Commit Graph

8352 Commits (8ac3f4b22bbe57f4d7096e572d1faa13cdf368d6)

Author SHA1 Message Date
Sébastien Villemot 368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1946
2021-10-20 15:54:40 +02:00
Sébastien Villemot e66a1a63f8
local_state_space_iteration_2 MEX: enable parallelization by default 2021-10-20 15:33:04 +02:00
NormannR 1ad2680682 Fixes the evaluate_planner_objective routine Deals properly with the output provided by disp_th_moments 2021-10-18 17:08:28 +02:00
Johannes Pfeifer 226ed712bd Documentation: add missing author 2021-10-17 15:11:52 +02:00
Johannes Pfeifer c1483b4c61 Restore backward-compatibility when using load_mh_file
estim_params_ needs to be saved following 6e06acc7
2021-10-13 18:01:15 +02:00
Sébastien Villemot f9a550651d Merge branch 'k_order_fix' into 'master'
k_order_simulation bug: fixes simulations and adds/corrects integration test

Closes #1819

See merge request Dynare/dynare!1940
2021-10-12 15:34:29 +00:00
Johannes Pfeifer d5141ced42 simult_.m: remove redundant first simulation period for k_order_simulations
Closes https://git.dynare.org/Dynare/dynare/-/issues/1819
2021-10-12 15:20:26 +02:00
Sébastien Villemot eca7a25891
Merge branch 'lnsrch_display' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1943
2021-10-12 14:09:10 +02:00
Sébastien Villemot b9576cc2b7
Merge branch 'resid_ramsey' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1942
2021-10-12 14:08:51 +02:00
Johannes Pfeifer 2f35bae7da lnsrch1.m: prettify output 2021-10-11 20:06:09 +02:00
Johannes Pfeifer 37fbf5b665 resid.m: fix display when used together with optimal policy 2021-10-11 18:04:47 +02:00
Johannes Pfeifer ebe81eb6c9 display_problematic_vars_Jacobian.m: fix display when auxiliary equations outside of Ramsey are present 2021-10-11 17:45:03 +02:00
Sébastien Villemot d9ca83f317
Fix some files which were not UTF-8 encoded 2021-10-01 18:38:26 +02:00
Sébastien Villemot 236c69dac4
Testsuite: increase tolerance (again) in unitary tests for prior_draw.m 2021-10-01 17:39:57 +02:00
Sébastien Villemot 67713f555a
Merge branch 'model_diagnostics_loglinear' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1938
2021-09-28 18:23:37 +02:00
Sébastien Villemot e2a11a1a51
Reporting: fix crash when xrange argument of addGraph() is missing 2021-09-28 18:21:14 +02:00
Johannes Pfeifer fbd4fa7f3d model_diagnostics.m: fix compatibility with loglinear option 2021-09-28 09:35:27 +02:00
Sébastien Villemot 7e47713ae5
CI: bump to MATLAB R2021b 2021-09-24 16:43:30 +02:00
Sébastien Villemot 6669e55b97
Provisions for MATLAB R2021b 2021-09-24 16:43:30 +02:00
Sébastien Villemot 24c4e86a95
Merge branch 'thread_bug' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1935
2021-09-23 16:44:38 +02:00
Sébastien Villemot f7149d60cc
NLS estimation: workaround for Octave random failure to read the generated ssr_*.m file 2021-09-23 16:21:25 +02:00
Johannes Pfeifer 5f27d2e469 set_dynare_threads.m: fix naming bug 2021-09-23 12:48:08 +02:00
Sébastien Villemot c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1932
2021-09-22 16:24:39 +02:00
Johannes Pfeifer 6abc984d5e Fix mh_posterior_mode_estimation option
Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
Johannes Pfeifer e754ec158c
stab_map_.m: move saved file to subfolder´ 2021-09-21 17:25:35 +02:00
Johannes Pfeifer 725fa79bbc
model_info.m: improve output display 2021-09-21 17:25:35 +02:00
Sébastien Villemot b60607a5b3
Fix spurious warning at startup under Octave about +pac/+bgp/{get,set}.m
This is a workaround for Octave bug 46849. It complements commit
4c0b2e8c4e.

The workaround consists in moving the two problematic files to a subfolder
which is not in the path at startup. They will be added to the path later, at a
time when the Octave:shadowed-function warning has already been disabled by
warning_config.m.

