30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
f72910ae33
fix preprocessor implimentation of filter_algorithm option to estimation. closes #843
2015-02-09 03:20:37 +01:00
eae9f688c5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
978398323e
preprocessor: add prefilter, first_obs, and loglinear options to calib_smoother, #803
2014-11-26 15:05:07 +01:00
4b41aa70c4
preprocessor: add optim option to osr, #779
2014-11-25 11:44:52 +01:00
f3ec84971b
preprocessor: add diffuse_filter and prior_trunc options to identification, #677
2014-11-18 11:53:34 +01:00
4b338b4bcb
preprocessor: add nodecomposition option to estimation and stoch_simul, #702
2014-11-17 12:15:38 +01:00
3f68450d51
osr: add option opt_algo. #779
2014-11-14 17:35:03 +01:00
5500846280
Added option distribution_proposal (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
df19396acf
Added option proposal_approximation (estimation, non linear filters).
2014-09-08 22:36:41 +02:00
9bfdeb30e2
Bug fixes.
2014-09-08 22:36:41 +02:00
5e4b7d8d42
Added filter_algorithm (estimation command, sets the particle filter algorithm).
2014-09-08 22:36:41 +02:00
bcad4f31f2
Added option resampling_method (estimation command, non linear filters).
2014-09-08 22:36:41 +02:00
08c74b8f41
Added option resampling_threshold (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
a6009908e4
Added option resampling (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
648c4717ad
Added option number_of_particles (estimation command, non linear filters).
2014-09-08 22:36:40 +02:00
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
85f7af9133
Perfect foresight solver now uses a homotopy technique by default.
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This commit introduces a "no_homotopy" option to restore the old behavior.
Ref #220
2014-04-10 16:39:06 +02:00
a8f9fdf296
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
632fd01836
Allow ranges in lags/periods specification of {irf,moment}_calibration.
...
Ref #267
2014-03-17 18:12:04 +01:00
17477ab095
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
35795c3ba9
Add option mh_conf_sig
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Fixes #598
2014-03-06 10:06:55 +01:00
658f759ede
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
3c1271f5c2
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
3348481104
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
0960861b2a
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
dd2aa846a8
It's bison 2.5 that's actually required now.
2014-01-13 14:56:56 +01:00
bae79d62a4
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
3745409f19
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
75dd01421f
Refactor bison files using new prologue syntax.
2013-12-28 21:16:47 +01:00
96e973a07f
Fix compatibility issue with Bison 3.
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Closes #570
2013-12-28 21:02:15 +01:00
1ea7631930
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
54b3a18ced
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
46dc981ce4
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
38ef4c234b
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
ac2cd6f3dd
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
0f2bb4c56e
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
7e22f43fe0
Merge branch 'preprocessor-dates' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
9a57698e52
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Houtan Bastani
Stéphane Adjemian (Scylla)
Sébastien Villemot
Michel Juillard
Johannes Pfeifer
Houtan Bastani
ferhat