8e7d0d2c5d
Preprocessor binary renamed and moved, various other improvements to make install rules
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– preprocessor binary renamed to dynare-preprocessor
— the preprocessor binary is now installed under a preprocessor/ top-level directory
— a backward-compatibility symlink is still provided under
matlab/preprocessor64/dynare_m
— the make install rule now install PDF and HTML documentation when those have
been built
Closes : #1728
2021-01-06 18:17:20 +01:00
860775ca49
Merge branch 'labels' of git.dynare.org:JohannesPfeifer/dynare
2021-01-06 14:30:52 +01:00
25d5352350
Include Dynare version and input arguments into log file
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The log file is now started from dynare.m.
Closes : #1743
2021-01-06 14:29:37 +01:00
ca978b6bf7
get_labels_transformed_vars.m: fix header
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[skip CI]
2021-01-06 10:27:53 +01:00
8b3da285d2
Merge branch 'msbvar' of git.dynare.org:JohannesPfeifer/dynare
2021-01-04 14:27:32 +01:00
3ef988dfcd
msbvar: provide error is chain is not specified
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See https://forum.dynare.org/t/cannot-have-number-of-chains-for-variance-or-coefficient-bigger-than-1/16650
2021-01-01 11:31:33 +01:00
9c52aec23d
Adjust output of loglinear option to make clear when a logged variable is used
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- use of function for getting labels will allow to accommodate https://git.dynare.org/Dynare/dynare/-/issues/349
- incidentally fixes a bug in the display of the simulated variance decomposition for observables with measurement error
2020-12-23 13:53:44 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
9728a52889
evaluate_planner_objective.m: lift size restriction by solving Lyapunov equation instead of using Kronecker
2020-12-19 14:12:12 +01:00
4b793da2c3
discretionary_policy: allow for non-linear model to be used
2020-12-18 18:22:39 +01:00
205b87d195
MoM: Fix typos, improve messages and checks, schur_vec_tol option, dname
2020-12-18 16:16:30 +01:00
2359a1496c
MoM: Changed default qz_criterium and added Schur_vec_tol
2020-12-18 16:16:30 +01:00
4d9ee3f8e5
MoM: Update To-Do list
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- lsqnonlin takes less time in Andreasen toolbox due to different handling of bounds; our approach is better (objective is smaller for RBC model)
- user-specified weightning matrix does work
- qz_criterium is set to 1+e-6 to allow for unit-roots (but observables need to be stationary)
- informative message is printed that NaN values in data moments are replaced by mean
- estimated_params_bounds work as well as informative message when parameters are not calibrated
- SMM at any order without pruning works
- SMM with pruning works for orders 1,2,3; for orders above 3 simult_.m throws an error that pruning is not available
- Analytical standard errors for GMM and Bayesian estimation is included
- dirname is not needed
- Remaining to dos are updated
2020-12-18 16:16:30 +01:00
5d475d4527
MoM: Checks and fixes for perturbation order and pruning
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- Set pruning to false as default, for GMM we turn it on for order>2 and display a message for the user that we do so
- Provide error if users try GMM with order > 3
- For SMM, order > 2 and no pruning, simult_.m uses Dynare++ routines which require a seed
2020-12-18 16:16:10 +01:00
363610affe
MoM: Save checkplot data also in graphs folder
2020-12-18 16:16:10 +01:00
eae5e2f029
MoM: Add analytical standard errors for GMM
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Reset analytic_derivation_mode for steadystate file parameter changes
MoM: Fix GMM analytical standard errors wrong dimensions in autocovs
2020-12-18 16:16:10 +01:00
ec8ea32b3e
Merge branch 'dname' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:43:30 +01:00
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
7bdf07631a
Provide better warnings when using ramsey_constraints
2020-12-18 12:59:29 +00:00
83774a1f44
global_initialization.m: Remove automatic creation of directories
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When using `dname` they would be redundant
2020-12-17 20:10:58 +01:00
f2cde3b6d9
Make schur_vec_tol settable and document it
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
b8d396e388
Merge branch 'pruned_moments' of git.dynare.org:JohannesPfeifer/dynare
2020-12-17 16:47:02 +01:00
49e73e48d3
dseries: Octave 6 compatibility fixes
2020-12-17 16:44:26 +01:00
44f3a26042
Octave 6 compatibility fix
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By the way, remove an obsolete version test for MATLAB (since we now require
R2014a).
