Commit Graph

10 Commits (4fa5df0c2445085ba83618b215d7587593fd0107)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) f4a7a5430c
Re-implement PAC equations.
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
Stéphane Adjemian (Ryûk) f778e3c1ce
Fix growth neutrality correction in PAC equations.
- Force long run levels of the exogenous variables to be zero or g (the BGP growth rate of the LHS endogenous variable).
- Fix the correction of the correction for the share λ (aak γ).
- Provisions for the case where the long run level of the exogenous variable is
different from 0 or g (see tmp1 and ll which should be added to the growth
neutrality correction as a constant).

(cherry picked from commit a4423d734e1df1d4ee09c7225d7fd610e0d94cd1)
2021-10-21 10:19:23 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis) 52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
Also fixes growth neutrality correction in models with non optimizing
agents (correction was not taking into account the value of the share of non
optimizing agents).
2019-03-11 11:54:53 +01:00
Stéphane Adjemian (Charybdis) 1aa7f4a93f
Added PAC with Model Consistent Expectations. 2019-02-25 17:31:58 +01:00
Stéphane Adjemian (Charybdis) 0af3068569
Handle situations where a PAC model is used in more than one equation. 2019-02-22 17:58:24 +01:00
Stéphane Adjemian(Charybdis) ae71599292
Switch to new get_companion_matrix routine. 2018-09-28 19:27:17 +02:00
Stéphane Adjemian(Charybdis) 031e2c87c6
New version of get_companion_matrix + new integration test.
The routine is still buggy. In PAC and VAR_EXPECTATION models we
use get_companion_matrix_legacy routine instead.
2018-09-19 17:39:48 +02:00
Stéphane Adjemia (Scylla) cd05b9ba8f Cosmetic changes. 2018-08-22 11:49:30 +02:00
Stéphane Adjemia (Scylla) 4a0b3ffe7e Adapted matlab code to new TREND_COMPONENT auxiliary model. 2018-08-21 21:49:58 +02:00