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
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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}.
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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".
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It now works correctly since 82b31156
.
Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- 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
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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
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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
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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
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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
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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
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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
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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
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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:
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- 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 )
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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
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Closes #400
2013-06-03 15:56:10 +02:00
Sébastien Villemot
50f2d00ad8
Detect if an extended_path statement is present
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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
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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
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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
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
badeec612f
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
Michel Juillard
34db22c3bc
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
Houtan Bastani
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
Michel Juillard
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
Sébastien Villemot
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
Houtan Bastani
12980236dc
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
Sébastien Villemot
354efdc803
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
Sébastien Villemot
808dade20f
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
00f526dbb7
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
Sébastien Villemot
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
Sébastien Villemot
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
Sébastien Villemot
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
Houtan Bastani
648690a2d9
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
Houtan Bastani
83afb256cf
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
Houtan Bastani
74476d1276
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
Houtan Bastani
cabf4bba8e
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
Houtan Bastani
9e30b3e5d0
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
Houtan Bastani
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
Houtan Bastani
8d69c8bf2b
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
Houtan Bastani
36295da47a
cosmetic change
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
50551cc6b2
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
Houtan Bastani
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
Houtan Bastani
2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
Houtan Bastani
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
Houtan Bastani
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
Houtan Bastani
791d0ff06a
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
Houtan Bastani
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
90e2de65f7
estimation: add subsample name to index
2012-03-27 13:03:10 +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
f7ca98554e
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
Houtan Bastani
2e6762ebd0
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
Houtan Bastani
ec2528ae9b
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Houtan Bastani
dd67a81e57
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
Houtan Bastani
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
Houtan Bastani
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
Houtan Bastani
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Houtan Bastani
0ca000cdc9
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
Houtan Bastani
63018c63e7
preprocessor: replace if checks with asserts
2012-01-04 14:42:06 +01:00
Houtan Bastani
81dd94f717
aesthetic fix: remove commented code
2012-01-04 14:42:06 +01:00
Houtan Bastani
f80ad954ce
bug_fix: missing exit statement
2012-01-04 14:42:06 +01:00
Houtan Bastani
13ce36ebd2
bug_fix: add missing assertion
2012-01-04 14:42:06 +01:00
Houtan Bastani
2a2da609c2
ms-sbvar: enforce consecutive chain numbers for markov_switching
2012-01-04 14:42:06 +01:00
Houtan Bastani
0b64c61fc9
preprocessor: check size of domain argument
2012-01-02 22:44:50 +01:00
Houtan Bastani
fd2d3b0e4a
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
Houtan Bastani
6c5722ad2a
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
2094297d59
preprocessor: remove unnecessary class prefix
2011-12-30 15:41:51 +01:00
Houtan Bastani
48f38af576
fix typo
2011-12-30 15:41:51 +01:00
Houtan Bastani
f01b0025e0
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
Sébastien Villemot
a2061b6f4e
Initialize empirical simulations with information provided in histval
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Closes : #195 , #157
2011-12-21 18:37:45 +01:00
Houtan Bastani
0554e47dc0
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
Houtan Bastani
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
Houtan Bastani
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Houtan Bastani
87ffab3200
preprocessor: add symbol.options statement
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
Sébastien Villemot
4e0801a92d
Preprocessor: fix forecast command
...
It was broken since the renaming of forecast.m in
8f1326e2f8
2011-12-14 10:35:25 +01:00
Michel Juillard
61cd43b3be
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
Houtan Bastani
8121bd32ba
MS-SBVAR: argument check for ms_compute_probabilities
2011-10-26 11:33:18 +02:00
Sébastien Villemot
ddc029394c
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
Michel Juillard
e92c54ae3a
ms-sbvar: correcting bug introduced in commit 90e4d40272
2011-10-13 13:34:28 +02:00
Michel Juillard
90e4d40272
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Stéphane Adjemian (Scylla)
bcf4fbfeff
Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
...
of the check command).
2011-09-17 12:53:38 +02:00
Houtan Bastani
ab7003f8c8
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
Houtan Bastani
ba071a0a55
MS-SBVAR bugfix: reinitialize drop if necessary
2011-09-14 14:28:28 -04:00
Houtan Bastani
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
Houtan Bastani
8ac06f9319
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
Houtan Bastani
9ac3d6800d
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
54b813d3d7
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
2011-08-02 10:49:50 +02:00
Michel Juillard
6f406ffca1
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
Michel Juillard
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Houtan Bastani
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
Michel Juillard
ad2bfdf1de
ms-sbvar: correcting bug with restriction of lagged variables
2011-07-12 14:30:07 +02:00
Houtan Bastani
3a2d740732
preprocessor: remove initialization of option to make conisistent
2011-06-23 11:53:15 +02:00
Houtan Bastani
09df8bcf77
clean up sbvar code
2011-05-31 16:07:05 +02:00
Houtan Bastani
1487147ba0
removed extraneous flag
2011-05-30 17:46:35 +02:00
Michel Juillard
82600953f1
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +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
595171a02b
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
Houtan Bastani
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Houtan Bastani
161647922c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Houtan Bastani
98a8f54d38
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
Houtan Bastani
6d0b8e559e
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
Houtan Bastani
dd6159d791
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
Sébastien Villemot
f4557cb195
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
551db4a446
Workaround for ticket #157
2011-02-04 12:38:12 +01:00
Sébastien Villemot
92b1451c70
Removed remnants of calib commands
2011-01-10 12:25:42 +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
Ferhat Mihoubi
bc089f732e
- Correct the simul call without input argument
2010-09-24 11:07:43 +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
c3608b9ba7
Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a62
)
2010-09-16 15:37:27 +02:00