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
NormannR
cb5971d60f
Fix typo in local_state_space_iteration_fortran
2021-11-24 14:32:37 +01:00
Sébastien Villemot
91aa1f940f
Forbid the “block” option with “ramsey_model”/“ramsey_policy”
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The current implementation needs the Jacobian of the full model, which is not
provided by the block-decomposed routines.
Closes : #1823
2021-11-23 17:40:02 +01:00
Sébastien Villemot
4b76d76175
evaluate_static_model.m: fix the block without bytecode case
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The routine would not put elements at the right place in the residuals
vector (it would use variable indices instead of equation indices).
Also change the routine so that it computes a residual on evaluated
equations (instead of systematically returning zero for those).
Finally, simplify resid.m by calling this routine instead of embedding a
similar code.
Ref. #1823
2021-11-23 17:40:02 +01:00
Sébastien Villemot
0bbf9f2d82
Merge branch 'diplay' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1961
2021-11-23 17:39:50 +01:00
Johannes Pfeifer
0aadc88602
dynare_solve.m: allow turning off display of messages
2021-11-23 12:41:35 +01:00
Johannes Pfeifer
4aaea53cd6
osr1.m: fix display of compatible optimizers
2021-11-23 12:41:04 +01:00
Sébastien Villemot
7542aaa59f
Preprocessor update
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– Macroprocessor: various fixes for CR+LF encoding
– Macroprocessor: fix line counter inside @{} constructs
– Fix handling of undeclared variables in the planner_objective statement
– With nostrict, really ignore unused endogenous in initval/endval/histval
– No longer consider an equation of the form “x(+1) = 0” as defining x to be a
constant
2021-11-19 18:03:33 +01:00
Stéphane Adjemian (Ryûk)
c38d58b56f
Remove debugging display (growth neutrality correction).
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(cherry picked from commit 238b66dfe0fd0bcb56becaf1ed96be800d90ba40)
2021-11-17 15:10:09 +01:00
Stéphane Adjemian (Ryûk)
0c9eb182c4
Cosmetic change.
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This patch provide a mathematically equivalent approach to update the growth
neutrality correction.
(cherry picked from commit 980a890487cd983eba027bdec63c8a777fd793f7)
2021-11-17 15:08:29 +01:00
Stéphane Adjemian (Ryûk)
d3ecfd5de7
Fix bug (growth neutrality correction).
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Non zero mean exogenous variables in non optimizing part where not accounted for
due to a wrong call to `isfield` function. It is not possible to test
simultaneously the existence of a field and a subfield.
(cherry picked from commit 5a7c0fd2dda6c0ccc554994524bbefb95c29e722)
2021-11-17 15:08:12 +01:00
Stéphane Adjemian (Ryûk)
125ba21f29
Move definition of γ (share of optimizing agents) up.
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(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk)
39df328319
Fix bug in PAC/MCE.
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Wrong ordering of the reduced form parameters in PAC/MCE auxiliary variable.
(cherry picked from commit e333e851776e4f6afeb9ab1b9536c375e91a4eba)
2021-11-17 15:04:27 +01:00
Sébastien Villemot
949db8ec50
Manual: mention the FreeBSD port
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Closes : #1824
2021-11-16 17:02:13 +01:00
Sébastien Villemot
bef4899a23
Manual: bump supported macOS version (from 11 to 12)
2021-11-16 17:00:14 +01:00
Sébastien Villemot
f33692c79c
Manual: no longer claim Windows 7 support
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Closes : #1759
2021-11-16 17:00:14 +01:00
Sébastien Villemot
2da985c434
README: tex-gyre is needed for building doc in Debian testing; instructions tested on Debian 11
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[skip ci]
2021-11-13 20:39:39 +01:00
Sébastien Villemot
43ac763309
Windows package: bump to Octave 6.4.0
2021-11-09 18:15:21 +01:00
Sébastien Villemot
ddbc2cdd39
Manual: document support for Octave 6.4.0
2021-11-09 18:15:11 +01:00
Sébastien Villemot
1280566bec
CI: bump to Octave 6.4.0
2021-11-09 18:12:36 +01:00
Sébastien Villemot
9e23445504
Preprocessor update
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– fix error message when using pac_expectation with occbin_constraints
– various refactorings related to PAC models
