Sébastien Villemot
ed2f6d62c1
Refactor code for collecting variables appearing in expressions
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- 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
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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
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Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
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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
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
39cc313964
removed changes linked with transforming variables to avoid log or
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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 )
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- 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
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- 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
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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
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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"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
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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
Houtan Bastani
ed82146c37
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
Houtan Bastani
0554e47dc0
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
Houtan Bastani
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
Houtan Bastani
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Houtan Bastani
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
eb20a995f2
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
Houtan Bastani
c1e4155001
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1e78d70659
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
29bead75c9
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Michel Juillard
61cd43b3be
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
Michel Juillard
82d3c76ebb
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
Michel Juillard
f85c43d8f0
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
Michel Juillard
8a885f3468
ms-sbvar: fixing bug in linear restrictions
2011-11-05 21:36:36 +01:00
Houtan Bastani
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Sébastien Villemot
ddc029394c
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
Michel Juillard
90e4d40272
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani
85d56423ab
fix typo
2011-09-15 18:02:38 -04:00
Houtan Bastani
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
9ac3d6800d
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Houtan Bastani
bf85614668
fix typo
2011-07-07 15:15:44 +02:00
Michel Juillard
82600953f1
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
Michel Juillard
075837b2f8
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
Houtan Bastani
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
aff5629736
bug fix: nonstationary vars and tex names
2011-04-08 13:37:05 +02:00
Houtan Bastani
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Houtan Bastani
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Houtan Bastani
8cf247e26a
fixed typo
2011-03-22 10:38:58 +01:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Sébastien Villemot
89b5022f9b
Preprocessor: more explicit error message when users enter invalid floating
...
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Sébastien Villemot
ca52f1a323
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
Sébastien Villemot
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Sébastien Villemot
23d797d214
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
Sébastien Villemot
92b1451c70
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Ferhat Mihoubi
97664607b2
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Sébastien Villemot
771b4e766c
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
Sébastien Villemot
76d5d441ea
Change the syntax for values of deterministic shocks:
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Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot
4a252d8d7c
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Sébastien Villemot
92d9a62dd3
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +02:00
Sébastien Villemot
dbc9795a08
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
Sébastien Villemot
25cf12f4f1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
Houtan Bastani
bab490fc7f
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
Houtan Bastani
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Houtan Bastani
6582341799
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
Houtan Bastani
a0cd4b33ae
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
Sébastien Villemot
f1abbe724f
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
Michel Juillard
ade0cd9d26
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
2010-06-03 15:59:35 +02:00
Sébastien Villemot
c58312d3b7
Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
2010-05-31 17:43:17 +02:00
Sébastien Villemot
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
Sébastien Villemot
e2c0854cd4
Preprocessor: removed useless version of DataTree::AddVariable()
2010-04-23 18:32:25 +02:00
Sébastien Villemot
12ca3fe707
Preprocessor: removed useless version of DataTree::AddExternalFunction()
2010-04-23 18:32:19 +02:00