Closes: #1817
2021-09-21 15:19:06 +02:00
Sébastien Villemot 82d0b1caf4
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1930
2021-09-17 17:00:08 +02:00
Sébastien Villemot 7d4bb9ea44
Merge branch 'state_var_backwards' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1928
2021-09-17 16:57:16 +02:00
Sébastien Villemot b74c37d5e4
One last Octave compatibility fix
Closes: #1749
2021-09-17 15:22:07 +02:00
Johannes Pfeifer 2dd6510051 smoother2histval.m: undo logging
Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
2021-09-17 14:43:50 +02:00
Johannes Pfeifer 62e80b0c07 smoother2histval.m: also set M_.exo_histval 2021-09-17 14:42:44 +02:00
Johannes Pfeifer 489e6684e9 smoother2histval.m: fix initialization and dimensions
Closes https://git.dynare.org/Dynare/dynare/-/issues/1775
2021-09-17 13:58:06 +02:00
Johannes Pfeifer 57bbec1f72 stochastic_solvers.m: set dr.state_var for purely backwards models at order=1
Subsequent codes may need it. Closes https://git.dynare.org/Dynare/dynare/-/issues/1703
2021-09-16 20:44:14 +02:00
Sébastien Villemot 49a396030b
Yet another batch of Octave compatibility fixes 2021-09-16 18:25:00 +02:00
Sébastien Villemot 240d82e64a
Fix typo
[skip ci]
2021-09-16 16:23:20 +02:00
Johannes Pfeifer 79ee6a5565 dyn_waitbar_close.m: fix closing of waitbars under Octave 2021-09-16 10:40:00 +02:00
Sébastien Villemot 5a21b11d77
Merge branch 'print_model_info' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1922
2021-09-15 18:35:50 +02:00
Sébastien Villemot ff06b9ad10
More Octave compatibility fixes 2021-09-15 18:35:30 +02:00
Sébastien Villemot f164750a91
Old MATLAB compatibility fix
This is a partial revert of 4346903c65. The
xlswrite function is actually not able to write XLS files on GNU/Linux and
macOS, and moreover its CSV fallback does not work with cell arrays.
2021-09-15 17:37:08 +02:00
Johannes Pfeifer 58ee240048 Clarify auxiliary variable types
Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:58 +02:00
Johannes Pfeifer 966234b044 model_info.m: add non-block info 2021-09-15 16:10:43 +02:00
Stéphane Adjemian (Ryûk) 13c6cf86ce
Cosmetic change (code factorization). 2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk) 32b8d6c72a
Remove unnecessary condition. 2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk) 60c8ed1948
Fix bug, pac.bgp.set should also work with exogenous variables. 2021-09-15 13:45:39 +02:00
Sébastien Villemot 809d313b7e Merge branch 'planner_matlab_2014' into 'master'
evaluate_planner_objective.m: compatibility fix for older Matlab versions

