parse obc

src/MacroModelling.jl

@@ -601,6 +601,63 @@ function match_pattern(strings::Union{Set,Vector}, pattern::Regex)
     return filter(r -> match(pattern, string(r)) !== nothing, strings)
 end
 
+function parse_occasionally_binding_constraints(equations_block; max_obc_shift::Int = 20)
+    eqs = []
+    condition_list = []
+
+    for arg in equations_block.args
+        if isa(arg,Expr)
+            condition = []
+            eq = postwalk(x -> 
+                x isa Expr ?
+                    x.head == :call ? 
+                        x.args[1] ∈ [:>, :<, :≤, :≥] ?
+                            x.args[2].args[1] == :| ?
+                                begin
+                                    condition = Expr(x.head, x.args[1], x.args[2].args[end], x.args[end])
+                                    x.args[2].args[2]
+                                end :
+                            x :
+                        x :
+                    x :
+                x,
+            arg)
+            push!(condition_list, condition)
+            push!(eqs,eq)
+        end
+    end
+
+    obc_shocks = Symbol[]
+
+    for a in condition_list 
+        if a isa Expr
+            s = get_symbols(a)
+            for ss in s
+                push!(obc_shocks,ss)
+            end
+        end
+    end
+
+    eqs_with_obc_shocks = []
+    for eq in eqs
+        eqq = postwalk(x -> 
+                        x isa Expr ?
+                            x.head == :ref ?
+                                x.args[1] ∈ obc_shocks ?
+                                    begin
+                                        obc_shock = intersect([x.args[1]], obc_shocks)[1]
+                                        obc_shifts = [Expr(:ref,Meta.parse(string(obc_shock) * "ᵒᵇᶜ⁽⁻"*super(string(i))*"⁾"),:(x-$i)) for i in 0:max_obc_shift]
+                                        Expr(:call,:+, x, obc_shifts...) 
+                                    end :
+                                x :
+                            x :
+                        x,
+        eq)
+        push!(eqs_with_obc_shocks, eqq)
+    end
+
+    return Expr(:block,eqs_with_obc_shocks...), condition_list
+end
 
 # compatibility with SymPy
 Max = max
@@ -2105,8 +2162,6 @@ function solve_steady_state!(𝓂::ℳ; verbose::Bool = false)
     end
 
     push!(SS_solve_func,:($(dyn_exos...)))
-
-    push!(SS_solve_func, min_max_errors...)
 
     # push!(SS_solve_func,:(push!(NSSS_solver_cache_tmp, params_scaled_flt)))
     push!(SS_solve_func,:(if length(NSSS_solver_cache_tmp) == 0 NSSS_solver_cache_tmp = [params_scaled_flt] else NSSS_solver_cache_tmp = [NSSS_solver_cache_tmp...,params_scaled_flt] end))

src/macros.jl

@@ -107,6 +107,8 @@ macro model(𝓂,ex...)
 
     model_ex = parse_for_loops(ex[end])
 
+    model_ex, condition_list = parse_occasionally_binding_constraints(model_ex)
+
     # write down dynamic equations and add auxilliary variables for leads and lags > 1
     for (i,arg) in enumerate(model_ex.args)
         if isa(arg,Expr)