Commit Graph

962 Commits (4b4de4102adcc493f15dbc54f284b108cadb30b5)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 0960861b2a Added logdata option. Closes #600. 2014-01-31 11:27:36 +01:00
Sébastien Villemot 37742463bc Add line numbers of equations in preprocessor error messages.
Closes #584
2014-01-27 16:41:43 +01:00
Houtan Bastani 886514894b build system: replace hard-coded flex include dir with that found by autoconf, #575 2014-01-13 11:35:13 -05:00
Sébastien Villemot dd2aa846a8 It's bison 2.5 that's actually required now. 2014-01-13 14:56:56 +01:00
Sébastien Villemot 5bbfe9cd5a Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +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
Stéphane Adjemian (Charybdis) afb36821a8 Merge branch 'master' into sim1-with-variable-dimension 2013-12-30 16:37:16 +01:00
Houtan Bastani 3745409f19 preprocessor: namespace fixes to remove clang warnings 2013-12-30 14:54:00 +01:00
Sébastien Villemot 75dd01421f Refactor bison files using new prologue syntax. 2013-12-28 21:16:47 +01:00
Sébastien Villemot 96e973a07f Fix compatibility issue with Bison 3.
Closes #570
2013-12-28 21:02:15 +01:00
Stéphane Adjemian (Charybdis) 3fbeba66a7 Merge branch 'master' into sim1-with-variable-dimension 2013-12-27 20:32:17 +01:00
Stéphane Adjemian (Charybdis) 1ea7631930 Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Sébastien Villemot 503d2baa89 Fix bug in deterministic conditional forecast.
The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
Stéphane Adjemian (Scylla) 63986a0ebf Closes #567. 2013-12-18 16:44:31 +01:00
Michel Juillard 86a083697e osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard 2fcb379b92 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani 9a21667e69 For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT 2013-12-10 18:18:46 +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 49a51ed808 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla) 1b57cb4a07 Copy the generated time series in Base workspace (extended_path). 2013-12-09 11:08:08 +01:00
Sébastien Villemot 5031f9efc0 Cleanup more preprocessor-generated files at each run 2013-12-02 17:22:16 +01:00
Sébastien Villemot cf6f5915e0 Fix bug with DSGE-VAR introduced in f7cdc39f 2013-12-02 17:22:16 +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 839ae22b1f Add a warning when some exogenous are not used in the model 2013-11-29 16:03:45 +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
Sébastien Villemot f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani 46dc981ce4 preprocessor: allow empty estimated_params_init block 2013-11-21 15:11:57 +01:00
Houtan Bastani 12140fb814 preprocessor: ExprNodeLess is a struct 2013-11-21 14:48:11 +01:00
Houtan Bastani b4a9ba78e7 preprocessor: eliminate clang warning about using namespace std 2013-11-21 14:47:44 +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
Houtan Bastani 6f25bfbea0 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani e49ec69719 preprocessor: deal with dates in NativeStatement 2013-11-19 16:35:12 +01:00
Houtan Bastani fa32a24e2a preprocessor: match dates in dynare syntax 2013-11-19 13:05:54 +01:00
Houtan Bastani f1a122a654 fix bug introduced by ee812f3881 2013-11-19 13:05:08 +01:00
Houtan Bastani 7abcd5bcb1 preprocessor: bug fix: return oo 2013-11-19 11:56:39 +01:00
Houtan Bastani aa0af5e556 proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries 2013-11-19 11:54:00 +01:00
Houtan Bastani 14b1abf52a Revert "macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('"
This reverts commit 9be1d084fd.
2013-11-18 12:53:55 +01:00
Houtan Bastani 517317dcc0 Revert macro/MacroFlex.ll of 858159a4f5 2013-11-18 12:53:42 +01:00
Houtan Bastani c004cde911 Revert "macroprocessor: if you encounter dates(date), insert quotes"
This reverts commit 9eb34cee4a.
2013-11-18 12:42:48 +01:00
Houtan Bastani 2d825755fa Revert "macroprocessor: copy anything within "dates()" straight to preprocessing stage"
This reverts commit 4f93207a30.
2013-11-18 12:42:25 +01:00
Houtan Bastani f4ab023d13 Revert "simplify flex code"
This reverts commit 3d57c1e5e9.
2013-11-18 12:42:01 +01:00
Houtan Bastani ee812f3881 clang compilation: replace ostringstream array with vector of strings 2013-11-18 12:16:37 +01:00
Houtan Bastani 5dec309bbd preprocessor: simplify if statement 2013-11-18 12:16:37 +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