4b793da2c3
discretionary_policy: allow for non-linear model to be used
2020-12-18 18:22:39 +01:00
e4637addca
Merge branch 'MoM_fixes' into 'master'
...
Method of Moments: Add GMM analytical standard errors and some other minor fixes
See merge request Dynare/dynare!1791
2020-12-18 16:25:09 +00:00
000de496cc
README: simplify generic compilation instructions
...
[skip ci]
2020-12-18 16:18:14 +01:00
205b87d195
MoM: Fix typos, improve messages and checks, schur_vec_tol option, dname
2020-12-18 16:16:30 +01:00
2359a1496c
MoM: Changed default qz_criterium and added Schur_vec_tol
2020-12-18 16:16:30 +01:00
4d9ee3f8e5
MoM: Update To-Do list
...
- lsqnonlin takes less time in Andreasen toolbox due to different handling of bounds; our approach is better (objective is smaller for RBC model)
- user-specified weightning matrix does work
- qz_criterium is set to 1+e-6 to allow for unit-roots (but observables need to be stationary)
- informative message is printed that NaN values in data moments are replaced by mean
- estimated_params_bounds work as well as informative message when parameters are not calibrated
- SMM at any order without pruning works
- SMM with pruning works for orders 1,2,3; for orders above 3 simult_.m throws an error that pruning is not available
- Analytical standard errors for GMM and Bayesian estimation is included
- dirname is not needed
- Remaining to dos are updated
2020-12-18 16:16:30 +01:00
5d475d4527
MoM: Checks and fixes for perturbation order and pruning
...
- Set pruning to false as default, for GMM we turn it on for order>2 and display a message for the user that we do so
- Provide error if users try GMM with order > 3
- For SMM, order > 2 and no pruning, simult_.m uses Dynare++ routines which require a seed
2020-12-18 16:16:10 +01:00
363610affe
MoM: Save checkplot data also in graphs folder
2020-12-18 16:16:10 +01:00
eae5e2f029
MoM: Add analytical standard errors for GMM
...
Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
e3d3214534
README: cosmetic improvements
...
[skip ci]
2020-12-18 16:15:39 +01:00
ec8ea32b3e
Merge branch 'dname' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:43:30 +01:00
0c3f62e161
Preprocessor: add interface to set schur_vec_tol
2020-12-18 15:41:38 +01:00
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
93a8e60265
Build system: various macOS cleanups
...
– remove clang support
– we no longer support 32-bit
– simplify Darwin specific hacks for Octave MEX files
2020-12-18 15:40:48 +01:00
f80c513025
Update instructions for compiling under macOS/Homebrew
2020-12-18 15:40:48 +01:00
c3947dd94e
Build system: fix treatment of LDFLAGS when detecting slicot for MATLAB
...
Since the user-provided value will be also used at link time, so it makes sense
to add it here.
2020-12-18 15:40:48 +01:00
06e6e5935b
macOS package: minor improvements to the build script
2020-12-18 15:40:48 +01:00
e8d01abdca
Build system: remove obsolete comments
2020-12-18 15:40:48 +01:00
0301a46310
Merge branch 'warning_ramsey_constraints' into 'master'
...
Provide better warnings when using ramsey_constraints
See merge request Dynare/dynare!1790
2020-12-18 12:59:29 +00:00
7bdf07631a
Provide better warnings when using ramsey_constraints
2020-12-18 12:59:29 +00:00
83774a1f44
global_initialization.m: Remove automatic creation of directories
...
When using `dname` they would be redundant
2020-12-17 20:10:58 +01:00
f2cde3b6d9
Make schur_vec_tol settable and document it
...
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
b8d396e388
Merge branch 'pruned_moments' of git.dynare.org:JohannesPfeifer/dynare
2020-12-17 16:47:02 +01:00
ae9f7e4654
Preprocessor: forbid some basenames, since they will cause trouble
...
Ref. preprocessor#62
2020-12-17 16:45:18 +01:00
49e73e48d3
dseries: Octave 6 compatibility fixes
2020-12-17 16:44:26 +01:00
44f3a26042
Octave 6 compatibility fix
...
By the way, remove an obsolete version test for MATLAB (since we now require
R2014a).
2020-12-17 16:08:32 +01:00
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
...
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
da3943beba
Make sure output is saved in dname-folder
...
That's where other functions are looking for them
2020-12-16 22:41:55 +01:00
84566adac9
Preprocessor: fix bug introduced by previous update w.r.t. GMM/SMM
2020-12-14 19:12:05 +01:00
4aa25e26b2
Merge branch 'ramsey_tag' into 'master'
...
get_complementarity_conditions.m: fix variable naming
See merge request Dynare/dynare!1788
2020-12-14 17:55:37 +00:00
3f18acb1f2
get_complementarity_conditions.m: fix variable naming
...
Model structure must be named M_ for eval-statement with parameters replaced by position in M_.params to work
2020-12-14 17:46:08 +01:00
e610cafeb4
Preprocessor update
...
– GMM: introduce option analytic_standard_errors
– Occbin: add equation number in M_.occbin.constraint structure
2020-12-14 17:11:44 +01:00
9351fd662f
Merge branch 'cova_compute' into 'master'
...
🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance
See merge request Dynare/dynare!1787
2020-12-10 11:35:51 +00:00
35b1a6859f
🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance
2020-12-09 22:31:43 +01:00
9699bdbf54
Preprocessor, JSON output: fix “variable_mapping” for Ramsey models
...
Closes : #1755
2020-12-09 18:36:37 +01:00
Stéphane Adjemian (Charybdis)
12ef75314a
Apply d8ddd9ef6 to deterministic exogenous variables.
...
(cherry picked from commit eceba8d6da
2020-12-09 14:59:20 +01:00
Stéphane Adjemian (Charybdis)
ffa828a659
Fixed multiple periods expected shocks in the case of mshocks.
...
(cherry picked from commit d8ddd9ef61
2020-12-09 14:59:20 +01:00
81b78fd969
Documentation: fix compilation of parallel PDF with recent TeXlive distributions
2020-12-08 16:19:41 +01:00
Stéphane Adjemian (Charybdis)
e066556d7a
Added integration test for d8ddd9ef6.
2020-12-07 22:25:54 +01:00
Stéphane Adjemian (Charybdis)
a669c3765d
Cosmetic change in doc headers.
2020-12-07 22:25:54 +01:00
Stéphane Adjemian (Charybdis)
eceba8d6da
Apply d8ddd9ef6 to deterministic exogenous variables.
2020-12-07 22:25:54 +01:00
05cbe049ba
Macro-processor: move environment out of node classes
2020-12-07 17:37:34 +01:00
7e9a87c313
evaluate_steady_state.m: small simplification
2020-12-07 16:25:01 +01:00
1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option
2020-12-07 16:24:13 +01:00
fdf5bfbb58
Testsuite: cosmetic fix
2020-12-07 15:10:06 +01:00
55e25bcb7f
perfect_foresight_problem MEX: check the return code of mexCallMATLAB()
2020-12-07 15:03:35 +01:00
eeb76803a5
Merge branch 'posterior_accessors'
2020-12-07 12:34:38 +01:00
a16023103b
ensure only lowercase files are retrieved
2020-12-07 12:31:37 +01:00
05c7925620
Accessors for posterior distributions of objects, needed by the MATLAB GUI
2020-12-07 12:31:26 +01:00
4cc946842b
Add further Octave 6 test for intersect(…, 'stable')
...
Forgotten in c160d2407
2020-12-04 18:41:53 +01:00
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler
Stéphane Adjemian (Charybdis)
Houtan Bastani