Sébastien Villemot
018c603035
Preprocessor: use element-by-element multiply, divide and power in occbin_difference.m
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Closes : #1826
2021-12-07 12:23:14 +01:00
Sébastien Villemot
36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1968
2021-12-07 12:20:29 +01:00
Johannes Pfeifer
9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +01:00
Normann Rion
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
Sébastien Villemot
40b2565140
Merge branch 'realtime' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1966
2021-12-07 12:16:20 +01:00
Sébastien Villemot
f22dff3524
Preprocessor: various fixes related to [static] equations
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In particular, this fixes a detrending bug in relation to the Occbin engine.
Closes : #1827
2021-12-06 17:21:41 +01:00
Johannes Pfeifer
ce9bb2f09d
make_ex_.m: gracefully exit if user attempts to set non-existent period 0
2021-12-06 15:04:30 +01:00
Johannes Pfeifer
7bc15927a9
realtime_shock_decomposition.m: gracefully exit if nobs-option is not set
2021-12-03 09:19:59 +01:00
Sébastien Villemot
8b3fc97631
Merge branch 'static_singularity' into 'master'
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dyn_first_order_solver.m: add debugging information
See merge request Dynare/dynare!1965
2021-12-01 17:53:18 +00:00
Johannes Pfeifer
82689795e4
dyn_first_order_solver.m: add debugging information
2021-12-01 14:36:21 +01:00
Sébastien Villemot
10698ba896
Fix building of source package
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Bug introduced in 06fd42c19b
.
2021-11-26 19:15:27 +01:00
Sébastien Villemot
24247a22a5
Add Normann to Dynare Team
2021-11-26 17:38:00 +01:00
Sébastien Villemot
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
Sébastien Villemot
74d070c216
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1964
2021-11-26 17:37:06 +01:00
Sébastien Villemot
a3956996f7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
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Ref. !1962
2021-11-26 17:35:30 +01:00
Johannes Pfeifer
58343c3988
model_diagnostics.m: check for consistent number of equations for Ramsey case before checking for steady state
2021-11-25 16:04:14 +01:00
NormannR
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00
NormannR
f889a25e86
Amend the k_order_welfare routine for it to return the adequate output variables
2021-11-24 17:16:03 +01:00
NormannR
45aad05670
Implements a Fortran routine `k_order_moment` to compute the k-order unconditional moment of the vector of endogenous variables using simulation
2021-11-24 17:09:12 +01:00
Stéphane Adjemian (Ryûk)
f4a7a5430c
Re-implement PAC equations.
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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
NormannR
cb5971d60f
Fix typo in local_state_space_iteration_fortran
2021-11-24 14:32:37 +01:00
Sébastien Villemot
91aa1f940f
Forbid the “block” option with “ramsey_model”/“ramsey_policy”
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The current implementation needs the Jacobian of the full model, which is not
provided by the block-decomposed routines.
Closes : #1823
2021-11-23 17:40:02 +01:00
Sébastien Villemot
4b76d76175
evaluate_static_model.m: fix the block without bytecode case
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The routine would not put elements at the right place in the residuals
vector (it would use variable indices instead of equation indices).
Also change the routine so that it computes a residual on evaluated
equations (instead of systematically returning zero for those).
Finally, simplify resid.m by calling this routine instead of embedding a
similar code.
Ref. #1823
2021-11-23 17:40:02 +01:00
Sébastien Villemot
0bbf9f2d82
Merge branch 'diplay' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1961
2021-11-23 17:39:50 +01:00
Johannes Pfeifer
0aadc88602
dynare_solve.m: allow turning off display of messages
2021-11-23 12:41:35 +01:00
Johannes Pfeifer
4aaea53cd6
osr1.m: fix display of compatible optimizers
2021-11-23 12:41:04 +01:00
Sébastien Villemot
7542aaa59f
Preprocessor update
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– Macroprocessor: various fixes for CR+LF encoding
– Macroprocessor: fix line counter inside @{} constructs
– Fix handling of undeclared variables in the planner_objective statement
– With nostrict, really ignore unused endogenous in initval/endval/histval
– No longer consider an equation of the form “x(+1) = 0” as defining x to be a
constant
2021-11-19 18:03:33 +01:00
Stéphane Adjemian (Ryûk)
c38d58b56f
Remove debugging display (growth neutrality correction).
