Commit Graph

332 Commits (74ed99c6cac1df5456f197cea88ca054353c59f1)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 119b5a62f2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Stéphane Adjemian (Charybdis) 6c0ab379ad Fixed code indentation. 2017-06-14 07:01:31 +02:00
Stéphane Adjemian (Charybdis) b4448937cc Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Houtan Bastani 14f4544a29 preprocessor: add option to write equation tags in latex output. closes #477 2017-04-04 16:08:30 +02:00
Houtan Bastani ac851b0bac preprocessor: initial_condition_decomposition front end. closes #1425 2017-03-31 13:19:04 +02:00
Houtan Bastani b3ecc8c003 preprocessor: add plot_shock_decomposition command. closes #1406 2017-03-24 12:11:36 +01:00
Houtan Bastani 5282e737e7 preprocessor: add realtime_shock_decomposition statement. #1406 2017-03-21 15:20:32 +01:00
Johannes Pfeifer 5d8d5e90d8 evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
Closes #1373
2017-03-17 13:15:39 +01:00
Houtan Bastani defe06d513 preprocessor: create two different static and dynamic files with the option jsonprintderivdetail. #1387 2017-03-03 14:42:37 +01:00
Houtan Bastani 5063020c5d Merge branch 'master' into json 2017-03-03 14:42:25 +01:00
Houtan Bastani 5e5a9e3b9a preprocessor: JSON output aesthetic fixes, support planner objective. #1387 2017-02-27 15:40:34 +01:00
Houtan Bastani e07e393642 preprocessor: fix JSON bugs. #1387 2017-02-27 14:23:55 +01:00
Houtan Bastani a4171ad4ab preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387 2017-02-24 17:43:22 +01:00
Houtan Bastani 1007ea1301 preprocessor: JSON output for statements, #1387 2017-02-20 11:23:10 +01:00
Houtan Bastani 39855c95d2 preprocessor: aesthetic fix 2017-02-10 12:47:43 +01:00
Houtan Bastani fabca90345 preprocessor: aesthetic fix 2017-02-09 16:23:42 +01:00
Houtan Bastani 7ced4b5580 preprocessor: change error to warning because we don’t end processing in this situation; fix error message 2017-02-09 16:21:18 +01:00
Houtan Bastani edd2e98086 preprocessor: replace exit(1) with exit(EXIT_FAILURE) 2017-02-09 12:46:37 +01:00
Houtan Bastani 013043b1dd ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355 2016-12-27 14:08:50 +01:00
Johannes Pfeifer 5707b4d965 Make evaluate_smoother.m output former global variables for correct updating of these objects 2016-12-18 12:43:29 +01:00
Johannes Pfeifer 2f717b5adc Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Houtan Bastani 7680749130 preprocessor: issue error when exogenous included in planner_objective. closes #1264 2016-08-12 11:50:57 +02:00
Stéphane Adjemian (Hermes) 13ca15a278 Allow (S)EP with arbitrary sequence of innovations.
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).

TODO:
 - Fix the compatibility with ep.replic_nbr
 - Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes) b60bd7b36b Removed globals from extended_path routine. 2016-05-24 17:28:24 +02:00
Johannes Pfeifer d9e22a149c Fix preprocessor renaming error introduced in b486ae4964 2016-05-22 11:41:54 +02:00
Houtan Bastani 2ce34e3207 preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948 2016-05-20 15:53:49 +02:00
Houtan Bastani 5fdd24ab8b preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948 2016-05-20 15:46:33 +02:00
Houtan Bastani b486ae4964 preprocessor: make modifications to osr_params and osr_params_bounds output. #948 2016-05-20 15:43:12 +02:00
Houtan Bastani 42895ce32c Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a776.
2016-05-18 10:33:45 +02:00
Houtan Bastani 6192a6a776 preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani 9d26ab46e9 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Houtan Bastani a4b6dfa3f3 preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Johannes Pfeifer 452dfa6a7b Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc 2016-03-23 10:06:19 +01:00
Stéphane Adjemian(Charybdis) 61e6e80b5a Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Stéphane Adjemian (Hermes) d331cf5a7a Fixed extended path.
- Removed call to make_ex_,
 - Fill oo_.exo_simul in extended path routine,
 - Do not update oo_.exo_simul after the call to the extended path routine,
 - Cosmetic change.

(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Michel Juillard 105100c7fe remove global in dyn_forecast() and change input and output arguments 2015-11-28 17:38:00 +01:00
Houtan Bastani fd5ce1366e preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani 145e2d5542 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani f0e94d6475 fix typo 2015-10-13 17:21:32 +02:00
Houtan Bastani b4aa21f018 preprocessor: interface for prior_posterior_function command. closes #1076 2015-10-13 17:16:10 +02:00
Houtan Bastani 9e28e796d5 preprocessor: simplify code 2015-10-13 15:13:40 +02:00
Houtan Bastani 447b01b0b0 fix typo 2015-10-13 15:13:40 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Houtan Bastani 11eaf27453 Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Michel Juillard 511801c903 finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Johannes Pfeifer 680625f260 Save results of model_comparison to oo_ 2015-08-13 17:48:09 +02:00
Houtan Bastani cee7adc078 preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive 2015-08-03 17:51:45 +02:00
Houtan Bastani d9a1b99899 preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Houtan Bastani be464bb431 clean up writing of static model 2015-07-27 15:59:13 +02:00