2021-11-09 17:20:48 +01:00
Sébastien Villemot
1f44c78170
Merge branch 'ramsey' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1959
2021-11-09 11:02:00 +01:00
Sébastien Villemot
1cb37d3b09
Merge branch 'dynare++' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1956
2021-11-09 11:01:02 +01:00
Johannes Pfeifer
1174cad1f8
evaluate_static_model.m: provide jacobian output with bytecode
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Set to NaN for block
2021-11-08 14:31:24 +01:00
Johannes Pfeifer
7cffd34b66
Ramsey: do not check static model if steady state file is present
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Check will typically crash due to initialization with 0
2021-11-08 14:31:12 +01:00
Sébastien Villemot
0d69c0bbee
Merge branch 'manual' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1958
2021-11-08 12:35:21 +01:00
Sébastien Villemot
f9e3132e4e
Merge branch 'dyn_ramsey_static' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1957
2021-11-08 12:23:35 +01:00
Sébastien Villemot
b55d5e2d9e
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1955
2021-11-08 12:19:52 +01:00
Johannes Pfeifer
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
Johannes Pfeifer
ce899af24d
evaluate_static_model.m: provide promised output argument
2021-11-05 12:27:12 +01:00
Johannes Pfeifer
9a32720ac0
evaluate_steady_state.m: allow debugging of Ramsey equations
2021-11-05 12:22:43 +01:00
Johannes Pfeifer
8e58c190a8
Manual: fix broken reference
2021-11-05 09:18:34 +01:00
Johannes Pfeifer
b1e72d531d
dyn_ramsey_static.m: only read first entry of error code
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May crash otherwise
2021-11-05 08:59:47 +01:00
Johannes Pfeifer
4461544efd
Expand cryptic error message if a value is assigned a second time
2021-11-04 09:04:26 +01:00
Johannes Pfeifer
e173ad938b
evaluate_planner_objective.m: gracefully exit if decision rules are missing
2021-11-02 18:19:43 +01:00
Sébastien Villemot
3f40404bc0
Merge branch 'header' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1954
2021-10-28 10:43:32 +02:00
Sébastien Villemot
c67fd57237
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1953
2021-10-28 10:42:55 +02:00
Sébastien Villemot
c51318445c
Preprocessor: fix syntax error in the aux vars table section of the JSON output
2021-10-28 10:41:04 +02:00
Johannes Pfeifer
f09b048c8f
inverse_gamma_specification.m: correct header
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[skip CI]
2021-10-27 10:13:04 +02:00
Stéphane Adjemian (Charybdis)
5e0c4272ce
Fix wrong logic in test introduced in ceb67c42c
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2021-10-26 10:24:19 +02:00
Stéphane Adjemian (Charybdis)
ceb67c42c7
Add more explicit error message.
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pac.print does not work in PAC/MCE equations.
2021-10-25 19:23:51 +02:00
Stéphane Adjemian (Charybdis)
4f5e0c7faa
Update preprocessor submodule (Fix for growth neutrality correction in PAC/MCE).
2021-10-25 19:22:49 +02:00
Sébastien Villemot
23fdec40f1
Merge branch 'purely_backward' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1951
2021-10-25 18:27:58 +02:00
Sébastien Villemot
1921e3c9f1
Merge branch 'steady_cell' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1952
2021-10-25 18:25:34 +02:00
Johannes Pfeifer
17a58ccec6
stochastic_solvers.m: fix bug introduced in 57bbec1f
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Rely on lead_lag_incidence instead of kstate to identify states
2021-10-25 18:24:54 +02:00
Sébastien Villemot
864fa25cf6
Merge branch 'k_order_test' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1950
2021-10-25 18:08:44 +02:00
Sébastien Villemot
e155c5cbb2
macOS: fix compilation of MEX files against Homebrew’s octave
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It is necessary to link MEX files against Octave libraries, as under Windows.
2021-10-25 18:02:46 +02:00
Johannes Pfeifer
c72d7e0ffd
mode_check.m: have debug mode provide explicit message instead of just the code
2021-10-25 16:54:34 +02:00
Johannes Pfeifer
8e063f0c33
evaluate_steady_state.m: fix missed transition to cell array
2021-10-25 16:44:12 +02:00
Stéphane Adjemian (Charybdis)
a5ccd0ae90
Acknowldge time_shift option in print_expectations.
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Lagged information set was missing in the evaluation routine.
2021-10-24 19:32:46 +02:00