See merge request Dynare/dynare!1924
2021-09-15 11:34:09 +00:00
Johannes Pfeifer 85a5a5633c evaluate_planner_objective.m: compatibility fix for older Matlab versions
Use single quotes
2021-09-14 19:35:42 +02:00
Sébastien Villemot 4346903c65
Various Octave compatibility issues
Also improve on e42cf2e5b4 for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
2021-09-14 17:55:55 +02:00
Johannes Pfeifer 334020fc46 evaluate_planner_objective.m: fix wrong timing in setting of shocks 2021-09-11 09:44:36 +02:00
Johannes Pfeifer 0d483ff85f evaluate_planner_objective.m: Factorize setting of initial condition
also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
NormannR acdad93822 Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680)
- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
   - histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
Sébastien Villemot ee0a4eb001
Reporting: fix detection of pdflatex on Debian Bookworm 2021-09-09 11:30:04 +02:00
Sébastien Villemot d54f2dd609
dseries submodule update
— fix detection of x13as on Debian bookworm/sid
— add ability to use self-compiled x13as on macOS
— add ISO 8601 weeks
— generalize isleapyear routine for vector of integers
2021-09-09 11:03:35 +02:00
Sébastien Villemot e42cf2e5b4
Various MATLAB R2014a compatibility fixes 2021-09-08 14:15:49 +02:00
Stéphane Adjemian (Charybdis) f1bf12c601
Apply patch from d440b7082 for (VAR based) expectations in PAC.
Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
2021-09-07 18:39:52 +02:00
Stéphane Adjemian (Ryûk) d440b70820
Fix var expectation weights when auxiliary model has a constant.
Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
2021-09-07 00:36:34 +02:00
Stéphane Adjemian (Ryûk) 4cf1a358ee
Fix growth neutrality correction in PAC/MCE equation. 2021-09-01 11:27:42 +02:00
Stéphane Adjemian (Ryûk) 380fd84cb3
Fix NLS estimation routine.
Closes #1798
2021-09-01 10:37:17 +02:00
Sébastien Villemot 7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1920
2021-08-31 13:52:20 +02:00
Sébastien Villemot 757c0dd4cb
Merge branch 'k_order_simult' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1914
2021-08-31 13:51:43 +02:00
Johannes Pfeifer cba00755b1 stab_map_2.m: Only do skipline if actual printing happens 2021-08-31 11:13:37 +02:00
Johannes Pfeifer 54203f499e dynare_sensitivity.m: fix dead link 2021-08-31 11:13:02 +02:00
Johannes Pfeifer a2c60dba11 simult_.m: simulate user-requested order with k_order_solver
Also prevent inconsistent simulations
2021-08-30 19:36:51 +02:00
Sébastien Villemot 55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1916
2021-08-30 16:37:55 +02:00
Sébastien Villemot b8a9dae60a
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1915
2021-08-30 16:36:57 +02:00
Sébastien Villemot f60043768b
Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1913

Closes: #1078
2021-08-30 16:16:27 +02:00
Sébastien Villemot d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1903
2021-08-30 16:13:29 +02:00
Johannes Pfeifer 83ea804fcc estimation: remove invalid check for presence of constant
a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
2021-08-20 13:31:48 +02:00
Johannes Pfeifer 459fce927b mode_check.m: take care of almost binding bounds 2021-08-20 13:29:37 +02:00
Johannes Pfeifer 58b336b263 mode_check.m: fix logical condition that may otherwise lead to 0 size of interval 2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis) d3678edbbe
Add try/catch block (cherry-picking failures).
Close and delete generated file if cherry picking fails for any reason.
2021-08-19 13:03:44 +02:00
Johannes Pfeifer f273c09e71 lyapunov_solver.m: make baseline compatible with sparse matrices 2021-08-19 11:16:24 +02:00
Stéphane Adjemian 8228a32d5c Merge branch 'block_fixes' into 'master'
Fix two bugs for block decomposed models

See merge request Dynare/dynare!1911
2021-08-17 17:18:18 +00:00
Stéphane Adjemian 8ae7b23843 Merge branch 'occbin_output' into 'master'
Occbin: remove redundant output

See merge request Dynare/dynare!1910
2021-08-17 17:15:07 +00:00
Johannes Pfeifer 5e29a6082f dr_block.m: make sure zx has correct dimensions if no initval is present
Also do earlier check for loglinear option
2021-08-17 14:26:28 +02:00
Johannes Pfeifer 60bf0fd387 block_kalman_filter: request missing output argument 2021-08-17 14:25:31 +02:00
Johannes Pfeifer a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning 2021-08-17 11:06:01 +02:00
Johannes Pfeifer 0b491b3b09
Estimation: fix header column widths in display of results 2021-08-17 10:57:53 +02:00
Johannes Pfeifer e944b783b9 method_of_moments: move to separate namespace 2021-08-16 14:08:31 +02:00
Johannes Pfeifer 341aca25ad
Liu West: Remove redundant option 2021-08-16 12:34:10 +02:00
Johannes Pfeifer bfd92e79a7
Occbin: udpate options 2021-08-16 11:37:53 +02:00
Stéphane Adjemian (Charybdis) 1c54eb21d2
Cosmetic change (remove trailing spaces). 2021-08-16 11:19:28 +02:00
Willi Mutschler a5995aec03
MoM: Check availability of optim toolbox for default mode_compute
lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.
2021-08-16 10:58:35 +02:00
Willi Mutschler 31f3bfa3d0
MoM: Changed some defaults and cosmetical changes
//wip
2021-08-16 10:58:35 +02:00
Willi Mutschler fdba1170ae
MoM: Refactor check for duplicate moments, fix display of results
As we have a working interface now, this commit improves the provisional handling of finding duplicate moments. Previously, indices for GMM were created, but this is not really needed. This commit cleans this up and similar to SMM makes use of the matched_moments block.

