Commit Graph

948 Commits (6efe62a3b2069405f85b083edb59ed1020aecb51)

Author SHA1 Message Date
Michel Juillard 86a083697e osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard 2fcb379b92 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani 9a21667e69 For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT 2013-12-10 18:18:46 +01:00
Houtan Bastani 11c04c9b27 preprocessor: streamline addSymbol 2013-12-10 11:41:30 +01:00
Houtan Bastani 54b3a18ced allow long_name to be used without specifying a latex name, #478 2013-12-09 17:04:32 +01:00
Sébastien Villemot 49a51ed808 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla) 1b57cb4a07 Copy the generated time series in Base workspace (extended_path). 2013-12-09 11:08:08 +01:00
Sébastien Villemot 5031f9efc0 Cleanup more preprocessor-generated files at each run 2013-12-02 17:22:16 +01:00
Sébastien Villemot cf6f5915e0 Fix bug with DSGE-VAR introduced in f7cdc39f 2013-12-02 17:22:16 +01:00
Sébastien Villemot 330dca7d36 Forbid the use of trend variables in expressions outside the model block 2013-11-29 16:29:25 +01:00
Sébastien Villemot 839ae22b1f Add a warning when some exogenous are not used in the model 2013-11-29 16:03:45 +01:00
Sébastien Villemot ed2f6d62c1 Refactor code for collecting variables appearing in expressions
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Sébastien Villemot f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani 46dc981ce4 preprocessor: allow empty estimated_params_init block 2013-11-21 15:11:57 +01:00
Houtan Bastani 12140fb814 preprocessor: ExprNodeLess is a struct 2013-11-21 14:48:11 +01:00
Houtan Bastani b4a9ba78e7 preprocessor: eliminate clang warning about using namespace std 2013-11-21 14:47:44 +01:00
Houtan Bastani a943463ee5 preprocessor: remove unused private field in ConditionalForecastPathsStatement 2013-11-20 12:17:07 +01:00
Houtan Bastani 7faf72ab85 preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +01:00
Houtan Bastani 6f25bfbea0 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani e49ec69719 preprocessor: deal with dates in NativeStatement 2013-11-19 16:35:12 +01:00
Houtan Bastani fa32a24e2a preprocessor: match dates in dynare syntax 2013-11-19 13:05:54 +01:00
Houtan Bastani f1a122a654 fix bug introduced by ee812f3881 2013-11-19 13:05:08 +01:00
Houtan Bastani 7abcd5bcb1 preprocessor: bug fix: return oo 2013-11-19 11:56:39 +01:00
Houtan Bastani aa0af5e556 proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries 2013-11-19 11:54:00 +01:00
Houtan Bastani 14b1abf52a Revert "macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('"
This reverts commit 9be1d084fd.
2013-11-18 12:53:55 +01:00
Houtan Bastani 517317dcc0 Revert macro/MacroFlex.ll of 858159a4f5 2013-11-18 12:53:42 +01:00
Houtan Bastani c004cde911 Revert "macroprocessor: if you encounter dates(date), insert quotes"
This reverts commit 9eb34cee4a.
2013-11-18 12:42:48 +01:00
Houtan Bastani 2d825755fa Revert "macroprocessor: copy anything within "dates()" straight to preprocessing stage"
This reverts commit 4f93207a30.
2013-11-18 12:42:25 +01:00
Houtan Bastani f4ab023d13 Revert "simplify flex code"
This reverts commit 3d57c1e5e9.
2013-11-18 12:42:01 +01:00
Houtan Bastani ee812f3881 clang compilation: replace ostringstream array with vector of strings 2013-11-18 12:16:37 +01:00
Houtan Bastani 5dec309bbd preprocessor: simplify if statement 2013-11-18 12:16:37 +01:00
Stéphane Adjemian (Scylla) 7cfad8eee0 Merge branch 'master' into remove-dynDate-class 2013-11-15 18:36:10 +01:00
Houtan Bastani 38ef4c234b preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani ac2cd6f3dd preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +01:00
Houtan Bastani 0f2bb4c56e preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope) 7e22f43fe0 Merge branch 'preprocessor-dates' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
	preprocessor/DynareFlex.ll
	preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
Sébastien Villemot 9a57698e52 Preprocessor interface for irf_plot_threshold
Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani 3b26467998 saves variables if they exist at end of dynare run. closes #517 2013-11-13 11:29:27 +01:00
Houtan Bastani 611f4f5d89 preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Houtan Bastani 13bc928b0c revert change that breaks gcc build 2013-11-05 18:21:12 +01:00
Sébastien Villemot e4526944a9 Remove select1st (GNU extension), replace it by a call to boost::bind 2013-11-05 18:13:29 +01:00
Houtan Bastani 5352fb4d16 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot 27f525e1e4 Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
Closes #515
2013-11-04 16:02:28 +01:00
Sébastien Villemot 1a8bba6393 Allow a custom function named 'prior' as a value for 'mode_compute' option
Closes #507
2013-11-04 15:42:59 +01:00
Houtan Bastani 07137e804b preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Houtan Bastani 9230a1ea0d fix header to remove compilation warning 2013-10-29 12:47:40 +01:00
Houtan Bastani 2d4a42c01f missing semicolon 2013-10-29 12:38:28 +01:00