dynare

Commit Graph

Author	SHA1	Message	Date
Stéphane Adjemian (Ryûk)	f4a7a5430c	Re-implement PAC equations. This commit only introduce new elements in the Dynare language (adding the possibility to decompose the target into stationary and non stationary components) and insure that all the former codes (ie without decomposition of the target) are still working as expected.	2021-11-24 16:40:35 +01:00
Stéphane Adjemian (Ryûk)	f778e3c1ce	Fix growth neutrality correction in PAC equations. - Force long run levels of the exogenous variables to be zero or g (the BGP growth rate of the LHS endogenous variable). - Fix the correction of the correction for the share λ (aak γ). - Provisions for the case where the long run level of the exogenous variable is different from 0 or g (see tmp1 and ll which should be added to the growth neutrality correction as a constant). (cherry picked from commit a4423d734e1df1d4ee09c7225d7fd610e0d94cd1)	2021-10-21 10:19:23 +02:00
Stéphane Adjemian (Ryûk)	2b4572affd	Allow arbitrary nonzero mean exogenous variables in PAC equations. Previously any nonzero mean exogenous variable had to be centered on the growth rate (first difference) of the (PAC's LHS) endogenous variable.	2021-07-11 17:06:53 +02:00
Sébastien Villemot	91b0ba64c6	Testsuite: rename all test files that have the name “example.mod” That filename conflicts with Octave’s builtin example() function.	2021-01-15 17:19:41 +01:00
Sébastien Villemot	fcc3a3cec2	Testsuite: fix repeated typo in equation name [skip ci]	2020-09-18 17:40:44 +02:00
Stéphane Adjemian (Charybdis)	52eed33c42	Fixed growth neutrality correction in presence of exogenous variables. Also fixes growth neutrality correction in models with non optimizing agents (correction was not taking into account the value of the share of non optimizing agents).	2019-03-11 11:54:53 +01:00

6 Commits (master)