry out this way in my case.

Any other help is appreciated.

If I understand it correctly, you are using the macro-processor to loop over

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simul

where you change the number of periods. What you can do is run the mod-file once for the first step of the loop. Dynare will provide you with the code for this in the m-file. Then you can just take that piece of code and adjust it. If you provide me with a clean mod-file for the first step (i.e. without the macroprocessor stuff) and tell me what you are trying to do, I might be able to help you.

Before preparing a clean mod-file to be send, i have a question about arithmetic operators( namely division) on macro-variables.

Can this following code be compiled?

@# define a=1
@# define b=2
@# define p= a/b

Because i remark that in my programs p gets 0 instead of 1/2.

Thanks a lot for your help!!

This seems to be buggy. Please do not rely on the output of arithmetic in define statements. We are investigating the issue. See https://github.com/DynareTeam/dynare/issues/1278

OK!!

As you might have seen, downward truncation is actually a design feature of the preprocessor.