131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
10047feee5
Test if shocks are declared.
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Fixes bug introduced in 97b894a1cd
2017-08-16 16:04:15 +02:00
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
2017-08-16 15:44:00 +02:00
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
e248d8bf59
Fix memory and periods issues in bytecode
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(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
b3fa669717
bug fix introduced in 234aaacf92
2017-03-24 17:13:03 +01:00
234aaacf92
factorized display of critical values.
2017-03-23 00:08:05 +01:00
ee2c30fd97
Partialm cherry-pick of 28e95d817a181f758dab595d6a14de0ff348bed5
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Give more informations in case of NaN, Inf or non real variables.
Closes PR #1385 .
2017-03-22 14:04:35 +01:00
1c070f536a
Add headers to various functions
2016-08-23 17:28:41 +02:00
8f689ce8d2
Correct header of perfect-foresight-models/perfect_foresight_mcp_problem.m
2016-08-23 17:28:41 +02:00
22f49971bc
fixing bug in mcp model setup
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makes perfect_foresight_problem more efficient
added test case for stack_solve_algo == 7
2016-07-03 10:56:44 +02:00
0ce2834281
extended path: fixed boundaries for linear problem
2016-05-31 12:10:12 +02:00
c14125d585
PATH: fixing bugs
2016-05-31 12:10:12 +02:00
d106b20b69
perfect foresight: set boundaries with PATH
2016-05-31 12:10:12 +02:00
c159dff19c
adding hook for PATH solver
2016-05-31 12:10:12 +02:00
dfbad0404d
Fixed crash in sim1_linear when periods=1.
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Closes #1176 .
2016-05-26 22:19:36 +02:00
fb4dfc6da6
Fixed typo.
2016-05-24 22:32:02 +02:00
28c0c92ae8
fixing typos
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(cherry picked from commit 86995a3bd478a3dc02919424aeb77e2a550a84c5)
2016-05-24 17:57:26 +02:00
be0f6230ad
Cosmetic changes.
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- Use a switch-case block.
- Added a warning when the user tries to solve a linear(ized) model
with solve_algo different from 0 (for a linear model).
- Added an error message if the user try to solve a linearized model
with stack_solve_algo=6 (not implemented).
2016-05-24 17:26:06 +02:00
1815eb8e56
Code factorization.
2016-05-24 17:26:06 +02:00
8a163842d0
Removed oo_ from sim1_linear routine.
2016-05-24 17:26:06 +02:00
53747cb082
Fixed lmmcp option.
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This option may be used in extended_path and perfect_foresight_solver commands.
2016-05-24 17:26:06 +02:00
e0be60710c
Removed oo_ from sim1_purely_{backward,forward} routines.
2016-05-24 17:26:06 +02:00
290ce5db68
Removed oo_ from sim1_lbj routine.
2016-05-24 17:26:06 +02:00
674c9ab286
Removed oo_ from sim1 routine.
2016-05-24 17:26:06 +02:00
5f32b80a27
Fix error codes for bytecode in perfect_foresight_solver_core.m
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If it fails, 1 must indicate error, not 0
2016-05-05 10:52:17 +02:00
62efd9930e
Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
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Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
a93d68fb35
Make evaluate_steady_state.m honor nocheck flag
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Closes #1054
2016-03-25 22:12:52 +01:00
0669ac4c1c
Adjust verbosity of solvers
2016-03-25 20:14:25 +01:00
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
e714dc1a9f
Fixed bug in homotopy.
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Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
6bca322809
Add check whether real part of complex solution solves the model
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Fixes #896
2016-03-23 21:25:58 +01:00
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
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Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
34e35555d6
fixed bugs when there is a single equation in the model
2016-03-07 21:51:45 +01:00
e555c8181d
Corrections in the way to handle the exogenous
2015-11-19 17:04:56 +01:00
6d7218f9dc
Fix bugs in det_cond_forecast.m
2015-11-11 18:35:41 +01:00
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
fe861fee76
fixed bug introduced in commit 1bd2a1b1c2
2015-07-29 11:54:10 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
0d7e349187
removed useless statement
2015-07-23 11:41:47 +02:00
995c0d7c66
fixing typo
2015-07-21 15:32:33 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
d78ed888e5
Added a function to evaluate the accuracy of the linear approximation
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when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
ee44dd5fea
Updated header.
2015-07-07 17:55:41 +02:00
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
17f3583151
Allow linear_approximation option with stack_solve_algo=7.
2015-07-07 17:55:41 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
3640b2b511
minor change to perfect_foresight_solver_core.m
2015-07-07 16:42:30 +02:00
ccad2848db
Homotopy not implemented for purely backward or forward perfect foresight
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models.
2015-06-04 12:28:58 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
127730d731
solve bugs when there are lags of exogenous variables on more than one
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period in deterministic models.
2015-05-27 12:22:32 +02:00
eefa7bb70a
fixing problem with endogenous_terminal_period
2015-05-27 10:23:14 +02:00
1b822a9105
fix calls to dynare_solve() when Jacobian of function must be computed
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numerically. Fix call to dynare_solve() in simulation_core()
2015-05-26 15:51:09 +02:00
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
b3047c9742
Merge branch 'master' into new_ep
2015-05-23 18:26:07 +02:00
8aec696b95
Fix various copy and paste errors in check_input_arguments.m
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During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
3bcb89bd72
Merge pull request #893 from JohannesPfeifer/Fix_message
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Fix crash in error message display of perfect_foresight_setup.m when mor...
