Johannes Pfeifer
6c14ffb6fb
manual: updated info on auxiliary variables
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:59 +02:00
Johannes Pfeifer
58ee240048
Clarify auxiliary variable types
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:58 +02:00
Johannes Pfeifer
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
Stéphane Adjemian (Ryûk)
13c6cf86ce
Cosmetic change (code factorization).
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
32b8d6c72a
Remove unnecessary condition.
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
60c8ed1948
Fix bug, pac.bgp.set should also work with exogenous variables.
2021-09-15 13:45:39 +02:00
Sébastien Villemot
809d313b7e
Merge branch 'planner_matlab_2014' into 'master'
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evaluate_planner_objective.m: compatibility fix for older Matlab versions
See merge request Dynare/dynare!1924
2021-09-15 11:34:09 +00:00
Johannes Pfeifer
85a5a5633c
evaluate_planner_objective.m: compatibility fix for older Matlab versions
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Use single quotes
2021-09-14 19:35:42 +02:00
Sébastien Villemot
4346903c65
Various Octave compatibility issues
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Also improve on e42cf2e5b4
for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
2021-09-14 17:55:55 +02:00
Sébastien Villemot
67c205e0a4
Fortran 2008: add interface for mxCreateStructMatrix
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Needed by Normann.
2021-09-14 17:05:07 +02:00
Sébastien Villemot
b0d2b849d8
Merge branch 'ramsey_shock' into 'master'
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Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
See merge request Dynare/dynare!1923
2021-09-14 13:40:03 +00:00
Sébastien Villemot
4ff78868e3
Preprocessor: fix use_dll on macOS + Octave
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Closes : #1797
2021-09-13 16:51:16 +02:00
Johannes Pfeifer
e7b1d4aca5
testsuite: Fix missing dependence
2021-09-11 11:29:18 +02:00
Johannes Pfeifer
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
Johannes Pfeifer
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
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also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
NormannR
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
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- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
- histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
Sébastien Villemot
ee0a4eb001
Reporting: fix detection of pdflatex on Debian Bookworm
2021-09-09 11:30:04 +02:00
Sébastien Villemot
d54f2dd609
dseries submodule update
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— fix detection of x13as on Debian bookworm/sid
— add ability to use self-compiled x13as on macOS
— add ISO 8601 weeks
— generalize isleapyear routine for vector of integers
2021-09-09 11:03:35 +02:00
Sébastien Villemot
d84da63c26
Preprocessor: fix bug introduced by previous commit with DSGE-VAR models
2021-09-08 19:00:42 +02:00
Sébastien Villemot
3353f539cc
Preprocessor: improve sanity checks for estimated_params* blocks
2021-09-08 17:11:18 +02:00
Sébastien Villemot
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
Sébastien Villemot
8d4f5fbd9b
Fix tests/deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod
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A bug was introduced in 440a0e460b
, erroneously
changing the name of the baseline for a comparison.
The bug was left unnoticed with recent versions of MATLAB and on Octave,
because the first array in the ensuing comparison had zero line, and because of
automatic broadcasting, the error message was not triggered.
However, the bug was exposed on MATLAB < R2016b.
2021-09-08 14:15:49 +02:00
Stéphane Adjemian (Charybdis)
f1bf12c601
Apply patch from d440b7082
for (VAR based) expectations in PAC.
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Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
2021-09-07 18:39:52 +02:00
Stéphane Adjemian (Ryûk)
d440b70820
Fix var expectation weights when auxiliary model has a constant.
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Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
2021-09-07 00:36:34 +02:00
Sébastien Villemot
d41306f0c1
Remove DMM from contrib/
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This code was never integrated in Dynare. Also, the authors would like to
release a new version soon, and they prefer that we remove this old version
from our repositories.
