5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
b5c741998c
evaluate_planner_objective.m: fix output for linear-quadratic problems solved at second order
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Welfare does not correspond to the steady state in this case
2022-07-26 13:35:55 +02:00
26db005e61
evaluate_planner_objective.m: add warning if planner discount is not smaller than 1
2022-05-17 18:10:56 +02:00
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
b5d129de1f
evaluate_planner_objective.m: fix check for NaN moments
2022-01-18 16:12:20 +01:00
d039bcbfec
evaluate_planner_objective.m: initialize newly introduced options and fix naming
2021-12-07 13:56:01 +01:00
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00
e173ad938b
evaluate_planner_objective.m: gracefully exit if decision rules are missing
2021-11-02 18:19:43 +01:00
048e059b68
evaluate_planner_objective.m: add warning if NaN are encountered
2021-10-21 11:42:43 +02:00
e8fd1f53db
evaluate_planner_objective.m: suppress output
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[skip CI]
2021-10-21 09:44:49 +02:00
1ad2680682
Fixes the evaluate_planner_objective routine Deals properly with the output provided by disp_th_moments
2021-10-18 17:08:28 +02:00
85a5a5633c
evaluate_planner_objective.m: compatibility fix for older Matlab versions
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Use single quotes
2021-09-14 19:35:42 +02:00
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
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also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
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- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
- histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
e09d215964
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
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Also cosmetic changes to indentation
2021-07-23 13:27:30 +02:00
11c75592fb
evaluate_planner_objective.m: compute required moments directly
2021-07-22 15:01:15 +02:00
3d27672c58
kth-order approximation of conditional welfare
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Partially addresses issue #1680 :
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
fad86785da
evaluate_planner_objective.m: do not evaluate non-existing terms for linear models
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1781
2021-05-28 17:00:44 +02:00
9db1265892
Asssesing welfare in perfect-foresight frameworks
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Ref. #1680
2021-02-25 15:12:28 +01:00
f532de0f29
Adds the discretionary case to the evaluate_planner_objective function
2021-02-18 12:00:44 +01:00
e880d1bcc3
Ref. #1680 : 2nd-order welfare
2021-02-17 13:53:55 +01:00
9728a52889
evaluate_planner_objective.m: lift size restriction by solving Lyapunov equation instead of using Kronecker
2020-12-19 14:12:12 +01:00
7e770f69e7
Remove workaround for errors in MEX files
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Because at some point throwing exceptions from MEX files (with mexErrMsgTxt())
was not working under Windows 64-bit, we had designed a workaround to avoid
using exceptions.
Most MEX files were returning an error code as their first (or sometimes last)
argument, and that code would have to be checked from the MATLAB code.
Since this workaround is no longer needed, this commit removes it. As a
consequence, the interface of many MEX files is modified.
For some background, see https://www.dynare.org/pipermail/dev/2010-September/000895.html
2020-01-10 18:33:11 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
c0c3a4c05c
evaluate_planner_objective.m: add warning if order>1 is used
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Also modernizes output format
2019-12-13 14:37:00 +01:00
82cef48eb4
A_times_B_kronecker_C MEX: remove the OpenMP codepath
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Testing shows that it is slower than the BLAS path.
2019-06-25 17:26:14 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
f3ee32690e
fixed bug introduced in commit 660fc6
2015-11-10 09:27:36 +01:00
53e9307fe2
modified too big message in evaluate_planner_objective
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Mention the issue in the doc
2015-11-09 09:15:44 +01:00
660fc64471
adding check for model size before computing value of planner objective.
2015-11-09 09:03:55 +01:00
9d90a204f7
Clean up evaluate_planner_objective.m
2015-08-30 11:16:26 +02:00
cc3aeafd00
Save planner objective function with discretionary_policy
2015-08-26 10:00:35 +02:00
58c40fdca9
ramsey_policy: correcting the computation of the value of the
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objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
4052d4ccaf
Cosmetic changes. Use skipline() instead of disp(' ').
2013-07-10 17:12:34 +02:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
1eef328de0
correcting bug in welfare computation when using ramsey_policy and
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histval
2012-06-18 20:29:35 +02:00
8f4fb2f16f
fixed welfare evaluation for arbirtrary value of the state
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variables. The preprocessor still needs to be modified to allow
arbitrary initial value of the Lagrange multipliers
2012-06-13 21:00:38 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
8fa6a9883a
replacing call to dr1() by call to stochastic_solvers()
2012-03-15 16:45:25 +01:00
560800bcc5
Changed the order of the output arguments in kronecker product related mex routines.
2011-09-05 18:57:42 +02:00
1617b6a410
improving Ramsey policy
2011-06-22 11:31:35 +02:00
6f1c02769e
fixing evaluation of objective function under optimal policy
2011-05-24 16:02:42 +02:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Sébastien Villemot
Johannes Pfeifer
Normann Rion
Stéphane Adjemian (Scylla)
Michel Juillard
Sébastien Villemot