2015-05-07 17:23:25 +02:00
f2617fcf74
deterministic simulations: more efficient manner to build the Jacobian matrix
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of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
db272f114b
Compatibility fixes for MATLAB <= 7.7.
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The tilde syntax was introduced in MATLAB 7.8.
2015-04-22 16:45:15 +02:00
f86b91d3d6
Perfect foresight solver: inform the user when we switch to a homotopy method.
2015-04-22 14:44:39 +02:00
8ab1239d79
Fix handling of warnings in perfect foresight solver with homotopy.
2015-04-22 12:23:20 +02:00
31cd80e9a9
Fix crash in error message display of perfect_foresight_setup.m when more than one variable is not present in current period
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Concatenation otherwise crashes due to non-conformable matrices
2015-04-19 10:52:22 +02:00
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
a5c652f81a
removing nefarious _
2015-03-04 09:41:29 +01:00
2ca7be4e5e
Merging changes in master
2015-02-23 18:02:20 +01:00
7df3856cbf
Fixed homotopy with bytecode for perfect foresight models.
2015-02-21 13:59:53 +01:00
43f2ec1d9d
Fixed display of the homotopy steps when the residuals are complex.
2015-02-21 13:58:52 +01:00
ff7c1f5cda
Cosmetic change.
2015-02-21 13:57:48 +01:00
9bdf75a52c
Fixed bug in the initialization of the homotopy for perfect foresight models.
2015-02-21 13:56:11 +01:00
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
55ea2100c6
Merge branch 'master' into new_ep
2015-02-19 10:27:15 +01:00
5768acf17e
Fixed the verbosity of perfect foresight models solvers.
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With stack_solve_algo={0, 6} the verbosity is controlled with
options_.verbosity instead of options_.no_homotopy.
Also harmonized the printed informations across these two algorithms.
2015-02-18 23:58:37 +01:00
fd0a172637
Remove small imaginary parts in the solution path for perfect foresight
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models obtained with stack_solve_algo=7.
Also return oo_.deterministic_simulation.status equal to false if the
solution path is not real.
2015-02-18 23:53:55 +01:00
1c8e1ab913
Merge branch 'remove-globals-from-blocks'
2015-02-17 13:01:17 +01:00
cc94ed63b0
Revert "Temporary fix for perfect foresight model simulation with block option."
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This reverts commit 8875dbdaa5
2015-02-17 13:01:01 +01:00
a894357655
Removed options_ and oo_ globals from *all* generated dynamic model
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routines (with block option) and adapted some routines to reflect this change.
2015-02-17 12:57:30 +01:00
83c68c0477
Allowing for models without exogenous variable
2015-02-16 21:30:34 +01:00
8875dbdaa5
Temporary fix for perfect foresight model simulation with block option.
2015-02-16 17:05:37 +01:00
333f87ced2
fix headers
2015-02-16 09:08:26 +01:00
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
f8af7724bb
small fixes to perfect foresight
2015-02-15 16:49:33 +01:00
3c7b1cf2d7
changed calling sequence for sim1; use local variable names without _;
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sim1 honors options_.nodisplay
2015-02-14 12:02:18 +01:00
21f009a531
Merge branch 'master' into new_ep
2015-02-14 11:54:57 +01:00
b3ed7901cf
Fixed bug in homotopy for perfect foresight models.
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Homotopy was not working if nans or complex numbers were present in oo_.endo_simul.
2015-02-13 16:04:25 +01:00
3b41aa0e60
Fixed bug related to the type of initial_period.
2015-02-13 15:59:49 +01:00
ec896d8ca7
Cosmetic changes.
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oo_.determinist_simulation.status is a boolean.
2015-02-13 15:58:12 +01:00
59d1c18960
Added routines missing in previous commit.
2015-02-13 10:10:41 +01:00
67be25d1a8
Rewrote homotopy for perfect foresight models.
2015-02-12 15:30:27 +01:00
f40fcb9724
Do not print anything if homotopy (perfect forsight models solver).
2015-02-12 15:30:27 +01:00
93966f2087
Set verbosity to 0 if homotopy is used to solve the perfect foresight model.
2015-02-12 15:30:27 +01:00
751e518811
Removed global variables in perfect foresight routines.
2015-02-12 15:30:27 +01:00
892e6818ed
Put argument checks in another routine.
2015-02-12 15:30:27 +01:00
6f7fed2046
Moved sim1* routines in subfolder.
2015-02-12 15:30:26 +01:00
1b55975231
Moved det_cond_forecast routine in subfolder.
2015-02-12 15:30:26 +01:00
df4ee4b983
Moved files related to perfect foresight models in a subfolder.
2015-02-12 15:30:26 +01:00
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Ferhat Mihoubi
Houtan Bastani
Marco Ratto
Michel Juillard
ferhat
Sébastien Villemot