d3db092c81
Added a cherry-pick routine.
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Extracts equations from a mod file and produce .inc files (equations, lists of
parameters, endogenous variables and exogenous variables) that can be included
in a mod file that will be used to simulate the model.
If an innovation has a tag `(used='estimationonly')` it will be excluded from
the generated files (ie list of shocks and equations).
2019-03-14 11:04:10 +01:00
52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
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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
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
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Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
40918f4316
Fixed condition in integration tests for ec.istarget.
2019-03-07 09:39:14 +01:00
9eb64a0b64
Updated preprocessor submodule.
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Fixes exogenous variables in PAC equation without non optimizing behaviour.
2019-03-06 15:39:00 +01:00
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
fd98e83d78
Adapted integration tests for 8e60ded.
2019-02-28 16:23:04 +01:00
f07b1e8028
Account for exogenous variables in PAC's RoT part.
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Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
379431b05b
Added integration test.
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Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct.
2019-02-27 14:22:59 +01:00
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
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Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
4d95484e60
Changed optimization algorithm.
2018-12-19 16:10:08 +01:00
d501d6d511
Added interface to lsqnonlin (Mathworks' optimization toolbox) in pac.estimate.nls.
2018-11-29 10:29:55 +01:00
e6c716ae9b
Added the possibility to use Gauss-Newton in pac/nls.
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Also added the computation of the covariance matrix of the NLS estimator (using
White and Domovitz approach) and integration test.
2018-11-26 09:53:18 +01:00
6b113273d3
Added integration tests (Iterative OLS and NLS for PAC equations).
2018-11-21 16:26:38 +01:00
524085927d
Removed useless tag (data_type).
2018-10-24 18:45:38 +02:00
d96740c2ef
Added integration tests (var and pac expectations).
2018-10-14 17:01:02 +02:00
eb316d7e2d
update files for change of option name from `trends` to `targets`
2018-09-13 12:24:32 +02:00
8d84d0b38b
Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815'
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git-subtree-dir: tests/pac
git-subtree-mainline: 0f3678ec4a72dda0e3eb
2018-09-06 23:35:53 +02:00
Stéphane Adjemian (Charybdis)
Stéphane Adjemia (Scylla)
Houtan Bastani
Stéphane Adjemian(Charybdis)