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(cherry picked from commit 238b66dfe0fd0bcb56becaf1ed96be800d90ba40)
2021-11-17 15:10:09 +01:00
Stéphane Adjemian (Ryûk)
0c9eb182c4
Cosmetic change.
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This patch provide a mathematically equivalent approach to update the growth
neutrality correction.
(cherry picked from commit 980a890487cd983eba027bdec63c8a777fd793f7)
2021-11-17 15:08:29 +01:00
Stéphane Adjemian (Ryûk)
d3ecfd5de7
Fix bug (growth neutrality correction).
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Non zero mean exogenous variables in non optimizing part where not accounted for
due to a wrong call to `isfield` function. It is not possible to test
simultaneously the existence of a field and a subfield.
(cherry picked from commit 5a7c0fd2dda6c0ccc554994524bbefb95c29e722)
2021-11-17 15:08:12 +01:00
Stéphane Adjemian (Ryûk)
125ba21f29
Move definition of γ (share of optimizing agents) up.
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(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk)
39df328319
Fix bug in PAC/MCE.
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Wrong ordering of the reduced form parameters in PAC/MCE auxiliary variable.
(cherry picked from commit e333e851776e4f6afeb9ab1b9536c375e91a4eba)
2021-11-17 15:04:27 +01:00
Sébastien Villemot
949db8ec50
Manual: mention the FreeBSD port
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Closes : #1824
2021-11-16 17:02:13 +01:00
Sébastien Villemot
bef4899a23
Manual: bump supported macOS version (from 11 to 12)
2021-11-16 17:00:14 +01:00
Sébastien Villemot
f33692c79c
Manual: no longer claim Windows 7 support
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Closes : #1759
2021-11-16 17:00:14 +01:00
Sébastien Villemot
2da985c434
README: tex-gyre is needed for building doc in Debian testing; instructions tested on Debian 11
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[skip ci]
2021-11-13 20:39:39 +01:00
Sébastien Villemot
43ac763309
Windows package: bump to Octave 6.4.0
2021-11-09 18:15:21 +01:00
Sébastien Villemot
ddbc2cdd39
Manual: document support for Octave 6.4.0
2021-11-09 18:15:11 +01:00
Sébastien Villemot
1280566bec
CI: bump to Octave 6.4.0
2021-11-09 18:12:36 +01:00
Sébastien Villemot
9e23445504
Preprocessor update
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– fix error message when using pac_expectation with occbin_constraints
– various refactorings related to PAC models
2021-11-09 17:20:48 +01:00
Sébastien Villemot
1f44c78170
Merge branch 'ramsey' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1959
2021-11-09 11:02:00 +01:00
Sébastien Villemot
1cb37d3b09
Merge branch 'dynare++' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1956
2021-11-09 11:01:02 +01:00
Johannes Pfeifer
1174cad1f8
evaluate_static_model.m: provide jacobian output with bytecode
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Set to NaN for block
2021-11-08 14:31:24 +01:00
Johannes Pfeifer
7cffd34b66
Ramsey: do not check static model if steady state file is present
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Check will typically crash due to initialization with 0
2021-11-08 14:31:12 +01:00
Sébastien Villemot
0d69c0bbee
Merge branch 'manual' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1958
2021-11-08 12:35:21 +01:00
Sébastien Villemot
f9e3132e4e
Merge branch 'dyn_ramsey_static' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1957
2021-11-08 12:23:35 +01:00
Sébastien Villemot
b55d5e2d9e
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1955
2021-11-08 12:19:52 +01:00
Johannes Pfeifer
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
Johannes Pfeifer
ce899af24d
evaluate_static_model.m: provide promised output argument
2021-11-05 12:27:12 +01:00
Johannes Pfeifer
9a32720ac0
evaluate_steady_state.m: allow debugging of Ramsey equations
2021-11-05 12:22:43 +01:00