86d6e21450
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
01f42d3313
preprocessor: take care of extra exos in dynare_sensitivity
2015-04-01 15:06:04 +02:00
e519e99220
preprocessor: take care of extra exos in estimation
2015-04-01 14:36:56 +02:00
fbe777c4fd
preprocessor: take care of extra exos in discretionary_policy
2015-04-01 14:26:07 +02:00
3842b45868
preprocessor: take care of extra exos in ramsey_policy
2015-04-01 14:19:51 +02:00
afe123a79f
preprocessor: take care of extra exos in ramsey_model statement
2015-03-31 17:50:16 +02:00
5b77bb817e
preprocessor: take care of extra exos in forecast statement
2015-03-31 17:41:41 +02:00
5873adc5df
preprocessor: take care of extra exos in stoch_simul
2015-03-31 16:59:47 +02:00
6db9f10353
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
d77b5104d2
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
bdb6a2602e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
0e8aea46a7
preprocessor: replace \n with endl
2014-12-15 11:44:27 +01:00
dbf941a3fa
preprocessor: add return argument to dynare_estimation, #812
2014-12-15 11:35:28 +01:00
eae9f688c5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
8f47c731dc
fixing bug introduced in commit 4185e8af14
2014-09-30 07:58:51 +02:00
4185e8af14
fixed bug in handling options for ramsey_model
2014-09-28 10:07:08 +02:00
4f02e58010
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
66d08ac3bf
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
9c4b2d949b
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
a03bc44d45
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156Closes #35
2014-04-08 17:53:10 +02:00
9eebfc87b0
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
b0546cd939
add missing semicolon
2014-03-25 15:42:33 +01:00
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
d945395a15
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
c21b7d9b34
rebase fixes
2014-02-24 12:41:02 +01:00
bb0045a892
ms-dsge: add options statement
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
b37e3850e5
ms-dsge: write C output
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
b426f7236c
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
2fcb379b92
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
49a51ed808
Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
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Closes #549
2013-12-09 16:23:49 +01:00
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
cf6f5915e0
Fix bug with DSGE-VAR introduced in f7cdc39f
2013-12-02 17:22:16 +01:00
f7cdc39ff2
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
7faf72ab85
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
051213f798
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
808d6ae1ad
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
80768beb1f
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
022f05490a
Merge branch 'master' into use-dynSeries
2013-09-24 16:49:38 +02:00
e75e6a12db
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
8c12e4afe3
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
691828cc2f
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
388b32ef94
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
d2b020c853
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
a71edd5485
Removed test on datafile option. This option is no more mandatory
2013-09-12 13:52:24 +02:00
42bd3ee85d
Fixed typo.
2013-09-07 16:05:01 +02:00
c9edb8d215
fix typo
2013-08-06 16:02:55 -04:00
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
f6f218f828
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
2f248dcec4
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
50f2d00ad8
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
b2dcf27c12
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +01:00
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
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This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
8c83135c0f
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
badeec612f
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
34db22c3bc
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
5657dc8228
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
12980236dc
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
354efdc803
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
808dade20f
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
00f526dbb7
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
8fec04dbf8
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
648690a2d9
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
83afb256cf
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
74476d1276
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
cabf4bba8e
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
9e30b3e5d0
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
08bcf39fe7
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
7e6bd80f17
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
8d69c8bf2b
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
9741b3b3ec
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
36295da47a
cosmetic change
2012-03-30 15:37:15 +02:00
26d245ac4b
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
50551cc6b2
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
93db8937ab
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
2be333da55
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
7feb27fe1c
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
d54e4c4b17
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
791d0ff06a
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
90e2de65f7
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
c5ace037ad
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
f7ca98554e
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
2e6762ebd0
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Charybdis)
Sébastien Villemot
ferhat
Houtan Bastani
Sébastien Villemot