90e4d40272
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
99da257ec3
Merge remote-tracking branch 'houtanb/master'
2011-10-12 17:47:18 +02:00
b932615ff4
updates normalizeEquation() to deal with abs, sign (Ticket #200 ) and trigonometric functions.
2011-10-12 15:03:05 +02:00
fe1af9d985
The recursive equations are merged in a recursive block only if they are all backward looking or all forward looking but not both
2011-10-12 14:58:29 +02:00
739f86945c
Cleans the messages displayed
2011-10-12 14:45:53 +02:00
c73d179f4d
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
03693621dd
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
385871957e
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
762f31bafd
preprocessor, auxiliary variables: fixes ordering issue introduced in
...
347ab4d0c0
2011-09-28 22:11:44 +02:00
4142aec799
Merge branch 'master' of ssh://kirikou.dynare.org/srv/d_kirikou/git/dynare
2011-09-25 20:22:06 +02:00
347ab4d0c0
preprocessor: modified order of auxiliary variables definitions
2011-09-25 20:21:30 +02:00
dca37b0349
Correct a bug related to the number of minimum feedback variables reported during the preprocessing step
2011-09-20 15:02:27 +02:00
3d1a0c2652
block-Kalman filter is now available when block option is used
2011-09-20 14:18:31 +02:00
bcf4fbfeff
Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
...
of the check command).
2011-09-17 12:53:38 +02:00
8373f0b9a4
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
b824789d57
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
f3a1599d6d
svar: constants is not yet supported
2011-09-15 18:15:54 -04:00
ee8da2b1c9
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
b62c50bc0f
aesthetic fix
2011-09-15 18:03:30 -04:00
7d0a55cbf7
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
6d59190df9
MS-SBVAR: support xls datafile
2011-09-15 18:03:12 -04:00
ab7003f8c8
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
85d56423ab
fix typo
2011-09-15 18:02:38 -04:00
3d8ccd07c4
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
9b3ca2b663
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
ba071a0a55
MS-SBVAR bugfix: reinitialize drop if necessary
2011-09-14 14:28:28 -04:00
f1dc2c5157
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
4b176e4054
remove unused token
2011-09-14 11:53:45 -04:00
6c3d13da09
remove unused varlist option
2011-09-14 11:53:45 -04:00
75e57f4c18
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
f550c79570
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
2011-09-14 11:53:45 -04:00
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
3130cc3756
remove load_mh_file option from ms-sbvar code
2011-09-12 16:29:57 -04:00
ee84c481d5
sbvar: deprecate restriction_fname
2011-09-09 13:27:01 -04:00
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
5f3290f7a4
bugfix: sign operator for compiled static file
2011-08-30 16:12:00 +02:00
4674d3a982
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
426682d632
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
65d05f1a31
remove unused variables from preprocessor
2011-08-19 16:59:12 +02:00
18bd51952f
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
d05d1f878b
Merge remote-tracking branch 'houtanb/master'
2011-08-17 15:55:24 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
dfec70bcfd
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
8ac06f9319
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
64ba641add
bug fix: add parenthesis around STEADY_STATE output in case it contains an expression
2011-08-08 18:49:18 +02:00
588ecee275
MS-SBVAR: preprocessor bug fixes
2011-08-04 00:40:26 +02:00
9ac3d6800d
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
54b813d3d7
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
2011-08-02 10:49:50 +02:00
6f406ffca1
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
46e0873eef
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
f5e453343f
adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
2011-07-24 20:56:30 +02:00
509cc15191
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
a25454bedd
MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
2011-07-14 21:10:01 +02:00
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
0baa7d7ae9
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
ad2bfdf1de
ms-sbvar: correcting bug with restriction of lagged variables
2011-07-12 14:30:07 +02:00
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
bf85614668
fix typo
2011-07-07 15:15:44 +02:00
3a2d740732
preprocessor: remove initialization of option to make conisistent
2011-06-23 11:53:15 +02:00
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
311102ff6f
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
597a4b92a0
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
ff6ae323a6
Build system: add boost includes for macroprocessor
2011-06-13 10:23:55 +02:00
6844e2bef7
Allow commandline defines with string values
2011-06-10 13:25:16 +02:00
36794edd43
Merge remote-tracking branch 'ferhat/master'
2011-06-10 12:45:52 +02:00
e38618127b
- correction of the bug in normalization process for expressions of the form a^x (Ticket #186 )
...
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
80dbd45ac8
external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile
2011-06-10 11:09:43 +02:00
45a566345a
Preprocessor: fixed bug with native MATLAB statements (for example something
...