As a by-product of the previous provisonal handling higher-order moments for SMM where not correctly displayed as no labels were created. This is now fixed. The comparison of data moments and estimated model moments is also in the same ordering as the inputed orthogonality conditions in matched_moments.

Signed-off-by: Willi Mutschler <willi@mutschler.eu>
2021-08-16 10:58:35 +02:00
Johannes Pfeifer 3c02d0c5b0 Occbin: remove redundant output 2021-08-10 13:54:59 +02:00
Stéphane Adjemian (Ryûk) ebfa72740f
Changed default for initial step bound factor.
Should fix simulation failure in pac/trend-component-10/example1, that
seems to be caused by a too large value of this parameter.
2021-07-24 12:20:29 +02:00
Stéphane Adjemian (Ryûk) 873a9b1a38
Fix call to solve1 routine. 2021-07-23 22:16:43 +02:00
Stéphane Adjemian (Ryûk) 993872d5af
Update dseries submodule (track master branch). 2021-07-23 20:39:00 +02:00
Stéphane Adjemian (Ryûk) 0d092a36a0
Acknowledge option trust_region_initial_step_bound_factor in matlab based trust_region routine. 2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk) e72dde69d3
Add option for trust region algorithm (mex).
trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).
2021-07-23 19:44:16 +02:00
Sébastien Villemot b34be496c5 Merge branch 'evaluate_planner' into 'master'
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight

See merge request Dynare/dynare!1890
2021-07-23 14:01:22 +00:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder
Ref. #1758
2021-07-23 14:12:17 +02:00
Johannes Pfeifer e09d215964 evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
Also cosmetic changes to indentation
2021-07-23 13:27:30 +02:00
Johannes Pfeifer 3d5601caec check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks
Closes https://git.dynare.org/Dynare/dynare/-/issues/1792
2021-07-23 11:25:43 +02:00
Sébastien Villemot 41814becf1 Merge branch 'moments_varendo' into 'master'
dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance:...

Closes #1769

See merge request Dynare/dynare!1888
2021-07-22 16:25:01 +00:00
Johannes Pfeifer 4d43e1850d dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance: only do computations once
Closes https://git.dynare.org/Dynare/dynare/-/issues/1769
2021-07-22 17:03:27 +02:00
Sébastien Villemot 3206ea9684 Merge branch 'evaluate_planner_objective' into 'master'
Streamline evaluate planner objective

See merge request Dynare/dynare!1887
2021-07-22 14:42:22 +00:00
Johannes Pfeifer 11c75592fb evaluate_planner_objective.m: compute required moments directly 2021-07-22 15:01:15 +02:00
Sébastien Villemot 8b8f919a0f Merge branch 'smoother2histval' into 'master'
Improvements for smoother2histval

See merge request Dynare/dynare!1886
2021-07-22 12:03:59 +00:00
Johannes Pfeifer 3fb41e075f Matlab implementation of the consider_all_endogenous_and_auxiliary option 2021-07-22 13:12:27 +02:00
Johannes Pfeifer a04c348d73 smoother2histval.m: provide warning when smoothed variables are missing 2021-07-22 12:22:18 +02:00
Sébastien Villemot 0e793faeb2 Merge branch 'pf_options' into 'master'
Particle filter: enable passing of option values and prepare for other samplers

Closes preprocessor#59

See merge request Dynare/dynare!1884
2021-07-22 09:50:10 +00:00
Johannes Pfeifer 80cad32068 Particle filter: enable passing of option values and prepare for other samplers 2021-07-21 23:00:32 +02:00
Sébastien Villemot dc45ac6361 Merge branch 'master' into 'master'
occbin fixes and two small new features

