Johannes Pfeifer
aeac54bd15
occbin: clarify concept of baseline regime
2022-05-17 12:25:14 +02:00
Johannes Pfeifer
0685e03ecd
occbin: add warning on spurious regime transitions
2022-05-17 12:25:14 +02:00
Sébastien Villemot
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
Sébastien Villemot
a2fbd6d23c
Manual: fix typo
...
[skip ci]
2022-04-29 17:47:36 +02:00
Sébastien Villemot
be90ca1156
Manual: add perfect foresight with expectation errors
2022-04-29 17:43:35 +02:00
Sébastien Villemot
518ef89268
Manual: fix typo and fonts
2022-04-29 11:23:39 +02:00
Sébastien Villemot
3b4ef0df49
Add new “log” option to “var” statement
...
Ref. #349
2022-03-30 18:01:22 +02:00
Sébastien Villemot
6988f0a3d8
Preprocessor: refactor parsing of symbol lists
...
Incidentally, this change allows a sligthly more flexible syntax in
“svar_identification”, so document it.
2022-03-29 15:11:28 +02:00
Sébastien Villemot
d9feb04503
Manual: remove nonexisting syntax in “svar_identification”
2022-03-29 15:11:25 +02:00
Johannes Pfeifer
ecbfb7d083
Manual: clarify potential naming issues in steady state files
2022-03-14 20:33:19 +01:00
Sébastien Villemot
3d7299c1e4
New option “non_zero” to the “resid” command
...
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Stéphane Adjemian (Charybdis)
c9825c803a
Fix description of the conditional_forecast command.
...
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot
9a27735f47
Manual: cosmetics
2022-02-10 17:35:21 +01:00
Sébastien Villemot
685598c6e2
Add interface to “static” and “incidence” options of “model_info”
...
These options were implemented and described in the reference manual, but their
interface was missing.
By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
...
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Johannes Pfeifer
b7d37f092f
manual: expansion of the semi-structural estimation section
...
[skip ci]
2022-01-06 17:59:21 +01:00
Sébastien Villemot
8553525c0f
Merge branch 'doc' into 'master'
...
manual: clarify moment_calibration
See merge request Dynare/dynare!1990
2022-01-06 08:21:31 +00:00
Stéphane Adjemian (Ryûk)
02901002cf
Various improvements in the documentation of semi-structural models.
...
[skip ci]
2022-01-05 15:08:53 +01:00
Stéphane Adjemian (Ryûk)
472e66ae47
Fix list of allowed expressions in LHS (for solve_algo={12,14}).
...
[skip ci]
2022-01-05 11:46:53 +01:00
Johannes Pfeifer
259fe492e8
manual: clarify moment_calibration
2022-01-05 11:31:17 +01:00
Willi Mutschler
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
Stéphane Adjemian (Ryûk)
7ad508532d
Documentation of semi-structural models tools.
2022-01-02 21:00:28 +01:00
Sébastien Villemot
4db2899868
estimated_params: fixes for new semantics
...
The change implemented in 21a8a5794a
broke the
testsuite and was incomplete.
– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
checks that paramateres are not declared twice across blocks.
2021-12-16 15:38:09 +01:00
Johannes Pfeifer
d4cb7f7ff2
manual: clarify heteroskedastic_shocks-block
2021-12-16 09:09:47 +01:00
Sébastien Villemot
21a8a5794a
Various new model editing features
...
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
2021-12-15 17:33:01 +01:00
Johannes Pfeifer
6f87edfa3d
Manual: remove wrong end;
2021-12-14 11:21:17 +01:00
Sébastien Villemot
8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh)
2021-12-07 18:04:56 +01:00
Sébastien Villemot
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
Johannes Pfeifer
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
...
Closes : #1828
2021-12-07 12:41:34 +01:00
Johannes Pfeifer
9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +01:00
Johannes Pfeifer
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
Johannes Pfeifer
8e58c190a8
Manual: fix broken reference
2021-11-05 09:18:34 +01:00
Sébastien Villemot
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1946
2021-10-20 15:54:40 +02:00
Johannes Pfeifer
2c20453861
Document second-order accurate approximation of welfare at order=2
2021-10-18 17:15:05 +02:00
Johannes Pfeifer
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
Sébastien Villemot
c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1932
2021-09-22 16:24:39 +02:00
Johannes Pfeifer
6abc984d5e
Fix mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
Johannes Pfeifer
f097d7c4b5
Manual: further details on evaluate_planner_objective
...
[skip CI]
2021-09-21 13:11:20 +02:00
Johannes Pfeifer
d5b66ea28a
Document recent changes to evaluate_planner_objective
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1680
2021-09-16 15:44:08 +02:00
Johannes Pfeifer
6c14ffb6fb
manual: updated info on auxiliary variables
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:59 +02:00
Johannes Pfeifer
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
Johannes Pfeifer
41b3146273
occbin: add description of filter_use_relaxation
...
(@stepan removed trailing space)
2021-08-17 11:10:08 +02:00
Johannes Pfeifer
948e4e7540
Manual: correct default for optimizer following a5995aec03
...
(@stepan removed trailing space)
2021-08-17 10:51:24 +02:00
Johannes Pfeifer
21f3e120dd
Manual: update link to equation tag wiki
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1808
2021-08-16 13:05:42 +02:00
Stéphane Adjemian (Charybdis)
a0685c6693
Fix sphinx warning (title underline too short).
2021-08-16 13:01:17 +02:00
Johannes Pfeifer
cbce60943f
Manual: document behavior of steady_state() in perfect_foresight_context
...
