Commit Graph

188 Commits (0ec62c6360a28b03e4b0da0f43500199394ce23a)

Author SHA1 Message Date
ferhat bae79d62a4 The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax. 2013-12-31 01:57:30 +01:00
Houtan Bastani 11c04c9b27 preprocessor: streamline addSymbol 2013-12-10 11:41:30 +01:00
Houtan Bastani 54b3a18ced allow long_name to be used without specifying a latex name, #478 2013-12-09 17:04:32 +01:00
Sébastien Villemot 330dca7d36 Forbid the use of trend variables in expressions outside the model block 2013-11-29 16:29:25 +01:00
Sébastien Villemot ed2f6d62c1 Refactor code for collecting variables appearing in expressions
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Houtan Bastani a943463ee5 preprocessor: remove unused private field in ConditionalForecastPathsStatement 2013-11-20 12:17:07 +01:00
Houtan Bastani 7faf72ab85 preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +01:00
Stéphane Adjemian (Scylla) 7cfad8eee0 Merge branch 'master' into remove-dynDate-class 2013-11-15 18:36:10 +01:00
Houtan Bastani 38ef4c234b preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani ac2cd6f3dd preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +01:00
Houtan Bastani 0f2bb4c56e preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Houtan Bastani 611f4f5d89 preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Sébastien Villemot 9b22dc8096 Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Houtan Bastani 808d6ae1ad preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-14 09:58:05 +02:00
Houtan Bastani 374b36b904 Revert "preprocessor: replace dates with dynDates"
This reverts commit 030fe52aff.

Conflicts:
	preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Houtan Bastani 030fe52aff preprocessor: replace dates with dynDates 2013-10-02 17:21:55 +02:00
Houtan Bastani d8a64df886 nostrict option works for endval too 2013-09-16 17:25:41 -04:00
Houtan Bastani ebd9d9dee7 nostrict command-line option ignores extraneous assignments in initval. closes #1 2013-09-16 16:14:34 -04:00
Sébastien Villemot e1fbb2c5cd Move check on variables types within 'shocks' block to the checking pass stage
Closes #448
2013-08-27 10:38:54 +02:00
Houtan Bastani 688e30019c preprocessor: pretty print error info 2013-05-31 18:27:24 +02:00
Sébastien Villemot f48141755c Add new option parallel_local_files to model block
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 75b5f1d18a Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 39cc313964 removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot a64ec3b156 Reorganization of warnings
- at the end of the computation, don't display all preprocessor warnings but
   only their number
 - also display if there has been a MATLAB/Octave warning (counting their
   number does not seem feasible). Closes #181
 - add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot badeec612f Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Houtan Bastani 3530417cf2 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Sébastien Villemot db48078736 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +02:00
Sébastien Villemot 48672ad10f Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Houtan Bastani a2497dc0ae estamiton: check variable types in copy statements 2012-04-04 10:43:29 +02:00
Houtan Bastani 9e30b3e5d0 estimation: clear subsamples substructure whenever a subsamples copy statement is encountered 2012-04-03 18:33:24 +02:00
Houtan Bastani 08bcf39fe7 estimation: clear subsamples substructure whenever a subsamples statement is encountered 2012-04-03 18:33:23 +02:00
Houtan Bastani 8d69c8bf2b estimation: introduce options = options syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 26d245ac4b estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 46a655fbd5 estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani 90e2de65f7 estimation: add subsample name to index 2012-03-27 13:03:10 +02:00
Houtan Bastani c5ace037ad estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani ec2528ae9b estimation: fixes to options statement 2012-03-09 11:47:25 +01:00
Ferhat Mihoubi 24e58262fc Error message for external function provides more details 2012-03-06 11:33:02 +01:00
Houtan Bastani 0f9d5d93d1 bug fix: quotes in warnings do not comply with Matlab disp 2012-02-10 17:05:37 +01:00
Houtan Bastani 0ca000cdc9 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Houtan Bastani 6c5722ad2a preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00