Closes : #568
2021-09-03 17:18:20 +02:00
Sébastien Villemot
badb36d6d2
Fix typos introduced in c68e4801bd
2021-09-02 20:43:21 +02:00
Sébastien Villemot
c68e4801bd
Build system: add several test files to the source package
2021-09-02 17:14:07 +02:00
Sébastien Villemot
3d6f86c234
Build system: fix detection of SLICOT for MATLAB on RHEL
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The MATLAB_CFLAGS variable was not injected when testing for the presence of
libslicot64_pic. In particular, on GNU/Linux system, this means that the -fPIC
flag was not injected when doing the test. This was not a problem on Debian,
where GCC now enables -fPIC by default. But this would fail on RHEL, where
-fPIC is not enabled by default.
By the way:
— rename ac_save_* variables to my_save_*, to avoid conflicts with internal
autoconf variables;
— do not inject “$(mkoctfile -p LFLAGS)” into LDFLAGS when testing for SLICOT
under Octave; this is no longer necessary, since those flags are already
injected at the beginning of mex/build/octave/configure.ac.
2021-09-02 17:14:01 +02:00
Stéphane Adjemian (Ryûk)
4cf1a358ee
Fix growth neutrality correction in PAC/MCE equation.
2021-09-01 11:27:42 +02:00
Stéphane Adjemian (Ryûk)
380fd84cb3
Fix NLS estimation routine.
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Closes #1798
2021-09-01 10:37:17 +02:00
Sébastien Villemot
7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1920
2021-08-31 13:52:20 +02:00
Sébastien Villemot
757c0dd4cb
Merge branch 'k_order_simult' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1914
2021-08-31 13:51:43 +02:00
Sébastien Villemot
1c67aaf9cf
Merge branch 'parallel_doc' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1919
2021-08-31 13:48:23 +02:00
Sébastien Villemot
667edcf752
Preprocessor: ensure that the “discount” option of “pac_model” is a parameter
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Closes : Madysson/estimation-codes#4
2021-08-31 12:52:40 +02:00
Sébastien Villemot
5eb769008b
Dynare++: fix bug in the --steps option
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This option could crash or give wrong results.
Bug introduced in 6d99b6d120
.
The Vector(Vector &) and Vector(const Vector &) constructors are not
equivalent.
Closes : #1804
2021-08-31 12:34:44 +02:00
Johannes Pfeifer
cba00755b1
stab_map_2.m: Only do skipline if actual printing happens
2021-08-31 11:13:37 +02:00
Johannes Pfeifer
54203f499e
dynare_sensitivity.m: fix dead link
2021-08-31 11:13:02 +02:00
Johannes Pfeifer
a2c60dba11
simult_.m: simulate user-requested order with k_order_solver
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Also prevent inconsistent simulations
2021-08-30 19:36:51 +02:00
Johannes Pfeifer
7f55ea7782
manual: update Dynare path
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[skip CI]
2021-08-30 19:30:12 +02:00
Sébastien Villemot
55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1916
2021-08-30 16:37:55 +02:00
Sébastien Villemot
b8a9dae60a
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1915
2021-08-30 16:36:57 +02:00
Sébastien Villemot
f60043768b
Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1913
Closes : #1078
2021-08-30 16:16:27 +02:00
Sébastien Villemot
97a86b5b35
Merge remote-tracking branch 'origin/JohannesPfeifer-master-patch-15169'
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Ref. !1912
Closes : #1114
2021-08-30 16:15:30 +02:00
Sébastien Villemot
d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1903
2021-08-30 16:13:29 +02:00
Sébastien Villemot
85c37636dd
Preprocessor update
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— method_of_moments: move to namespace
— add updated_covariance option
2021-08-30 16:12:42 +02:00
Johannes Pfeifer
83ea804fcc
estimation: remove invalid check for presence of constant
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a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
2021-08-20 13:31:48 +02:00
Johannes Pfeifer
459fce927b
mode_check.m: take care of almost binding bounds
2021-08-20 13:29:37 +02:00
Johannes Pfeifer
58b336b263
mode_check.m: fix logical condition that may otherwise lead to 0 size of interval
2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis)
d3678edbbe
Add try/catch block (cherry-picking failures).
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Close and delete generated file if cherry picking fails for any reason.
2021-08-19 13:03:44 +02:00
Johannes Pfeifer
f273c09e71
lyapunov_solver.m: make baseline compatible with sparse matrices
2021-08-19 11:16:24 +02:00