c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
36705d505b
Merge branch 'make_ex' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1968
2021-12-07 12:20:29 +01:00
cf829fb28e
A few fixes for k-order welfare assesment in `evaluate_planner_objective`
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As suggested in !1962
2021-12-07 12:19:30 +01:00
ce9bb2f09d
make_ex_.m: gracefully exit if user attempts to set non-existent period 0
2021-12-06 15:04:30 +01:00
7bc15927a9
realtime_shock_decomposition.m: gracefully exit if nobs-option is not set
2021-12-03 09:19:59 +01:00
82689795e4
dyn_first_order_solver.m: add debugging information
2021-12-01 14:36:21 +01:00
06fd42c19b
Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX
2021-11-26 17:37:53 +01:00
74d070c216
Merge branch 'model_diagnostics' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1964
2021-11-26 17:37:06 +01:00
a3956996f7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
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Ref. !1962
2021-11-26 17:35:30 +01:00
58343c3988
model_diagnostics.m: check for consistent number of equations for Ramsey case before checking for steady state
2021-11-25 16:04:14 +01:00
6b566d37c7
Add k-order conditional and unconditional welfare evaluation in evaluate_planner_objective
2021-11-24 17:30:02 +01:00
Stéphane Adjemian (Ryûk)
f4a7a5430c
Re-implement PAC equations.
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This commit only introduce new elements in the Dynare language (adding the
possibility to decompose the target into stationary and non stationary
components) and insure that all the former codes (ie without decomposition of
the target) are still working as expected.
2021-11-24 16:40:35 +01:00
91aa1f940f
Forbid the “block” option with “ramsey_model”/“ramsey_policy”
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The current implementation needs the Jacobian of the full model, which is not
provided by the block-decomposed routines.
Closes : #1823
2021-11-23 17:40:02 +01:00
4b76d76175
evaluate_static_model.m: fix the block without bytecode case
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The routine would not put elements at the right place in the residuals
vector (it would use variable indices instead of equation indices).
Also change the routine so that it computes a residual on evaluated
equations (instead of systematically returning zero for those).
Finally, simplify resid.m by calling this routine instead of embedding a
similar code.
Ref. #1823
2021-11-23 17:40:02 +01:00
0aadc88602
dynare_solve.m: allow turning off display of messages
2021-11-23 12:41:35 +01:00
4aaea53cd6
osr1.m: fix display of compatible optimizers
2021-11-23 12:41:04 +01:00
Stéphane Adjemian (Ryûk)
c38d58b56f
Remove debugging display (growth neutrality correction).
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(cherry picked from commit 238b66dfe0fd0bcb56becaf1ed96be800d90ba40)
2021-11-17 15:10:09 +01:00
Stéphane Adjemian (Ryûk)
0c9eb182c4
Cosmetic change.
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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).
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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.
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(cherry picked from commit 405110a9e2e7dbcd41d0aa406986e016aa3a0dff)
2021-11-17 15:07:57 +01:00
Stéphane Adjemian (Ryûk)
39df328319
Fix bug in PAC/MCE.
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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
1280566bec
CI: bump to Octave 6.4.0
2021-11-09 18:12:36 +01:00
1f44c78170
Merge branch 'ramsey' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1959
2021-11-09 11:02:00 +01:00
1174cad1f8
evaluate_static_model.m: provide jacobian output with bytecode
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Set to NaN for block
2021-11-08 14:31:24 +01:00
7cffd34b66
Ramsey: do not check static model if steady state file is present
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Check will typically crash due to initialization with 0
2021-11-08 14:31:12 +01:00
f9e3132e4e
Merge branch 'dyn_ramsey_static' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1957
2021-11-08 12:23:35 +01:00
ce899af24d
evaluate_static_model.m: provide promised output argument
2021-11-05 12:27:12 +01:00
9a32720ac0
evaluate_steady_state.m: allow debugging of Ramsey equations
2021-11-05 12:22:43 +01:00
b1e72d531d
dyn_ramsey_static.m: only read first entry of error code
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May crash otherwise
2021-11-05 08:59:47 +01:00
e173ad938b
evaluate_planner_objective.m: gracefully exit if decision rules are missing
2021-11-02 18:19:43 +01:00
3f40404bc0
Merge branch 'header' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1954
2021-10-28 10:43:32 +02:00
c67fd57237
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1953
2021-10-28 10:42:55 +02:00
f09b048c8f
inverse_gamma_specification.m: correct header
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[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.
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pac.print does not work in PAC/MCE equations.
2021-10-25 19:23:51 +02:00
23fdec40f1
Merge branch 'purely_backward' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1951
2021-10-25 18:27:58 +02:00
17a58ccec6
stochastic_solvers.m: fix bug introduced in 57bbec1f
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Rely on lead_lag_incidence instead of kstate to identify states
2021-10-25 18:24:54 +02:00
c72d7e0ffd
mode_check.m: have debug mode provide explicit message instead of just the code
2021-10-25 16:54:34 +02:00
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.
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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
356999768c
Merge branch 'planner_output' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1949
2021-10-22 17:38:28 +02:00
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.
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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.
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- 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.
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[skip ci]
2021-10-21 09:59:37 +02:00
e8fd1f53db
evaluate_planner_objective.m: suppress output
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[skip CI]
2021-10-21 09:44:49 +02:00
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1946
2021-10-20 15:54:40 +02:00
e66a1a63f8
local_state_space_iteration_2 MEX: enable parallelization by default
2021-10-20 15:33:04 +02:00
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
Sébastien Villemot
Normann Rion
Stéphane Adjemian (Ryûk)