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
2011-06-09 15:15:16 +02:00
dbf57b37e2
ParallelDynare: set weights for all nodes in preprocessor
2011-06-09 14:44:58 +02:00
d07d2ebf77
MS-SBVAR: updating options for command SBVAR
2011-06-03 14:06:15 +02:00
09df8bcf77
clean up sbvar code
2011-05-31 16:07:05 +02:00
1487147ba0
removed extraneous flag
2011-05-30 17:46:35 +02:00
2b2de22956
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
82600953f1
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
ef38fb951d
updating one comment
2011-05-27 22:09:54 +02:00
8c9127adda
numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,...
2011-05-24 16:02:42 +02:00
075837b2f8
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
69f3895938
cosmetic change
2011-05-11 11:58:33 +02:00
fb68592592
correcting bug in forcing real values for complex elements of Jacobian in static model
2011-05-11 07:32:00 +02:00
a25a0997d9
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
055104704e
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
7bc92541ad
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
90916c2359
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
9ef3a2796c
Preprocessor: use NaN() for initializing vector of parameters
2011-04-27 12:07:13 +02:00
f027679045
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
b86224199d
dynare_sensitivity interface: bug fix
2011-04-22 11:35:05 +02:00
595171a02b
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
39e396fe12
bug fix: allow use of external functions with model local variables
2011-04-12 16:42:56 +02:00
26d5534320
fixed typo
2011-04-12 16:42:55 +02:00
a966eeb99f
bug fix: writeOutput calls from within writeOutput were losing tef_terms info
2011-04-12 16:42:55 +02:00
aff5629736
bug fix: nonstationary vars and tex names
2011-04-08 13:37:05 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
c42c675075
implement the possibility of passing macro-processor defines on the command-line (ticket 171)
2011-03-29 18:18:46 +02:00
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
330b11ba48
code cleanup
2011-03-28 11:34:42 +02:00
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
acf385b58a
bug fix: change order of the way we handle expectation operators and trend vars in transformpass
2011-03-23 15:46:04 +01:00
c4dfb41f5c
bug fix: in cloning binary op node, were losing the order of the power deriv
2011-03-23 11:36:46 +01:00
8cf247e26a
fixed typo
2011-03-22 10:38:58 +01:00
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
c3d653b623
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
31b6c08347
Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
...
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
14e5bbcad7
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
87e4125fa4
put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m
2011-03-14 11:40:40 +01:00
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
07f47f045e
ParallelDynare: add node weights to Members option
2011-03-11 18:31:04 +01:00
b2b507110e
ParallelDynare: add operatingSystem option
2011-03-11 17:50:09 +01:00
c5d272bb9f
fix typo
2011-03-08 19:06:04 +01:00
796af7ee59
Preprocessor: added model local variable definitions to parameter derivative file
2011-03-07 11:59:12 +01:00
98a8f54d38
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
6d0b8e559e
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
3b0f6c781a
fixed error message
2011-03-03 15:24:59 +01:00
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
e76dfadc78
Preprocessor: avoid name clashes with model local variables
2011-02-21 18:26:23 +01:00
056dfeb169
Preprocessor: fix bug introduced in 412e8a7da0
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The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
12c92ee92e
Preprocessor: fix bug in parameter derivatives file
2011-02-21 12:43:11 +01:00
412e8a7da0
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
89b5022f9b
Preprocessor: more explicit error message when users enter invalid floating
...
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
e5d9a7eb42
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
6ad29c9879
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
115050456a
Bytecode DLL: remove warning about incorrect type assignment
2011-02-07 12:38:04 +01:00
ca52f1a323
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
551db4a446
Workaround for ticket #157
2011-02-04 12:38:12 +01:00
3ef85c55c3
The derivatives with respect to endogenous variables of the previous blocks are corrected for a block-decomposed model without bytecode option
2011-02-03 17:29:26 +01:00
905036844b
- Adds a "lead_lag_incidence" matrix in each block for the endogenous variables belonging to previous blocks (other_endo)
2011-01-31 17:47:22 +01:00
37efe120fa
Allows for block decomposition if "simul" command is not present in the mod file.
2011-01-31 09:58:13 +01:00
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
2985413ac6
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
89c332fdd6
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
23d797d214
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
572f71881a
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
044e3a963b
Preprocessor: remove some warnings about comparison of signed with unsigned integers
2011-01-13 19:03:55 +01:00
6f93b18802
Fix bug in histval with exogenous variables in a stochastic setup
2011-01-13 18:18:57 +01:00
9c6d65bc0a
Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128 )
2011-01-13 18:08:26 +01:00
a6a4b3bc28
Preprocessor: no longer use assert(false) as a way of marking impossible cases
2011-01-13 15:52:44 +01:00
Michel Juillard
Sébastien Villemot
Ferhat Mihoubi
Houtan Bastani
Stéphane Adjemian (Scylla)
Michel Juillard
Michel Juillard