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"]);