Commit Graph

14521 Commits (301fe42ed8d8c06a605ee8d54858e66e9a9ff0ba)

Author SHA1 Message Date
Sébastien Villemot 301fe42ed8
Merge branch 'varendo' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1978
2021-12-14 11:09:47 +01:00
Sébastien Villemot 6a41cbdb13
Merge branch 'minimal_state' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1963
2021-12-14 11:09:28 +01:00
Sébastien Villemot 3e7e82347a
Preprocessor: fix logic of include_eqs in the presence of [static]/[dynamic] equations 2021-12-14 11:01:07 +01:00
Sébastien Villemot 7770c99f1b
dseries: prevent horse-race condition when saving and loading mat file 2021-12-14 11:00:16 +01:00
Johannes Pfeifer c60a1624d1 identification: separate error code and option
Solves issues with Monte Carlo sampling where error code affected option for later draws
2021-12-13 15:14:23 +01:00
Johannes Pfeifer de90c5d246 Provide warning if moments_varendo is not set but conditional_variance_decomposition 2021-12-13 13:08:59 +01:00
Sébastien Villemot 4fac512bfd
Merge branch 'dsge_var' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1973
2021-12-13 12:40:27 +01:00
Stéphane Adjemian (Ryûk) f687b531fd
Bug fix (wrong indexing in present value evaluation). 2021-12-11 18:44:01 +01:00
Sébastien Villemot eb6af4aff3
Emacs mode: add complementary error function and hyperbolic functions
[skip ci]
2021-12-11 15:58:14 +01:00
Johannes Pfeifer fc05ddd5fe dsge_var_likelihood.m: remove unused output arguments 2021-12-10 12:01:40 +01:00
Johannes Pfeifer 5f732803d8 dsge_var: pass data moments as function inputs instead of via base workspace
going via base prevents parallel execution
2021-12-10 12:01:07 +01:00
Sébastien Villemot f7f7c77411
Merge branch 'ramsey_debug' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1977
2021-12-10 11:12:33 +01:00
Sébastien Villemot ee5eec3224
Merge branch 'disp_th_moments' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1975
2021-12-10 11:01:59 +01:00
Sébastien Villemot 6dd787569a
Merge branch 'SMM' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1974
2021-12-10 11:01:37 +01:00
Sébastien Villemot 00b3064ace
Merge branch 'NK' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1972
2021-12-10 10:58:10 +01:00
Sébastien Villemot 2c183093f1
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1971
2021-12-10 10:57:39 +01:00
Johannes Pfeifer 741772d514 evaluate_steady_state.m: correctly condition debugging info on existence of objects from steady state file 2021-12-10 09:05:55 +01:00
Johannes Pfeifer f5def11a23 disp_th_moments.m: honor noprint 2021-12-09 09:01:10 +01:00
Johannes Pfeifer 137ba73c4c SMM: add forgotten error code
[skip CI]
2021-12-08 19:07:18 +01:00
Sébastien Villemot 1144de4167
Bump version number 2021-12-08 14:23:26 +01:00
Sébastien Villemot 48c965397a
Adapt the documentation for the new versioning scheme
Switch to a two digit version number, and make the documentation agnostic on
the major version number.
2021-12-08 12:27:35 +01:00
Johannes Pfeifer 51fdb6b1cb NK_baseline.mod: correct comment
[skip CI]
2021-12-08 11:01:31 +01:00
Johannes Pfeifer d5a2015ded mom: gracefully exit if unobserved moments are matched. 2021-12-08 09:38:41 +01:00
Sébastien Villemot 1638374b46
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1970
2021-12-07 18:06:13 +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
Sébastien Villemot d69c14398d
Factorize test for normpdf(), normcdf(), erf() and trigonometric functions
Incidentally:
- add trigonometric tests for bytecode
- add back a test for pure M-files
2021-12-07 17:00:57 +01:00
Johannes Pfeifer d039bcbfec evaluate_planner_objective.m: initialize newly introduced options and fix naming 2021-12-07 13:56:01 +01:00
Johannes Pfeifer c07508a917
occbin_write_regimes: distinguish between smoother and simulations
Closes: #1828
2021-12-07 12:41:34 +01:00
Sébastien Villemot 018c603035
Preprocessor: use element-by-element multiply, divide and power in occbin_difference.m
Closes: #1826
2021-12-07 12:23:14 +01:00
Sébastien Villemot 36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1968
2021-12-07 12:20:29 +01:00
Johannes Pfeifer 9212cae713
evaluate_planner_objective: document options 2021-12-07 12:19:31 +01:00
Normann Rion cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
As suggested in !1962
2021-12-07 12:19:30 +01:00
Sébastien Villemot 40b2565140
Merge branch 'realtime' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1966
2021-12-07 12:16:20 +01:00
Sébastien Villemot f22dff3524
Preprocessor: various fixes related to [static] equations
In particular, this fixes a detrending bug in relation to the Occbin engine.

Closes: #1827
2021-12-06 17:21:41 +01:00
Johannes Pfeifer ce9bb2f09d make_ex_.m: gracefully exit if user attempts to set non-existent period 0 2021-12-06 15:04:30 +01:00
Johannes Pfeifer 7bc15927a9 realtime_shock_decomposition.m: gracefully exit if nobs-option is not set 2021-12-03 09:19:59 +01:00
Sébastien Villemot 8b3fc97631 Merge branch 'static_singularity' into 'master'
dyn_first_order_solver.m: add debugging information

See merge request Dynare/dynare!1965
2021-12-01 17:53:18 +00:00
Johannes Pfeifer 82689795e4 dyn_first_order_solver.m: add debugging information 2021-12-01 14:36:21 +01:00
Sébastien Villemot 10698ba896
Fix building of source package
Bug introduced in 06fd42c19b.
2021-11-26 19:15:27 +01:00
Sébastien Villemot 24247a22a5
Add Normann to Dynare Team 2021-11-26 17:38:00 +01:00
Sébastien Villemot 06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX 2021-11-26 17:37:53 +01:00
Sébastien Villemot 74d070c216
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1964
2021-11-26 17:37:06 +01:00
Sébastien Villemot a3956996f7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
Ref. !1962
2021-11-26 17:35:30 +01:00
Johannes Pfeifer 58343c3988 model_diagnostics.m: check for consistent number of equations for Ramsey case before checking for steady state 2021-11-25 16:04:14 +01:00
Johannes Pfeifer 459d6ded6e get_minimal_state_representation.m: set undefined output argument 2021-11-24 18:59:48 +01:00
NormannR 6b566d37c7 Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective 2021-11-24 17:30:02 +01:00
NormannR f889a25e86 Amend the k_order_welfare routine for it to return the adequate output variables 2021-11-24 17:16:03 +01:00
NormannR 45aad05670 Implements a Fortran routine `k_order_moment` to compute the k-order unconditional moment of the vector of endogenous variables using simulation 2021-11-24 17:09:12 +01:00
Stéphane Adjemian (Ryûk) f4a7a5430c
Re-implement PAC equations.
This commit only introduce new elements in the Dynare language (adding the
 possibility to decompose the target into stationary and non stationary
 components) and insure that all the former codes (ie without decomposition of
 the target) are still working as expected.
2021-11-24 16:40:35 +01:00