Commit Graph

222 Commits (3efe283bf026ccb055641aeb09568ea4e5cdd370)

Author SHA1 Message Date
Houtan Bastani ea4ec224e1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Stéphane Adjemian 0521aa4e09 Merge pull request #1188 from JohannesPfeifer/slice_marco
Add slice and factorization of posterior samplers
2016-05-22 01:45:14 +02:00
Houtan Bastani b486ae4964 preprocessor: make modifications to osr_params and osr_params_bounds output. #948 2016-05-20 15:43:12 +02:00
Houtan Bastani 8b85ca19bf preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani cf6e3cb14c preprocessor: rework posterior sampler options, #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani a4b6dfa3f3 preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Houtan Bastani d5dff28704 preprocessor: fix bug introduced in c9ca46f228. Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184 2016-05-09 16:10:04 +02:00
Michel Juillard de567377c3 adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Houtan Bastani f86ac5ae66 preprocessor: allow for changing planner_discount in .mod file. closes #1092 2016-03-11 15:56:34 +01:00
Houtan Bastani c9ca46f228 preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani b4aa21f018 preprocessor: interface for prior_posterior_function command. closes #1076 2015-10-13 17:16:10 +02:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani 44790abbb7 preprocessor: add tarb_optim option to estimation. #940 2015-05-13 16:50:07 +02:00
Houtan Bastani 86d6e21450 preprocessor: remove unnecessary options_list argument to rplot 2015-04-01 15:18:09 +02:00
Houtan Bastani 30428aeb17 preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani f4e40dcf83 more explicit warning when dividing by zero in conversion to static model and when reading model #730 2014-10-03 17:04:07 +02:00
Sébastien Villemot cebed5435f Clarify error message for external functions misuse in model block.
Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
Sébastien Villemot 31a1426277 More explicit error message when using the derivative of an external function in the model block.
Closes #678
2014-07-01 17:41:37 +02:00
Sébastien Villemot c45f45f58e Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
Sébastien Villemot a8f9fdf296 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot 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
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- 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
Sébastien Villemot 632fd01836 Allow ranges in lags/periods specification of {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Michel Juillard e90859ba52 adding ramsey_model to ParsingDriver 2014-03-09 12:15:32 +01:00
Sébastien Villemot 9973c0f8fc Verify types of the symbols in estimated_params{,_init,_bounds} statements.
Closes #624
2014-02-28 18:01:03 +01:00
Houtan Bastani 658f759ede ms-dsge: add number_of_lags and parameters option to front end 2014-02-24 12:37:18 +01:00
Sébastien Villemot 3c1271f5c2 Implement syntaxes for moment_calibration and irf_calibration.
Ref #267
2014-02-10 19:23:06 +01:00
Sébastien Villemot 535af2d536 Exit gracefully if an external function name is used as a model local variable.
Closes #599
2014-02-03 16:23:29 +01:00
Sébastien Villemot 37742463bc Add line numbers of equations in preprocessor error messages.
Closes #584
2014-01-27 16:41:43 +01:00
ferhat 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
Houtan Bastani 11c04c9b27 preprocessor: streamline addSymbol 2013-12-10 11:41:30 +01:00
Houtan Bastani 54b3a18ced allow long_name to be used without specifying a latex name, #478 2013-12-09 17:04:32 +01:00
Sébastien Villemot 330dca7d36 Forbid the use of trend variables in expressions outside the model block 2013-11-29 16:29:25 +01:00
Sébastien Villemot ed2f6d62c1 Refactor code for collecting variables appearing in expressions
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Houtan Bastani a943463ee5 preprocessor: remove unused private field in ConditionalForecastPathsStatement 2013-11-20 12:17:07 +01:00
Houtan Bastani 7faf72ab85 preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +01:00
Stéphane Adjemian (Scylla) 7cfad8eee0 Merge branch 'master' into remove-dynDate-class 2013-11-15 18:36:10 +01:00
Houtan Bastani 38ef4c234b preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani ac2cd6f3dd preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +01:00
Houtan Bastani 0f2bb4c56e preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Houtan Bastani 611f4f5d89 preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Sébastien Villemot 9b22dc8096 Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Houtan Bastani 808d6ae1ad preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-14 09:58:05 +02:00