(@stepan removed trailing whitespaces)
2021-08-16 12:58:09 +02:00
Johannes Pfeifer
64b9e4c4af
Manual: document that typically Bayesian names are used even if ML is done
...
(@stepan removed trailing whitepaces)
2021-08-16 12:51:37 +02:00
Johannes Pfeifer
89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
...
(@stepan removed trailing spaces)
2021-08-16 12:47:54 +02:00
Johannes Pfeifer
cc04ef6ebf
Particle filter: document remaining options
...
(@stepan removed trailing spaces)
2021-08-16 12:41:42 +02:00
Stéphane Adjemian (Charybdis)
c46f661669
Cosmetic changes (remove trailing spaces).
2021-08-16 12:26:20 +02:00
Johannes Pfeifer
12cd217edf
Occbin: add documentation
2021-08-16 11:41:07 +02:00
Stéphane Adjemian (Charybdis)
4d590f8a87
Cosmetic change (remvove trailing spaces).
2021-08-16 10:55:33 +02:00
Willi Mutschler
49cba34358
📖 Fix references in documentation
2021-08-16 10:41:07 +02:00
Willi Mutschler
c24445e8e4
📖 Added @Johannes review of MoM documentation
2021-08-16 10:41:07 +02:00
Willi Mutschler
4c0f8ec6be
📖 Added documentation for method of moments
2021-08-16 10:41:07 +02:00
Stéphane Adjemian (Charybdis)
8d0241171b
Cosmetic change (remove trailing space).
2021-08-16 10:36:38 +02:00
Johannes Pfeifer
862b6d1387
manual: correct description of how to change HPI
2021-08-08 11:00:57 +02:00
Johannes Pfeifer
650e02d98a
manual: remove misleading statement on prior truncation
2021-08-08 11:00:53 +02:00
Johannes Pfeifer
440a0e460b
Storage of results: use subfolder
...
Ref. #1758
2021-07-23 14:12:17 +02:00
Johannes Pfeifer
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
Sébastien Villemot
9f934bbcf1
Manual: update several links to old Dynare wiki
...
In several places, there was only a general link to the old Dynare wiki. This
can be confusing, because we no longer use this wiki. Rather use specific links
to the pages that were not migrated to the new wiki.
[skip ci]
2021-07-08 18:03:25 +02:00
Sébastien Villemot
f5c5b05f12
The xls_sheet option now takes a quoted string as value
...
Recommend that syntax in the manual, but keep the old one for backward
compatibility.
Ref. preprocessor#67
2021-05-31 18:21:13 +02:00
Sébastien Villemot
c7d02a356e
Manual: harmonize and document usage of quoted strings
2021-05-31 18:21:13 +02:00
MichelJuillard
bbfa145c58
manual: adding option lmmcp to extend_path command
2021-05-28 13:49:58 +02:00
Marco Ratto
5fa6265944
Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post
...
Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
2021-05-27 16:59:15 +02:00
Marcoo Ratto
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
Sébastien Villemot
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
...
Ref. !1841
2021-05-11 18:51:57 +02:00
Marco Ratto
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
...
If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
Sébastien Villemot
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
...
Closes !1842
2021-05-10 15:55:28 +02:00
Marco Ratto
2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly.
2021-05-10 15:55:03 +02:00
Sébastien Villemot
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
...
Ref. !1839
2021-05-07 17:52:45 +02:00
Marco Ratto
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
...
(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
Sébastien Villemot
62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given
...
By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.
Ref. #1726
2021-05-04 17:17:55 +02:00
Stéphane Adjemian (Charybdis)
f65a153520
Describe how one an write comments in a mod file.
...
Also warns about the behavior of macro directives in comments.
2021-04-21 10:59:04 +02:00
Sébastien Villemot
919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7
2021-04-20 16:54:39 +02:00
Sébastien Villemot
a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4
...
Closes : #1764
2021-03-10 14:44:19 +01:00
Johannes Pfeifer
7c8f486727
Allow setting initial state for Kalman filter
...
Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
Johannes Pfeifer
e3cda8c76d
Document optimizers compatible with analytic_derivation
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
2021-01-24 17:41:17 +01:00
Sébastien Villemot
f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:41 +01:00
Johannes Pfeifer
d0bada1fdf
manual: update optim for mode_compute=13
...
[skip CI]
2021-01-22 17:08:20 +01:00
Sébastien Villemot
0823823068
Preprocessor update
...
- forbid lead/lags on exogenous deterministic (Closes : #1765 )
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
(Closes : #1771 )
2021-01-22 14:13:37 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
Sébastien Villemot
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
Johannes Pfeifer
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
Sébastien Villemot
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
Johannes Pfeifer
f2cde3b6d9
Make schur_vec_tol settable and document it
...
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
Johannes Pfeifer
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Johannes Pfeifer
18350f680e
manual: clarify that mh_replic is per chain, not the total number of replications
...
[skip CI]
2020-11-30 17:32:03 +01:00
Sébastien Villemot
b4f293bdf2
Document mode_compute=13
...
[skip ci]
2020-11-27 14:22:59 +01:00
Sébastien Villemot
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
...
Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
.
2020-11-09 16:34:12 +01:00
Sébastien Villemot
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
Sébastien Villemot
71e3e0d49e
Fix extended_path with bytecode
...
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
Stéphane Adjemian (Charybdis)
511908e011
Factorized initialization of fields required by solve_algo={12,14}.
...
Closes #3 .
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
...
Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Sébastien Villemot
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
Sébastien Villemot
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
...
[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
...
Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
Sébastien Villemot
b281d682f2
Manual: document default name for “shock_groups” blocks
...
By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
Sébastien Villemot
11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
...
[skip ci]
2020-07-09 18:03:35 +02:00
Johannes Pfeifer
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00