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
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
0d69c0bbee
Merge branch 'manual' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1958
2021-11-08 12:35:21 +01:00
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
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
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
ce899af24d
evaluate_static_model.m: provide promised output argument
2021-11-05 12:27:12 +01:00
9a32720ac0
evaluate_steady_state.m: allow debugging of Ramsey equations
2021-11-05 12:22:43 +01:00
8e58c190a8
Manual: fix broken reference
2021-11-05 09:18:34 +01:00
b1e72d531d
dyn_ramsey_static.m: only read first entry of error code
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May crash otherwise
2021-11-05 08:59:47 +01:00
4461544efd
Expand cryptic error message if a value is assigned a second time
2021-11-04 09:04:26 +01:00
e173ad938b
evaluate_planner_objective.m: gracefully exit if decision rules are missing
2021-11-02 18:19:43 +01:00
3f40404bc0
Merge branch 'header' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1954
2021-10-28 10:43:32 +02:00
c67fd57237
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1953
2021-10-28 10:42:55 +02:00
c51318445c
Preprocessor: fix syntax error in the aux vars table section of the JSON output
2021-10-28 10:41:04 +02:00
f09b048c8f
inverse_gamma_specification.m: correct header
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[skip CI]
2021-10-27 10:13:04 +02:00
Stéphane Adjemian (Charybdis)
5e0c4272ce
Fix wrong logic in test introduced in ceb67c42c.
2021-10-26 10:24:19 +02:00
Stéphane Adjemian (Charybdis)
ceb67c42c7
Add more explicit error message.
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pac.print does not work in PAC/MCE equations.
2021-10-25 19:23:51 +02:00
Stéphane Adjemian (Charybdis)
4f5e0c7faa
Update preprocessor submodule (Fix for growth neutrality correction in PAC/MCE).
2021-10-25 19:22:49 +02:00
23fdec40f1
Merge branch 'purely_backward' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1951
2021-10-25 18:27:58 +02:00
1921e3c9f1
Merge branch 'steady_cell' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1952
2021-10-25 18:25:34 +02:00
17a58ccec6
stochastic_solvers.m: fix bug introduced in 57bbec1f
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Rely on lead_lag_incidence instead of kstate to identify states
2021-10-25 18:24:54 +02:00
864fa25cf6
Merge branch 'k_order_test' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1950
2021-10-25 18:08:44 +02:00
e155c5cbb2
macOS: fix compilation of MEX files against Homebrew’s octave
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It is necessary to link MEX files against Octave libraries, as under Windows.
2021-10-25 18:02:46 +02:00
c72d7e0ffd
mode_check.m: have debug mode provide explicit message instead of just the code
2021-10-25 16:54:34 +02:00
8e063f0c33
evaluate_steady_state.m: fix missed transition to cell array
2021-10-25 16:44:12 +02:00
Stéphane Adjemian (Charybdis)
a5ccd0ae90
Acknowldge time_shift option in print_expectations.
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Lagged information set was missing in the evaluation routine.
2021-10-24 19:32:46 +02:00
Stéphane Adjemian (Charybdis)
7f0ba33d5a
Fix doc headers (missing output).
2021-10-24 19:32:46 +02:00
485c815f50
burnside_k_order.mod: fix timing logic
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Did not correctly deal with loading of mex-file
2021-10-22 17:59:07 +02:00
ebec02c6e4
local_state_space_iteration_2 MEX: yet more fixes to comments
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In particular, use ε instead of u in mathematical expressions for consistency
with the C++ variable name.
2021-10-22 17:57:29 +02:00
356999768c
Merge branch 'planner_output' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1949
2021-10-22 17:38:28 +02:00
0be7e0a0d7
local_state_space_iteration_2 MEX: more fixes to comments
2021-10-21 16:34:57 +02:00
2ab919ebf1
Testsuite: use default number of particles when comparing performance of the various state space iteration MEX
2021-10-21 16:34:22 +02:00
048e059b68
evaluate_planner_objective.m: add warning if NaN are encountered
2021-10-21 11:42:43 +02:00
Stéphane Adjemian (Ryûk)
9acac86bd8
Fix cherrypick for PAC equations in case of rule of thumb agents.
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The correction for growth neutrality should be substituted in the optimal part
of the PAC equations.
(cherry picked from commit 12694ff9347b2191b4e0f6a32cb038956cb38f53)
2021-10-21 10:22:33 +02:00
Stéphane Adjemian (Ryûk)
f778e3c1ce
Fix growth neutrality correction in PAC equations.
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- 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)
96c24b3052
Add rehash command so that Matlab acknowledge the created routines.
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[skip ci]
2021-10-21 09:59:37 +02:00
e8fd1f53db
evaluate_planner_objective.m: suppress output
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[skip CI]
2021-10-21 09:44:49 +02:00
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1946
2021-10-20 15:54:40 +02:00
05ea09eee9
local_state_space_iteration_2 MEX: error out properly when trying to use with BLAS+MATLAB+parallelization
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By the way, rename the C preprocessor symbol so that it is undefined by
default.
2021-10-20 15:50:34 +02:00
e3b1f9e79a
local_state_space_iteration_2 MEX: various fixes to comments
2021-10-20 15:39:58 +02:00
e66a1a63f8
local_state_space_iteration_2 MEX: enable parallelization by default
2021-10-20 15:33:04 +02:00
fbba0bf2fc
Testsuite: fix display of relative timings of local_state_space_iteration_{k,fortran}
2021-10-20 15:32:26 +02:00
c1714fb48f
Merge branch 'ramsey_tests' into 'master'
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Expand Ramsey tests and fix consistency of utility and welfare
Closes #1821
See merge request Dynare/dynare!1945
2021-10-18 16:43:45 +00:00
2c20453861
Document second-order accurate approximation of welfare at order=2
2021-10-18 17:15:05 +02:00
1ad2680682
Fixes the evaluate_planner_objective routine Deals properly with the output provided by disp_th_moments
2021-10-18 17:08:28 +02:00
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
45772571c3
testsuite: expand Ramsey tests to check for consistency of utility and welfare
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Also increase variance to make tests more challenging
2021-10-15 12:46:26 +02:00
ce282dc29c
local_state_space_iteration_2 MEX: fix bug when there are more shocks that states
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The code that computes ghx·yhat+ghu·u (both with and without pruning) was
making the implicit assumption that q⩽n, i.e. that the number of shocks is less
than or equal to the number of states. If q>n, it would try to read invalid
memory references in ghx and yhat, and would thus either crash or return dummy
results.
Closes : #1820
2021-10-14 16:18:17 +02:00
42165b9893
Merge branch 'load_mh_file' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1944
2021-10-13 18:03:50 +02:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Charybdis)
NormannR