Commit Graph

8724 Commits (62f608eb805822dbc166d579a54dda9ec2e2288a)

Author SHA1 Message Date
Sébastien Villemot ff318d1163
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2125
2023-03-13 17:59:43 +01:00
Johannes Pfeifer 39ae080997 model_diagnostics.m: fix logic of Ramsey instrument checks
The mapping from economic to steady state instruments is not one-to-one. Trigger warnings instead of errors.
2023-03-13 10:39:06 -04:00
Stéphane Adjemian (Ryûk) 7583790851
Improve error message. 2023-03-09 11:25:04 +01:00
Stéphane Adjemian (Ryûk) a3b249c375
Update dseries submodule (fill_ method). 2023-03-08 18:16:11 +01:00
Stéphane Adjemian (Ryûk) 0d39cab9e1
Add option to print parameter values. 2023-03-04 22:31:54 +01:00
Stéphane Adjemian (Ryûk) c006645c7f
Remove output argument. 2023-03-04 20:10:50 +01:00
Stéphane Adjemian (Ryûk) 2ab19c1aa9
Do not compute variables if they are not returned. 2023-03-04 20:10:06 +01:00
Stéphane Adjemian (Ryûk) 656a7bf867
Cosmetic changes. 2023-03-04 18:03:59 +01:00
Stéphane Adjemian (Ryûk) f6a76066f9
Remove warning. 2023-03-04 17:52:50 +01:00
Stéphane Adjemian (Ryûk) 0b9141fdca
Remove and rename routine (print_equations).
Also:

 - rename first input argument,
 - remove second argument (always expand expectations).
2023-03-04 17:49:33 +01:00
Stéphane Adjemian (Ryûk) a0d53277c1
Fix condition (variable name can have less than characters). 2023-03-04 17:13:45 +01:00
Sébastien Villemot f02d66ce7c
moment_function: remove unused function 2023-03-01 16:47:42 +01:00
Sébastien Villemot a2591c474e
selif: remove unused function 2023-03-01 16:44:05 +01:00
Sébastien Villemot 845eac99d3
bicgstab_: remove unused function 2023-02-17 22:01:32 -05:00
Sébastien Villemot f5523c7bab
bksupk: remove unused function 2023-02-17 22:01:32 -05:00
Sébastien Villemot 62805b7183
perfect_foresight_simulation + bksup0: remove unused functions 2023-02-17 22:01:32 -05:00
Sébastien Villemot f938014e84
bksup1: turn into a local function of sim1_lbj 2023-02-17 22:01:32 -05:00
Sébastien Villemot 24f689b2de
restricted_steadystate: turn into local function of evaluate_steady_state_file 2023-02-17 22:01:28 -05:00
Sébastien Villemot 6bddbca01d
bytecode_steadystate: turn into a local function of evaluate_steady_state 2023-02-17 22:01:25 -05:00
Sébastien Villemot 1a421d93dd
steady: turn homotopy{1,2,3} into local functions 2023-02-16 14:22:27 -05:00
Sébastien Villemot 2c44923384
No longer turn off output pagination
The “more off” command is incompatible with MATLAB Online.

Moreover, output pagination is disabled by default on MATLAB and on
Octave (since version 4 for the latter), so in most cases that command would do
nothing.

Incidentally, this allows users to enable output pagination should they want
to.

[skip ci]
2023-02-08 11:02:29 -05:00
Sébastien Villemot 65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command 2023-02-07 14:49:00 -05:00
Sébastien Villemot d6370a6d28 Merge branch 'occbin_init_smo' into 'master'
occbin enhancements and bug fixes

See merge request Dynare/dynare!2123
2023-02-07 14:23:14 +00:00
Sébastien Villemot be698d5f98
Perfect foresight + homotopy: add missing newline 2023-02-06 15:14:02 -05:00
Marco Ratto 63a299f64e new error codes introduced and applied for occbin smoother.
- 321 when simulation within occbin smoother fails
- 322 when occbin smoother does not converge.
2023-02-06 14:58:42 +01:00
Marco Ratto f565a0a84a bug fix and avoid missing output arguments and when smoother exits after non convergence of simulation. 2023-02-06 11:39:24 +01:00
Marco Ratto f0aa2fb86f cosmetic change 2023-02-03 14:25:59 +01:00
Marco Ratto b886de92dc trap case when simulation does not converge within smoother 2023-02-03 14:25:32 +01:00
Marco Ratto cdd195576e store binding_indicator_history once it has been set 2023-02-03 14:24:58 +01:00
Marco Ratto 783c237d17 evaluate set_prior only when needed 2023-02-03 14:21:02 +01:00
Marco Ratto 035db8b8c4 bug fixes when using guess regime 2023-02-03 14:20:51 +01:00
Marco Ratto 77e87be48b try with base regime before returning error 2023-02-03 14:20:39 +01:00
Marco Ratto 22e6fb1814 make sure also ALL updated variables in period 1 are reconstructed with smoother_redux. test model changed accordingly. 2023-02-03 14:20:28 +01:00
Marco Ratto 7132cb593e bug fix for init variables to be defined only with occbin PKF 2023-02-03 14:20:16 +01:00
Marco Ratto 50aa20c742 eliminate buggy and useless check for existence of guess regime variable. this may create bugs in running PKF update step! 2023-02-03 14:20:02 +01:00
Marco Ratto e51a30eaf5 Bug fix for the case where no prior is defined for estim params 2023-02-03 14:19:50 +01:00
Marco Ratto a346639020 when filter is NOT diffuse, allow likelihood to handle violation of constraints in period 1. 2023-02-03 14:19:28 +01:00
Marco Ratto 6598d615d1 in some cases, order is not yet set to 1 2023-02-03 14:19:16 +01:00
Marco Ratto a91c36f920 first_period_occbin_update is an index, not a boolean 2023-02-03 14:19:05 +01:00
Marco Ratto 74acb2d1f5 bug fix using index t 2023-02-03 14:18:54 +01:00
Marco Ratto 21c9d59e8c incorporate information about states in period 0 for occbin with smoother_redux 2023-02-03 14:18:32 +01:00
Marco Ratto 0622f01f4e filter out t=1 when storing aalphahat and eetahat 2023-02-03 14:18:21 +01:00
Marco Ratto b90dff1986 retrieve states in period 0 from smoother and deploy this to:
- allow having binding regimes in period 1 with occbin
- further improve recovering of smoothed variables in period 1 under smoother_redux option
2023-02-03 14:18:10 +01:00
Sébastien Villemot 5aca770931
perfect_foresight_with_expectation_errors_{setup,solver}: fix bugs with several exogenous
Closes: #1883
2023-01-24 15:02:07 +01:00
Sébastien Villemot 538f38d269 Merge branch 'occbin_debug' into 'master'
missing_observations_kalman_filter.m: provide debugging information on PKF problems

See merge request Dynare/dynare!2122
2023-01-23 10:39:17 +00:00
Johannes Pfeifer 4307711c60 missing_observations_kalman_filter.m: provide debugging information on PKF problems 2023-01-19 11:57:35 +01:00
Sébastien Villemot cfaf5a685d
Preprocessor: actually obey the “mfs” option for the static model
As a consequence, fix steady state computation when mfs > 0.
2023-01-17 19:08:32 +01:00
Sébastien Villemot 8aabdaee9c
Consolidate functions for solving steady state with block and/or bytecode 2023-01-17 15:25:47 +01:00
Sébastien Villemot 7b6058509f
Drop unused function 2023-01-17 14:48:36 +01:00
Sébastien Villemot 005769210a
Drop unused function 2023-01-17 14:47:52 +01:00