Sébastien Villemot
a64ec3b156
Reorganization of warnings
...
- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Ferhat Mihoubi
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Sébastien Villemot
badeec612f
Add interface and documentation to model_diagnostics
...
Closes : #205
2012-11-16 12:34:49 +01:00
Houtan Bastani
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Sébastien Villemot
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Houtan Bastani
8d69c8bf2b
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
26d245ac4b
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
c5ace037ad
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
6c5722ad2a
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
ed82146c37
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
Houtan Bastani
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
eb20a995f2
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
Houtan Bastani
c1e4155001
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1e78d70659
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
29bead75c9
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Michel Juillard
82d3c76ebb
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
Michel Juillard
f85c43d8f0
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
Michel Juillard
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
Houtan Bastani
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
9ac3d6800d
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Michel Juillard
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
Houtan Bastani
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Sébastien Villemot
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Sébastien Villemot
572f71881a
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
Sébastien Villemot
92b1451c70
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Sébastien Villemot
771b4e766c
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
Sébastien Villemot
76d5d441ea
Change the syntax for values of deterministic shocks:
...
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Houtan Bastani
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Sébastien Villemot
dbc9795a08
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
Sébastien Villemot
25cf12f4f1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
Sébastien Villemot
54c1c0dfb6
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae
and 6582341799
)
2010-08-30 14:37:48 +02:00
Houtan Bastani
bab490fc7f
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
Houtan Bastani
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
Houtan Bastani
6582341799
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
Houtan Bastani
a0cd4b33ae
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
Sébastien Villemot
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
Sébastien Villemot
da74e53204
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot
41343575a7
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
Houtan Bastani
1c3f7b83e5
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
Houtan Bastani
5d45bf947d
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
Houtan Bastani
28894927dd
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
Houtan Bastani
19d114ed32
Restricted syntactical variances in the implementation of the external_functions statement.
2010-02-24 15:37:52 +01:00