Commit Graph

332 Commits (74ed99c6cac1df5456f197cea88ca054353c59f1)

Author SHA1 Message Date
Houtan Bastani 383a852c9c Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56f, reversing
changes made to 60b3577a09.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Michel Juillard 5fd307cfd5 option occbin allows for more equations than variables 2015-06-04 14:18:46 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani 28ffa9c56f Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani acb6f70a29 preprocessor: provide more info in error message 2015-04-16 18:47:31 +02:00
Houtan Bastani 450b8fc638 preprocessor: take care of instruments option in discretionary_policy
squash
2015-04-16 17:14:49 +02:00
Houtan Bastani 225e0fe01f fix typo 2015-04-16 16:45:36 +02:00
Houtan Bastani 11ec30c12a preprocessor: take care of exos in smoother2histval statement 2015-04-14 15:05:03 +02:00
Houtan Bastani c27fbcfa79 Merge branch 'master' into rmExtraExo 2015-04-14 14:47:59 +02:00
Houtan Bastani f5cf7617a6 preprocessor: method out of order 2015-04-14 14:47:26 +02:00
Houtan Bastani a7ffb0e6c8 preprocessor: take care of exos in calib_smoother statements 2015-04-14 14:42:17 +02:00
Houtan Bastani d6dec9335e preprocessor: take care of exos in options statements 2015-04-14 12:49:15 +02:00
Houtan Bastani 008cf9dc0a preprocessor: take care of exos in prior statements 2015-04-14 12:06:53 +02:00
Houtan Bastani 69ec4bf269 Merge branch 'master' into rmExtraExo 2015-04-14 11:33:57 +02:00
Houtan Bastani 44bb0672d2 preprocessor: method out of order 2015-04-14 11:33:02 +02:00
Houtan Bastani 37e9b5d3fa preprocessor: take care of extra exos in ramsey_model instruments option 2015-04-09 16:29:52 +02:00
Houtan Bastani c71d1e77a9 preprocessor: replace catch all exceptions in catch statements for clone/reindex methods 2015-04-09 16:17:22 +02:00
Houtan Bastani 4d8e0c7f3b preprocessor: pointer to symbol_table unnecessary 2015-04-09 16:08:55 +02:00
Houtan Bastani d8b132e39a preprocessor: remove commented code 2015-04-09 12:36:07 +02:00
Houtan Bastani 960130867e preprocessor: take care of extra exos in plot_conditional_forecast 2015-04-09 12:16:52 +02:00
Houtan Bastani 5be06a3352 preprocessor: take care of extra exos in conditional_forecast 2015-04-09 12:12:09 +02:00
Houtan Bastani 959890b375 preprocessor: take care of extra exos in shock_decomposition 2015-04-09 12:04:36 +02:00
Houtan Bastani 346e8bae13 preprocessor: take care of extra exos in ms_sbvar_irf 2015-04-08 17:30:45 +02:00
Houtan Bastani 613e7461e0 preprocessor: take care of extra exos in planner_objective 2015-04-08 16:35:09 +02:00
Houtan Bastani c72ebcdef1 preprocessor: take care of extra exos in dynatype 2015-04-03 17:15:01 +02:00
Houtan Bastani 526dd30d8c preprocessor: take care of extra exos in dynasave 2015-04-03 17:11:28 +02:00
Houtan Bastani 2cd3213230 preprocessor: take care of extra exos in optim_weights 2015-04-03 17:07:26 +02:00
Houtan Bastani 28f9e3ed09 preprocessor: take care of extra exos in osr 2015-04-03 17:07:25 +02:00
Houtan Bastani cdf4ca5116 preprocessor: take care of extra exos in osr_params 2015-04-03 17:07:25 +02:00
Houtan Bastani 9fa6cb3bd1 preprocessor: take care of extra exos in observation_trends 2015-04-03 17:07:18 +02:00
Houtan Bastani 5d3753f466 take care of extra exos in estimated_params_bounds 2015-04-02 18:03:16 +02:00
Houtan Bastani 3842303fc4 take care of extra exos in estimated_params_init 2015-04-02 17:57:12 +02:00
Houtan Bastani 3422bfcf93 take care of extra exos in estimated_params 2015-04-02 17:42:01 +02:00
Houtan Bastani a6c9e36769 preprocessor: take care of extra exos in rplot 2015-04-01 15:48:07 +02:00
Houtan Bastani 3ca0fcfb31 Merge branch 'master' into rmExtraExo 2015-04-01 15:22:10 +02:00
Houtan Bastani 86d6e21450 preprocessor: remove unnecessary options_list argument to rplot 2015-04-01 15:18:09 +02:00
Houtan Bastani 01f42d3313 preprocessor: take care of extra exos in dynare_sensitivity 2015-04-01 15:06:04 +02:00
Houtan Bastani e519e99220 preprocessor: take care of extra exos in estimation 2015-04-01 14:36:56 +02:00
Houtan Bastani fbe777c4fd preprocessor: take care of extra exos in discretionary_policy 2015-04-01 14:26:07 +02:00
Houtan Bastani 3842b45868 preprocessor: take care of extra exos in ramsey_policy 2015-04-01 14:19:51 +02:00
Houtan Bastani afe123a79f preprocessor: take care of extra exos in ramsey_model statement 2015-03-31 17:50:16 +02:00
Houtan Bastani 5b77bb817e preprocessor: take care of extra exos in forecast statement 2015-03-31 17:41:41 +02:00
Houtan Bastani 5873adc5df preprocessor: take care of extra exos in stoch_simul 2015-03-31 16:59:47 +02:00
Houtan Bastani 6db9f10353 preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824 2015-03-09 17:59:05 +01:00
Houtan Bastani d77b5104d2 preprocessor: cell2table doesn’t exist in Octave 2015-03-09 17:16:59 +01:00
