Commit Graph

9 Commits (34208947c9f639adbd68beffa98ce343ca499c0f)

Author SHA1 Message Date
Normann Rion f532de0f29 Adds the discretionary case to the evaluate_planner_objective function 2021-02-18 12:00:44 +01:00
Johannes Pfeifer 4b793da2c3 discretionary_policy: allow for non-linear model to be used 2020-12-18 18:22:39 +01:00
Johannes Pfeifer 30bfa16211 Fixes related to estimation under discretion 2020-02-06 13:30:00 +01:00
Sébastien Villemot 177c5c359f
Implement estimation under discretionary optimal policy
Also add a test case.

For the time being, estimating parameters that appear in the discount factor is
not supported.

Ref. #1173
2020-02-03 18:29:45 +01:00
Johannes Pfeifer 9e82432f87 Gali_discretion.mod: filter out NaN in planner_objective
Related to https://git.dynare.org/Dynare/dynare/issues/1699
2020-01-29 17:48:16 +01:00
Johannes Pfeifer 752bc543b4 Add unit test for correctness of discretionary policy 2015-08-30 12:03:43 +02:00
Johannes Pfeifer 9e504a1293 discretionary_policy: Add check whether equation number is consistent with declared number of instruments
Also fixes unit test that violated this.
2015-08-30 11:43:54 +02:00
Michel Juillard 14e5bbcad7 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00