Sébastien Villemot
301fe42ed8
Merge branch 'varendo' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1978
2021-12-14 11:09:47 +01:00
Sébastien Villemot
6a41cbdb13
Merge branch 'minimal_state' of git.dynare.org:JohannesPfeifer/dynare
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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
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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
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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
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[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
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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
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Ref. !1977
2021-12-10 11:12:33 +01:00
Sébastien Villemot
ee5eec3224
Merge branch 'disp_th_moments' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1975
2021-12-10 11:01:59 +01:00
Sébastien Villemot
6dd787569a
Merge branch 'SMM' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1974
2021-12-10 11:01:37 +01:00
Sébastien Villemot
00b3064ace
Merge branch 'NK' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1972
2021-12-10 10:58:10 +01:00
Sébastien Villemot
2c183093f1
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
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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
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[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
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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
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[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
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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
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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
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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
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Closes : #1826
2021-12-07 12:23:14 +01:00
Sébastien Villemot
36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare
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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`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
Sébastien Villemot
40b2565140
Merge branch 'realtime' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1966
2021-12-07 12:16:20 +01:00
Sébastien Villemot
f22dff3524
Preprocessor: various fixes related to [static] equations
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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'
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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
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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
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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
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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.
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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