See merge request Dynare/dynare!1883
2021-07-21 18:21:16 +00:00
Marco Ratto 4caebd76c9 added 2 new occbin.simul options (defaults preserve current behavior):
1) algo_truncation: sets the number of iterations for a truncated guess-verify algorithm (i.e. if max_iter<=algo_truncation, no error is triggered on output, but the user is happy with the last regime in the algorithm)
2) reset_regime_in_new_period: is set to true, it resets the guess regimes to unconstrained when a new shock arrives, instead of starting with a guess regime consistent with the one identified in previous time periods. this sometimes allows more robust convergence/identification of the regimes
2021-07-21 18:03:23 +02:00
Stéphane Adjemian (Ryûk) cd2ed823b6
Fix constant in VAR and PAC expectations...
When the VAR auxiliary model has a constant.
2021-07-21 18:02:11 +02:00
Stéphane Adjemian (Ryûk) a69f68bb7c
Modify companion matrix if VAR model has a constant. 2021-07-21 18:02:04 +02:00
Marco Ratto ebdfcc80ec fixed bug introduced in 229282a1c4 2021-07-21 17:59:01 +02:00
Marco Ratto c48f737633 make header names compatible with earlier versions of MATLAB (e.g. it would crash with MATLAB 2017b) 2021-07-21 17:51:05 +02:00
Marco Ratto 85e35b1654 1) if not using relaxation, initial guess regime in verify step(occbin simul) is set equal to the guess regime used to updated states and shocks
2) fixed treatment of periodic solution in algo=3, now harmonized to algo=1
2021-07-21 17:51:03 +02:00
Marco Ratto d3e5e7b8ef Initialize state space matrices with occbin smoother, when realtime regimes are computed, otherwise they are set to 0 for t<first_period_occbin_update! 2021-07-21 17:51:00 +02:00
Marco Ratto bec52fe731 with occbin smoother do not overwrite updated variables that have been already computed with reduced state space 2021-07-21 17:50:58 +02:00
Sébastien Villemot 4c94da514e
CI: bump to Octave 6.3.0 2021-07-21 17:29:12 +02:00
Sébastien Villemot 1045c442a9
Merge branch 'occbin_mean' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1882
2021-07-21 16:42:00 +02:00
Sébastien Villemot a142907e44
Particles / Alternative samplers: header fixes and indentation 2021-07-21 16:37:56 +02:00
Johannes Pfeifer 944bf2b68e occbin: work with non-demeaned data and in constraints 2021-07-21 13:42:38 +02:00
Sébastien Villemot 229282a1c4
Occbin: the +<basename>/occbin_difference.m file is now generated by the preprocessor
Some fields have also changed under M_.occbin.

Ref. #569
2021-07-20 12:35:15 +02:00
Sébastien Villemot d5c35e3664
Occbin: fix function header 2021-07-19 15:30:54 +02:00
Marco Ratto 02072dde39
Add Occbin routines
Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.

Ref. #569
2021-07-16 17:20:11 +02:00
Stéphane Adjemian (Ryûk) 54f80e88d2
Add structural VAR as an auxiliary model for VAR based expectations and PAC expectations.
Ref. #1785

Just add option `structural` to the `var_model` command.
2021-07-16 10:25:18 +02:00
Stéphane Adjemian (Ryûk) 1d60c271d7
Add trap if equation has leads.
NLS estimation does not work if the equation has expected variables.
2021-07-15 17:36:02 +02:00
Stéphane Adjemian (Ryûk) 4b7a0ee29e
Change definition of islaggedvariables.
Previous definition could detect lags in an equation without any lag, for
instance if we have the following expression in the RHS: +(-1)*x.
2021-07-15 17:31:55 +02:00
Stéphane Adjemian (Ryûk) 14bc82b287
Add single equation estimation by NLS.
Ref. #1798.

See example in tests/estimation/example_nls.mod.
2021-07-15 16:55:49 +02:00
Johannes Pfeifer b2c6a6f7a1 initial_estimation_checks.m: error out if data is complex
Prevents cryptic message that likelihood became complex
2021-07-14 19:30:50 +02:00
Stéphane Adjemian (Ryûk) 2b4572affd
Allow arbitrary nonzero mean exogenous variables in PAC equations.
Previously any nonzero mean exogenous variable had to be centered on
the growth rate (first difference) of the (PAC's LHS) endogenous
variable.
2021-07-11 17:06:53 +02:00
Stéphane Adjemian (Ryûk) d9298ca03a
Bug fix, wrong definition of the growth neutrality correction...
In PAC equations with optimizing and rule of thumb agents (division
by lambda was missing). Also add comments.
2021-07-11 17:06:53 +02:00
Sébastien Villemot abd64c256e
New perfect_foresight_with_expectation_errors_{setup,solver} commands
These command solve the problem where agents think they know perfectly the
future (they behave as in perfect foresight), but make expectation errors.
Hence they can potentially be surprised in every period, and their expectations
about the future (incl. the final steady state) may change.

