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14472 Commits (45aad05670f17efc2e103649e86e51ecabd66ca9)

Author SHA1 Message Date
NormannR 45aad05670 Implements a Fortran routine `k_order_moment` to compute the k-order unconditional moment of the vector of endogenous variables using simulation 2021-11-24 17:09:12 +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” 
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 
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 
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 
– 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). 
(cherry picked from commit 238b66dfe0fd0bcb56becaf1ed96be800d90ba40)
 2021-11-17 15:10:09 +01:00
Stéphane Adjemian (Ryûk) 0c9eb182c4
Cosmetic change. 
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). 
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. 
(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
 2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk) 39df328319
Fix bug in PAC/MCE. 
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 
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 
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 
[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 
– 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 
Ref. !1959
 2021-11-09 11:02:00 +01:00
Sébastien Villemot 1cb37d3b09
Merge branch 'dynare++' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1956
 2021-11-09 11:01:02 +01:00
Johannes Pfeifer 1174cad1f8 evaluate_static_model.m: provide jacobian output with bytecode 
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 
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 
Ref. !1958
 2021-11-08 12:35:21 +01:00
Sébastien Villemot f9e3132e4e
Merge branch 'dyn_ramsey_static' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1957
 2021-11-08 12:23:35 +01:00
Sébastien Villemot b55d5e2d9e
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare 
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 
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 
Ref. !1954
 2021-10-28 10:43:32 +02:00
Sébastien Villemot c67fd57237
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare 
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 
[skip CI]
 2021-10-27 10:13:04 +02:00
Stéphane Adjemian (Charybdis) 5e0c4272ce
Fix wrong logic in test introduced in ceb67c42c. 2021-10-26 10:24:19 +02:00
Stéphane Adjemian (Charybdis) ceb67c42c7
Add more explicit error message. 
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 
Ref. !1951
 2021-10-25 18:27:58 +02:00
Sébastien Villemot 1921e3c9f1
Merge branch 'steady_cell' of git.dynare.org:JohannesPfeifer/dynare 
Ref. !1952
 2021-10-25 18:25:34 +02:00
Johannes Pfeifer 17a58ccec6 stochastic_solvers.m: fix bug introduced in 57bbec1f 
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 
Ref. !1950
 2021-10-25 18:08:44 +02:00
Sébastien Villemot e155c5cbb2
macOS: fix compilation of MEX files against Homebrew’s octave 
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. 
Lagged information set was missing in the evaluation routine.
 2021-10-24 19:32:46 +02:00