Stéphane Adjemian (Ryûk)
0c9eb182c4
Cosmetic change.
...
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).
...
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.
...
(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk)
39df328319
Fix bug in PAC/MCE.
...
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
Sébastien Villemot
1280566bec
CI: bump to Octave 6.4.0
2021-11-09 18:12:36 +01:00
Sébastien Villemot
1f44c78170
Merge branch 'ramsey' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1959
2021-11-09 11:02:00 +01:00
Johannes Pfeifer
1174cad1f8
evaluate_static_model.m: provide jacobian output with bytecode
...
Set to NaN for block
2021-11-08 14:31:24 +01:00
Johannes Pfeifer
7cffd34b66
Ramsey: do not check static model if steady state file is present
...
Check will typically crash due to initialization with 0
2021-11-08 14:31:12 +01:00
Sébastien Villemot
f9e3132e4e
Merge branch 'dyn_ramsey_static' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1957
2021-11-08 12:23:35 +01:00
Johannes Pfeifer
ce899af24d
evaluate_static_model.m: provide promised output argument
2021-11-05 12:27:12 +01:00
Johannes Pfeifer
9a32720ac0
evaluate_steady_state.m: allow debugging of Ramsey equations
2021-11-05 12:22:43 +01:00
Johannes Pfeifer
b1e72d531d
dyn_ramsey_static.m: only read first entry of error code
...
May crash otherwise
2021-11-05 08:59:47 +01:00
Johannes Pfeifer
e173ad938b
evaluate_planner_objective.m: gracefully exit if decision rules are missing
2021-11-02 18:19:43 +01:00
Sébastien Villemot
3f40404bc0
Merge branch 'header' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1954
2021-10-28 10:43:32 +02:00
Sébastien Villemot
c67fd57237
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1953
2021-10-28 10:42:55 +02:00
Johannes Pfeifer
f09b048c8f
inverse_gamma_specification.m: correct header
...
[skip CI]
2021-10-27 10:13:04 +02:00
Stéphane Adjemian (Charybdis)
5e0c4272ce
Fix wrong logic in test introduced in ceb67c42c
.
2021-10-26 10:24:19 +02:00
Stéphane Adjemian (Charybdis)
ceb67c42c7
Add more explicit error message.
...
pac.print does not work in PAC/MCE equations.
2021-10-25 19:23:51 +02:00
Sébastien Villemot
23fdec40f1
Merge branch 'purely_backward' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1951
2021-10-25 18:27:58 +02:00
Johannes Pfeifer
17a58ccec6
stochastic_solvers.m: fix bug introduced in 57bbec1f
...
Rely on lead_lag_incidence instead of kstate to identify states
2021-10-25 18:24:54 +02:00
Johannes Pfeifer
c72d7e0ffd
mode_check.m: have debug mode provide explicit message instead of just the code
2021-10-25 16:54:34 +02:00
Johannes Pfeifer
8e063f0c33
evaluate_steady_state.m: fix missed transition to cell array
2021-10-25 16:44:12 +02:00
Stéphane Adjemian (Charybdis)
a5ccd0ae90
Acknowldge time_shift option in print_expectations.
...
Lagged information set was missing in the evaluation routine.
2021-10-24 19:32:46 +02:00
Stéphane Adjemian (Charybdis)
7f0ba33d5a
Fix doc headers (missing output).
2021-10-24 19:32:46 +02:00
Sébastien Villemot
356999768c
Merge branch 'planner_output' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1949
2021-10-22 17:38:28 +02:00
Johannes Pfeifer
048e059b68
evaluate_planner_objective.m: add warning if NaN are encountered
2021-10-21 11:42:43 +02:00
Stéphane Adjemian (Ryûk)
9acac86bd8
Fix cherrypick for PAC equations in case of rule of thumb agents.
...
The correction for growth neutrality should be substituted in the optimal part
of the PAC equations.
(cherry picked from commit 12694ff9347b2191b4e0f6a32cb038956cb38f53)
2021-10-21 10:22:33 +02:00
Stéphane Adjemian (Ryûk)
f778e3c1ce
Fix growth neutrality correction in PAC equations.
...
- Force long run levels of the exogenous variables to be zero or g (the BGP growth rate of the LHS endogenous variable).
- Fix the correction of the correction for the share λ (aak γ).
- Provisions for the case where the long run level of the exogenous variable is
different from 0 or g (see tmp1 and ll which should be added to the growth
neutrality correction as a constant).
(cherry picked from commit a4423d734e1df1d4ee09c7225d7fd610e0d94cd1)
2021-10-21 10:19:23 +02:00
Stéphane Adjemian (Ryûk)
96c24b3052
Add rehash command so that Matlab acknowledge the created routines.
...
[skip ci]
2021-10-21 09:59:37 +02:00
Johannes Pfeifer
e8fd1f53db
evaluate_planner_objective.m: suppress output
...
[skip CI]
2021-10-21 09:44:49 +02:00
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