Currently the sequence of information sets needs to be passed through a CSV
file. Another interface may be added in the future.

The algorithm uses a sequence of (true) perfect foresight simulations (not
necessarily as many as there are periods, because if the information set does
not change between two periods, there is no need to do a new computation).

There are two possibilities for guess values:
— the default is to use the initial steady state for the simulation using the
  first-period information set; then use previously simulated values as guess
  values
— alternatively, with the terminal_steady_state_as_guess_value option, use the
  terminal steady state as guess value for all future periods (this is actually
  what the “true” perfect foresight solver does by default)
2021-07-09 18:16:46 +02:00
Stéphane Adjemian (Ryûk) fe63082c42
Add lagged information set in VAR based expectations. 2021-07-06 23:06:46 +02:00
Johannes Pfeifer f7a232061a
Remove unused options_-output
Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
Sébastien Villemot 43607acf38
Merge branch 'resolveheader' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1875
2021-06-16 17:41:40 +02:00
Sébastien Villemot 18a172bd45
Merge branch 'mcp_ramsey' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1874
2021-06-16 17:41:40 +02:00
Sébastien Villemot 820df39ff7
Compatibility fix for MATLAB < R2019b
MATLAB < R2019b does not accept “bar(1, [2 3])”.
2021-06-16 17:41:40 +02:00
Johannes Pfeifer 1d10659b59 get_complementarity_conditions.m: fix equation numbering with ramsey_model
M_.equation_tags already contains the correct equation number
2021-06-16 13:21:49 +02:00
Johannes Pfeifer 32e1f34579 dynare_resolve.m: correct header and change naming of globals 2021-06-16 13:17:29 +02:00
Stéphane Adjemian (Ryuk) 8611143409
Updated particles submodule (fix for the online filter). 2021-06-15 22:09:35 +02:00
Normann Rion 3d27672c58
kth-order approximation of conditional welfare
Partially addresses issue #1680:
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
Stéphane Adjemian (Ryuk) edeb7911f3
Fix bug (initial period in extended path).
extended_path was crashing in preceeded by a call to the set_time command.
2021-06-15 14:24:38 +02:00
Sébastien Villemot be38866487
Fix handling of heteroskedastic_shocks block with several declared periods
Closes: #1791
2021-06-15 12:54:54 +02:00
Johannes Pfeifer e5b51f3257 DsgeSmoother.m: header cosmetics
[skip CI]
2021-06-15 11:16:41 +02:00
Sébastien Villemot 6258699060
Merge branch 'disclyap' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1872
2021-06-14 15:29:01 +02:00
Sébastien Villemot 68bca0cd2a Merge branch 'pruned_state_space' into 'master'
pruned_state_space: handle shocks with 0 variances

See merge request Dynare/dynare!1871
2021-06-14 10:37:45 +00:00
Johannes Pfeifer e8c3758fc7 disclyap_fast.m: fix check for convergence with NaN
[skip CI]
2021-06-11 14:22:10 +02:00
Johannes Pfeifer 0116870399 pruned_state_space: handle shocks with 0 variances 2021-06-11 14:15:31 +02:00
Sébastien Villemot 45933779a4 Merge branch 'simult_' into 'master'
simult_.m: fix error message at order>3

See merge request Dynare/dynare!1870
2021-06-10 15:24:45 +00:00
Johannes Pfeifer 907066ae95 simult_.m: fix error message at order>3 2021-06-10 14:40:19 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Sébastien Villemot 4733d97ceb
dseries: fix concatenation with empty dates objects 2021-06-09 17:33:25 +02:00
Sébastien Villemot 04c3fb3a31
Merge branch 'slice_record' of git.dynare.org:JohannesPfeifer/dynare
See merge request !1869
2021-06-09 14:41:03 +02:00
Johannes Pfeifer f38a1edaee posterior_sampler.m: trap case where record.ProposalCovariance is not filled (slice sampler) 2021-06-08 21:03:08 +02:00