00b3064ace
Merge branch 'NK' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1972
2021-12-10 10:58:10 +01:00
2c183093f1
Merge branch 'mom' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1971
2021-12-10 10:57:39 +01:00
741772d514
evaluate_steady_state.m: correctly condition debugging info on existence of objects from steady state file
2021-12-10 09:05:55 +01:00
f5def11a23
disp_th_moments.m: honor noprint
2021-12-09 09:01:10 +01:00
137ba73c4c
SMM: add forgotten error code
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[skip CI]
2021-12-08 19:07:18 +01:00
1144de4167
Bump version number
2021-12-08 14:23:26 +01:00
48c965397a
Adapt the documentation for the new versioning scheme
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Switch to a two digit version number, and make the documentation agnostic on
the major version number.
2021-12-08 12:27:35 +01:00
51fdb6b1cb
NK_baseline.mod: correct comment
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[skip CI]
2021-12-08 11:01:31 +01:00
d5a2015ded
mom: gracefully exit if unobserved moments are matched.
2021-12-08 09:38:41 +01:00
1638374b46
Merge branch 'evaluate_planner' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1970
2021-12-07 18:06:13 +01:00
8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh)
2021-12-07 18:04:56 +01:00
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
d69c14398d
Factorize test for normpdf(), normcdf(), erf() and trigonometric functions
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Incidentally:
- add trigonometric tests for bytecode
- add back a test for pure M-files
2021-12-07 17:00:57 +01:00
d039bcbfec
evaluate_planner_objective.m: initialize newly introduced options and fix naming
2021-12-07 13:56:01 +01:00
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
018c603035
Preprocessor: use element-by-element multiply, divide and power in occbin_difference.m
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Closes : #1826
2021-12-07 12:23:14 +01:00
36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1968
2021-12-07 12:20:29 +01:00
9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +01:00
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
40b2565140
Merge branch 'realtime' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1966
2021-12-07 12:16:20 +01:00
f22dff3524
Preprocessor: various fixes related to [static] equations
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In particular, this fixes a detrending bug in relation to the Occbin engine.
Closes : #1827
2021-12-06 17:21:41 +01:00
ce9bb2f09d
make_ex_.m: gracefully exit if user attempts to set non-existent period 0
2021-12-06 15:04:30 +01:00
7bc15927a9
realtime_shock_decomposition.m: gracefully exit if nobs-option is not set
2021-12-03 09:19:59 +01:00
8b3fc97631
Merge branch 'static_singularity' into 'master'
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dyn_first_order_solver.m: add debugging information
See merge request Dynare/dynare!1965
2021-12-01 17:53:18 +00:00
82689795e4
dyn_first_order_solver.m: add debugging information
2021-12-01 14:36:21 +01:00
10698ba896
Fix building of source package
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Bug introduced in 06fd42c19b
2021-11-26 19:15:27 +01:00
24247a22a5
Add Normann to Dynare Team
2021-11-26 17:38:00 +01:00
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
74d070c216
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1964
2021-11-26 17:37:06 +01:00
a3956996f7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
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Ref. !1962
2021-11-26 17:35:30 +01:00
58343c3988
model_diagnostics.m: check for consistent number of equations for Ramsey case before checking for steady state
2021-11-25 16:04:14 +01:00
459d6ded6e
get_minimal_state_representation.m: set undefined output argument
2021-11-24 18:59:48 +01:00
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00
f889a25e86
Amend the k_order_welfare routine for it to return the adequate output variables
2021-11-24 17:16:03 +01:00
45aad05670
Implements a Fortran routine `k_order_moment` to compute the k-order unconditional moment of the vector of endogenous variables using simulation
2021-11-24 17:09:12 +01:00
Stéphane Adjemian (Ryûk)
f4a7a5430c
Re-implement PAC equations.
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This commit only introduce new elements in the Dynare language (adding the
possibility to decompose the target into stationary and non stationary
components) and insure that all the former codes (ie without decomposition of
the target) are still working as expected.
2021-11-24 16:40:35 +01:00
cb5971d60f
Fix typo in local_state_space_iteration_fortran
2021-11-24 14:32:37 +01:00
91aa1f940f
Forbid the “block” option with “ramsey_model”/“ramsey_policy”
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The current implementation needs the Jacobian of the full model, which is not
provided by the block-decomposed routines.
Closes : #1823
2021-11-23 17:40:02 +01:00
4b76d76175
evaluate_static_model.m: fix the block without bytecode case
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The routine would not put elements at the right place in the residuals
vector (it would use variable indices instead of equation indices).
Also change the routine so that it computes a residual on evaluated
equations (instead of systematically returning zero for those).
Finally, simplify resid.m by calling this routine instead of embedding a
similar code.
Ref. #1823
2021-11-23 17:40:02 +01:00
0bbf9f2d82
Merge branch 'diplay' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1961
2021-11-23 17:39:50 +01:00
0aadc88602
dynare_solve.m: allow turning off display of messages
2021-11-23 12:41:35 +01:00
4aaea53cd6
osr1.m: fix display of compatible optimizers
2021-11-23 12:41:04 +01:00
7542aaa59f
Preprocessor update
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– Macroprocessor: various fixes for CR+LF encoding
– Macroprocessor: fix line counter inside @{} constructs
– Fix handling of undeclared variables in the planner_objective statement
– With nostrict, really ignore unused endogenous in initval/endval/histval
– No longer consider an equation of the form “x(+1) = 0” as defining x to be a
constant
2021-11-19 18:03:33 +01:00
Stéphane Adjemian (Ryûk)
c38d58b56f
Remove debugging display (growth neutrality correction).
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(cherry picked from commit 238b66dfe0fd0bcb56becaf1ed96be800d90ba40)
2021-11-17 15:10:09 +01:00
Stéphane Adjemian (Ryûk)
0c9eb182c4
Cosmetic change.
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This patch provide a mathematically equivalent approach to update the growth
neutrality correction.
(cherry picked from commit 980a890487cd983eba027bdec63c8a777fd793f7)
2021-11-17 15:08:29 +01:00
Stéphane Adjemian (Ryûk)
d3ecfd5de7
Fix bug (growth neutrality correction).
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Non zero mean exogenous variables in non optimizing part where not accounted for
due to a wrong call to `isfield` function. It is not possible to test
simultaneously the existence of a field and a subfield.
(cherry picked from commit 5a7c0fd2dda6c0ccc554994524bbefb95c29e722)
2021-11-17 15:08:12 +01:00
Stéphane Adjemian (Ryûk)
125ba21f29
Move definition of γ (share of optimizing agents) up.
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(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk)
39df328319
Fix bug in PAC/MCE.
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Wrong ordering of the reduced form parameters in PAC/MCE auxiliary variable.
(cherry picked from commit e333e851776e4f6afeb9ab1b9536c375e91a4eba)
2021-11-17 15:04:27 +01:00
949db8ec50
Manual: mention the FreeBSD port
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Closes : #1824
2021-11-16 17:02:13 +01:00
bef4899a23
Manual: bump supported macOS version (from 11 to 12)
2021-11-16 17:00:14 +01:00
Sébastien Villemot
Johannes Pfeifer
Normann Rion
Stéphane Adjemian (Ryûk)