5bc2832d9b
v4: updating DynareBison.cc
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1444 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 16:13:20 +00:00
d9db719b7b
Added mex file to compute A*kron(B,B) or A*kron(B,C).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1443 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 14:58:56 +00:00
8204b9abd6
v4 global_initialization.m: added default for options_.dsample = 0
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1442 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 13:00:35 +00:00
c14493361b
Added estimation of bvar-dsge models with constant.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1441 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-14 17:42:18 +00:00
2a79c2cecc
v4 parser.src: added function normal cumulative density normcdf(x,mean,std dev) and its derivative
...
added tests/parser/t_normcdf.mod
added Trinary Operators
increased precision of constants written to *.m or *.c files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1440 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-11 15:24:50 +00:00
a82c653ab2
v4 matlab: removed empty () for compatibility with older version of Matlab
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1439 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-09 10:22:08 +00:00
3ca2614711
Bug correction and headers.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1438 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-08 17:23:53 +00:00
a79bd59d91
v4 parser: replaced malloc.h by stdlib.h for MacOS X compatibility
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1437 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-02 09:46:59 +00:00
2f904524dc
v4: added gensylv75 for compatibility with Matlab 2007b
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1436 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:53:38 +00:00
7152bfb6e5
call gensylv75() for Matlab release 2007b
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1435 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:52:11 +00:00
2e41644573
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1434 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-19 20:28:48 +00:00
3d818d28c8
v4 doc: added slides about preprocessor
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1433 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-19 15:03:37 +00:00
14e1a06d06
Bug correction (Second order solution for big models).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1432 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 14:55:17 +00:00
f5f4ecea26
Bug correction (Second order solution for big models)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1431 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 13:58:59 +00:00
b4dfd32e59
v4 parser: add unknown function names to the symbol table
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1430 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 09:36:56 +00:00
4cf7dccdac
Adding cost on Min and Max function
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1429 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-15 10:55:39 +00:00
89f2702600
Makefile for simulate DLL
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1428 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-15 09:05:19 +00:00
a5323768aa
Gets rid of dummy function (replaced by logical operators) and corrects logical operators.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1427 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-15 09:04:08 +00:00
020035a81b
Add posterior variance decomposition.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1426 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-12 17:02:04 +00:00
484f5d3034
v4 parser: forces use of comma in shocks periods expressions
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1425 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-12 07:02:54 +00:00
e0da1578a6
v4 parser: forced SIGMA in shocks values expression in order to avoid reduce errors in parser
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1424 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-11 18:29:50 +00:00
130a947a7e
Bug correction.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1423 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 16:11:55 +00:00
3d4ae90e22
Code factorization.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1422 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 13:20:09 +00:00
d53caec4af
New logical operators:
...
"==", "!=", "<", ">", "<=", ">="
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1421 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-08 22:52:57 +00:00
5e8bf1ef51
Corrections for min, max and dummy functions in DynareBison.yy: hand_side involves hand_side arguments
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1420 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 22:11:47 +00:00
61dc2c742c
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1419 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:59 +00:00
4fc67a8780
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1418 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:51 +00:00
163c5b4146
Add min(,) max(,) and dummy() functions to dynare... Buggy until tomorrow ;-)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1417 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-05 19:47:27 +00:00
aa9b217788
Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 15:36:00 +00:00
396a3306cc
update of dynare_m.exe
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1415 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:49:43 +00:00
221e230e21
update of dynare_m.exe
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1414 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:47:12 +00:00
d98a955ad4
v4 parser: reindented DynareBison.yy (no more tabs)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1413 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 10:40:36 +00:00
2534f71ec6
v4 ModelTree.cc: reverted bug re-introduced in r1409 in dynamic C file
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1412 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 09:25:50 +00:00
bf7e808e2b
v4 parser ExprNode.cc: treat all variables types in VariableNode::compile
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1411 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 09:20:15 +00:00
5e1d6683ff
v4 parser: various minor things
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1410 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 09:16:52 +00:00
abc824dbdf
New model option: "NO_COMPILE" (simulation of the block decomposed model without compilation).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1409 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 22:01:08 +00:00
0480677d66
Bug correction.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 15:44:06 +00:00
d9f56bfde9
Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 14:40:43 +00:00
200812ba6e
v4 parser DynareFlex.ll: removed duplicate rule
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1406 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-02 19:06:21 +00:00
ad3273d726
v4 preprocessor: added code for GSA (Marco) not finishde
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1405 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-02 14:05:16 +00:00
f9b21362ef
v4 preprocessor: simplified syntax for shocks values to eliminate bug with negative deterministic shocks
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1404 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-02 14:02:13 +00:00
e62027a296
v4 initial_estimation_checks: added a check for *_steadystate.m accuracy
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1403 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-01 11:53:28 +00:00
7a87a7b200
v4: corrected bug in handling of trend_coeff
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1402 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-01 09:39:32 +00:00
23277f1f87
v4 steady_: corrected bug when checking values returned by *_steadystate.m
...
Triggers an error when *_steadystate.m returns wrong values
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1401 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-29 08:20:06 +00:00
b619eef664
v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-28 13:43:21 +00:00
f3375020fc
v4: bug in handling of options_.trend_coeffs
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1399 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-27 15:35:40 +00:00
4a0aeb12de
Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 16:25:25 +00:00
0c3d36eb11
Bug correction
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 13:10:50 +00:00
3e6e5fcd28
v4 doc: updated documentation of BVAR commands
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1396 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 11:48:57 +00:00
3bc0201f59
v4 bvar_toolbox.m: fixed bug and documentation
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 11:48:20 +00:00
michel
adjemian
sebastien
ferhat