Commit Graph

518 Commits (8b44731ef0a928d346fce869514ebb38f3386985)

Author SHA1 Message Date
Houtan Bastani 865dcb57f8 IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani c42c675075 implement the possibility of passing macro-processor defines on the command-line (ticket 171) 2011-03-29 18:18:46 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani 330b11ba48 code cleanup 2011-03-28 11:34:42 +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
Houtan Bastani acf385b58a bug fix: change order of the way we handle expectation operators and trend vars in transformpass 2011-03-23 15:46:04 +01:00
Houtan Bastani c4dfb41f5c bug fix: in cloning binary op node, were losing the order of the power deriv 2011-03-23 11:36:46 +01:00
Houtan Bastani 8cf247e26a fixed typo 2011-03-22 10:38:58 +01:00
Sébastien Villemot ae7494efa6 Remove deprecated 'simul_seed' option from manual and MOD-file grammar 2011-03-21 12:54:25 +01:00
Ferhat Mihoubi c3d653b623 Check for varexo_det declaration and simul command incompatibility in the same mode-file 2011-03-18 12:47:06 +01:00
Ferhat Mihoubi 31b6c08347 Correct a bug when the model contains deterministic exogenous variables and bytecode option is used.
Note that stochastic simulations do not work for the moment with block option.
2011-03-18 01:09:20 +01:00
Michel Juillard 14e5bbcad7 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Michel Juillard 87e4125fa4 put *_params_derivs.m and identification code in conformity with additional steady state argument in *_dynamics.m 2011-03-14 11:40:40 +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
Michel Juillard 55bb27c5f6 new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken. 2011-03-13 17:06:57 +01:00
Houtan Bastani 07f47f045e ParallelDynare: add node weights to Members option 2011-03-11 18:31:04 +01:00
Houtan Bastani b2b507110e ParallelDynare: add operatingSystem option 2011-03-11 17:50:09 +01:00
Houtan Bastani c5d272bb9f fix typo 2011-03-08 19:06:04 +01:00
Sébastien Villemot 796af7ee59 Preprocessor: added model local variable definitions to parameter derivative file 2011-03-07 11:59:12 +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 3b0f6c781a fixed error message 2011-03-03 15:24:59 +01:00
Houtan Bastani dd6159d791 SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot e76dfadc78 Preprocessor: avoid name clashes with model local variables 2011-02-21 18:26:23 +01:00
Sébastien Villemot 056dfeb169 Preprocessor: fix bug introduced in 412e8a7da0
The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
Sébastien Villemot 12c92ee92e Preprocessor: fix bug in parameter derivatives file 2011-02-21 12:43:11 +01:00
Sébastien Villemot 412e8a7da0 Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
Sébastien Villemot 89b5022f9b Preprocessor: more explicit error message when users enter invalid floating
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Michel Juillard e5d9a7eb42 corrected bug for options_.kalman_tol and increased its default value to 1e-10 2011-02-10 18:48:08 +01:00
Michel Juillard 6ad29c9879 SWZ: fixing options vlistlog and vlistpercentage 2011-02-09 06:29:21 +01:00
Sébastien Villemot 115050456a Bytecode DLL: remove warning about incorrect type assignment 2011-02-07 12:38:04 +01:00
Sébastien Villemot ca52f1a323 Preprocessor: fix error message for conditional_forecast_paths 2011-02-07 11:51:13 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +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
Ferhat Mihoubi 3ef85c55c3 The derivatives with respect to endogenous variables of the previous blocks are corrected for a block-decomposed model without bytecode option 2011-02-03 17:29:26 +01:00
Ferhat Mihoubi 905036844b - Adds a "lead_lag_incidence" matrix in each block for the endogenous variables belonging to previous blocks (other_endo) 2011-01-31 17:47:22 +01:00
Ferhat Mihoubi 37efe120fa Allows for block decomposition if "simul" command is not present in the mod file. 2011-01-31 09:58:13 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Michel Juillard 2985413ac6 modified syntax for estimation option plot_priors + addition to manual 2011-01-21 17:04:00 +01:00
Michel Juillard 89c332fdd6 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Sébastien Villemot 23d797d214 Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function 2011-01-13 19:10:16 +01:00
Sébastien Villemot 572f71881a Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables 2011-01-13 19:04:40 +01:00
Sébastien Villemot 044e3a963b Preprocessor: remove some warnings about comparison of signed with unsigned integers 2011-01-13 19:03:55 +01:00
Sébastien Villemot 6f93b18802 Fix bug in histval with exogenous variables in a stochastic setup 2011-01-13 18:18:57 +01:00
Sébastien Villemot 9c6d65bc0a Fix derivatives of STEADY_STATE operator w.r.t. parameters (ticket #128) 2011-01-13 18:08:26 +01:00
Sébastien Villemot a6a4b3bc28 Preprocessor: no longer use assert(false) as a way of marking impossible cases 2011-01-13 15:52:44 +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 ca05db33db - For static model considers two different management cases for temporary terms: one for an evaluated model and another for a simulated model 2010-12-31 16:46:09 +01:00