2020-12-17 16:08:32 +01:00
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
da3943beba
Make sure output is saved in dname-folder
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That's where other functions are looking for them
2020-12-16 22:41:55 +01:00
4aa25e26b2
Merge branch 'ramsey_tag' into 'master'
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get_complementarity_conditions.m: fix variable naming
See merge request Dynare/dynare!1788
2020-12-14 17:55:37 +00:00
3f18acb1f2
get_complementarity_conditions.m: fix variable naming
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Model structure must be named M_ for eval-statement with parameters replaced by position in M_.params to work
2020-12-14 17:46:08 +01:00
9351fd662f
Merge branch 'cova_compute' into 'master'
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🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance
See merge request Dynare/dynare!1787
2020-12-10 11:35:51 +00:00
35b1a6859f
🐛 allow cova_compute=0 with user-defined MCMC_jumping_covariance
2020-12-09 22:31:43 +01:00
Stéphane Adjemian (Charybdis)
12ef75314a
Apply d8ddd9ef6 to deterministic exogenous variables.
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(cherry picked from commit eceba8d6da
2020-12-09 14:59:20 +01:00
Stéphane Adjemian (Charybdis)
ffa828a659
Fixed multiple periods expected shocks in the case of mshocks.
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(cherry picked from commit d8ddd9ef61
2020-12-09 14:59:20 +01:00
7e9a87c313
evaluate_steady_state.m: small simplification
2020-12-07 16:25:01 +01:00
1c0d1409ea
Fix the use of [static]/[dynamic] equations with the “block” option
2020-12-07 16:24:13 +01:00
a16023103b
ensure only lowercase files are retrieved
2020-12-07 12:31:37 +01:00
05c7925620
Accessors for posterior distributions of objects, needed by the MATLAB GUI
2020-12-07 12:31:26 +01:00
8ba1a15262
Remove outdated Occbin files
2020-12-03 10:50:58 +01:00
c160d24074
Octave 6 implements intersect(…, 'stable')
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[skip ci]
2020-11-30 18:26:50 +01:00
03641585e4
✅ Fix lsqnonlin in Octave
2020-11-26 17:07:46 +01:00
25f1641db1
Change order of checks for NaN moments, improve warnings and errors
2020-11-26 16:45:07 +01:00
21e61ef954
Merge branch 'identification_fixes' of git.dynare.org:wmutschl/dynare
2020-11-26 16:36:34 +01:00
a710532c3a
🐛 Fix identification error with unit root observables and diffuse_filter set
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Fixes #1752
2020-11-26 13:49:14 +01:00
4aa0fa540e
Display minimum in check plots in method of moments
2020-11-26 13:28:29 +01:00
8c63c97d3c
Merge branch 'numprocs' into 'master'
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Add num_procs.m function in missing
See merge request Dynare/dynare!1778
2020-11-23 16:51:42 +00:00
eb52fd1eaa
Add num_procs.m function in missing
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Preserves ability to run Dynare with m-replacements
[skip CI]
2020-11-23 15:51:55 +01:00
27946a7553
dyn_second_order_solver.m: remove unused code
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Redundant due to transformation to one lead-lag problem
2020-11-22 21:23:55 +01:00
3c1087a369
Fix for sylvester3a for purely forward-looking models
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In purely forward-looking models ghx is empty and sylvester3a gives a "Operands to the || and && operators must be convertible to logical scalar values" error, as e becomes a "1×0 empty double row vector" and not a logical.
2020-11-21 09:46:10 +01:00
e42654b812
method_of_moments.m: Octave compatibility fix
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Octave does not support randstream; related to https://git.dynare.org/Dynare/dynare/-/issues/1749
2020-11-19 10:07:35 +01:00
426e52e2d9
Merge branch 'mjdgges' into 'master'
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Add mjdgges.m unit test
Closes #1438
See merge request Dynare/dynare!1771
2020-11-13 17:10:14 +00:00
c4c8a0256d
Add mjdgges.m unit test
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1438
2020-11-13 15:55:20 +01:00
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Stéphane Adjemian (Charybdis)
Houtan Bastani