autoswap (Plan)

Exogenize variables and endogenize shocks from autoswap pairs

Syntax

p = autoswap(p, dates, names, ___)

Input arguments

p [ Plan ]

Simulation plan in which the endogeneity/exogeneity of some variables and some shocks (given gy names) will be swapped for running an inverted simulation.

dates [ Dater ]

Date range or a vector of dates at which the autoswaps will take place.

names [ string ]

List of variable names or shocks names from the model source definitions of autoswap pairs; the autoswap can be activated by including either the variable name or the shock name (makes no difference) in the list of names.

Options

anticipate=@auto [ @auto | true | false ]

Anticipation status of the autoswap pair; if anticipate=@auto, the status will be derived from the current anticipation status of the shock set in the simulation plan; the anticipation status of the variable must, in that case, match that of the shock.

Output arguments

Description

Examples

Given a model based on the following source code

!transition-variables
    x, y, z

!transition-shocks
    shk_x, shk_y, shk_z

!transition-equations
    x = ... + shk_x;
    y = ... + shk_y;
    z = ... + shk_z;

!autoswaps-simulate
    x := shk_x;
    y := shk_y;

the following commands are all equivalent in a simulation plan created for that model, see also the swap function:

p = autoswap(p, dates, ["x", "y"]);
p = autoswap(p, dates, ["shk_x", "shk_y"]);
p = autoswap(p, dates, ["x", "shk_y"]);
p = autoswap(p, dates, ["shk_x", "y"]);
p = swap(p, dates, ["x", "shk_x"], ["y", "shk_y"]);