Houtan Bastani 30428aeb17 preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
Houtan Bastani dcabcb6b01 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Houtan Bastani bdb6a2602e preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
Houtan Bastani 0e8aea46a7 preprocessor: replace \n with endl 2014-12-15 11:44:27 +01:00
Houtan Bastani dbf941a3fa preprocessor: add return argument to dynare_estimation, #812 2014-12-15 11:35:28 +01:00
Houtan Bastani eae9f688c5 preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520 2014-12-12 18:02:07 +01:00
Michel Juillard 8f47c731dc fixing bug introduced in commit 4185e8af14 2014-09-30 07:58:51 +02:00
Michel Juillard 4185e8af14 fixed bug in handling options for ramsey_model 2014-09-28 10:07:08 +02:00
Stéphane Adjemian (Charybdis) 4f02e58010 Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk). 2014-06-17 16:03:30 +02:00
Stéphane Adjemian (Charybdis) 06d1f66242 Fix initialization of the fields in options_.dataset + Cosmetic changes. 2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot a03bc44d45 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot 9eebfc87b0 Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani 8956bddeba dmm/estimation: add dirichlet prior shape front end, #642 2014-03-26 11:12:43 +01:00
Houtan Bastani b0546cd939 add missing semicolon 2014-03-25 15:42:33 +01:00
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Michel Juillard d945395a15 adding ramsey_model to ComputingTasks 2014-03-09 12:15:32 +01:00
Houtan Bastani c21b7d9b34 rebase fixes 2014-02-24 12:41:02 +01:00
Houtan Bastani bb0045a892 ms-dsge: add options statement
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
	preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani b37e3850e5 ms-dsge: write C output
Conflicts:
	preprocessor/ComputingTasks.cc
	preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani b426f7236c ms-dsge: create C driver file without statements
Conflicts:
	preprocessor/DynareMain2.cc
	preprocessor/ModFile.cc
	preprocessor/ModFile.hh
	preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Sébastien Villemot 5bbfe9cd5a Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +01:00
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
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 cf6f5915e0 Fix bug with DSGE-VAR introduced in f7cdc39f 2013-12-02 17:22:16 +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 7faf72ab85 preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +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
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
ferhat 051213f798 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
Houtan Bastani 808d6ae1ad preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-14 09:58:05 +02:00
Sébastien Villemot 80768beb1f Fix a bug similar to #476 in estimated_params_bounds 2013-09-25 14:44:49 +02:00
Stéphane Adjemian (Charybdis) 022f05490a Merge branch 'master' into use-dynSeries 2013-09-24 16:49:38 +02:00
Houtan Bastani e75e6a12db estim_params: remove short-circuit ops, #476 2013-09-24 16:01:47 +02:00
Houtan Bastani 8c12e4afe3 estim_params: remove extraneous find, ref #476 2013-09-24 15:39:15 +02:00
Houtan Bastani 691828cc2f estim_params: correct for symmetry of correlation, closes #476 2013-09-24 15:31:41 +02:00
Houtan Bastani 388b32ef94 estim_params: fix parenthesis bug, ref #476 2013-09-24 15:12:52 +02:00
Houtan Bastani d2b020c853 estim_params: use short-circuit AND 2013-09-24 15:10:35 +02:00
Stéphane Adjemian (Charybdis) a71edd5485 Removed test on datafile option. This option is no more mandatory 2013-09-12 13:52:24 +02:00
Stéphane Adjemian (Charybdis) 42bd3ee85d Fixed typo. 2013-09-07 16:05:01 +02:00
Houtan Bastani c9edb8d215 fix typo 2013-08-06 16:02:55 -04:00
Stéphane Adjemian (Charybdis) 5d56a4f2b0 Make calib_smoother command call evaluate_smoother matlab routine. 2013-06-28 11:14:24 +02:00
Sébastien Villemot f6f218f828 extended_path: new order and hybrid options (ref #152)
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot 2f248dcec4 Do not check for the steady state in diffuse filter mode
Closes #400
2013-06-03 15:56:10 +02:00
Sébastien Villemot 50f2d00ad8 Detect if an extended_path statement is present
Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot b2dcf27c12 estimated_params: check that no symbol is declared twice in the block
Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot eed3651d6e check only returns eigenvalues, not the whole oo_ 2013-01-15 16:45:15 +01:00
Sébastien Villemot 14ed3d94a9 Ensure that running check without stoch_simul still sets oo_.dr.eigval
This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot 8c83135c0f Add derivatives of static model w.r.t. parameters
The new file is <FILENAME>_static_params_derives.m

Closes: #160
2012-11-29 18:07:48 +01:00