Houtan Bastani
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
Houtan Bastani
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
Houtan Bastani
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
Houtan Bastani
90916c2359
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
Houtan Bastani
f027679045
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
Houtan Bastani
595171a02b
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
Houtan Bastani
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +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
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
Sébastien Villemot
412e8a7da0
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Michel Juillard
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
Michel Juillard
05b9c70ae8
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +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
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
Sébastien Villemot
cda56cab74
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +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
ccaa8e6443
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +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
Michel Juillard
d6835338a5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
Michel Juillard
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
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
12c4a52ebc
Add support for external functions
2010-02-23 18:15:18 +01:00
houtanb
77897d691e
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
ferhat
46e144ad80
Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
michel
74a8acc29c
4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +00:00
houtanb
16e1bb2ef0
swz: implementation of svar
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
michel
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
houtanb
6d5f9b53c6
swz keywords and structure introduced for future implementation of functionality
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 00:38:26 +00:00
houtanb
26185780ac
implements predetermined_variables operator
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
stepan
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
sebastien
df7bc34379
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
ferhat
e1f17fa9e5
- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
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- corrects some mod files.
- In steady command, get check argument from bytecode dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
sebastien
dbc9e0996d
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
sebastien
dc49fbffdc
Preprocessor:
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* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
michel
643551ce22
preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 19:29:13 +00:00
ferhat
033c321b58
restore the mshocks command
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2985 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-25 12:48:09 +00:00
michel
85ed3d346a
preprocessor: adding new options for Marlov Switching
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 13:13:57 +00:00
houtanb
e08fa1f618
added steady_state operator to preprocessor
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 20:09:16 +00:00
sebastien
9571276cc1
Reverted to Unix (LF only) end-of-line convention
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2907 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:15:02 +00:00
ratto
df329354a6
Fixed compilation error with gcc (ver 4.3) on Ubuntu
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2906 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:01:04 +00:00
sebastien
0857db4e79
More cleanups related to obsolete "cutoff" and "markowitz" statements
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2885 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:55:15 +00:00
sebastien
74232e9ee5
* Added new option stack_solve_algo to simul
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* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:34:48 +00:00