d284f8fb83
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
f6f218f828
extended_path: new order and hybrid options (ref #152 )
...
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
f48141755c
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
bd72848d27
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
...
Closes #414
2013-05-27 17:07:47 +02:00
eb8ba88ea9
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
...
Closes #320
2013-05-24 12:13:32 +02:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
75b5f1d18a
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
...
Closes #307
2013-04-11 17:11:35 +02:00
39cc313964
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
...
- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
...
Closes #321
2013-03-18 11:12:49 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
90c15ec9ef
Add ar option to estimation
...
Closes : #276
2012-11-29 15:44:06 +01:00
badeec612f
Add interface and documentation to model_diagnostics
...
Closes : #205
2012-11-16 12:34:49 +01:00
8efb15f0a4
Allow infinite values in threshold_reform option of GSA
...
Closes : #266
2012-11-16 11:08:49 +01:00
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
a23b497a49
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
df4f82de12
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
868afeb953
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
0e5fed4bad
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
6bff503aca
Fix option simul_replic
2012-06-26 17:01:13 +02:00
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
8bbc3b2453
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
...
Closes : #216
2012-06-07 18:29:30 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
8ad27aba0c
Bison/Flex files: do not load C++ mode under Emacs
...
It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
c6495dfc9d
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
1316bd9555
fixed issues relative to homotopy (type I) when the user wants to
...
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
7a4405e754
added check_options are the same as steady_options. Added option
...
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
f7cf75a228
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
aa22cb56d1
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
...
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
...
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
8d69c8bf2b
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
26d245ac4b
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
46a655fbd5
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +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
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
...
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
fd2d3b0e4a
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
6c5722ad2a
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
f01b0025e0
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
ed82146c37
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
ea8162c11f
preprocessor: allow vec_value to accept commas
2011-12-21 12:21:30 +01:00
0554e47dc0
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
3ff704d36d
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
16e11d49df
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
16bf5c7642
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
87ffab3200
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
eb20a995f2
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
c1e4155001
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
f5bfdbb23f
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1e78d70659
preprocessor: add data command
2011-12-21 12:21:29 +01:00
29bead75c9
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
9c3551bcb8
ms-sbvar: adding missing case for linear restriction
2011-11-07 15:47:16 +01:00
82d3c76ebb
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
f85c43d8f0
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
ce9fe30a7a
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
e2dd3cb88f
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
90e4d40272
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
c73d179f4d
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
385871957e
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
8373f0b9a4
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
b824789d57
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
f3a1599d6d
svar: constants is not yet supported
2011-09-15 18:15:54 -04:00
ee8da2b1c9
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
b62c50bc0f
aesthetic fix
2011-09-15 18:03:30 -04:00
7d0a55cbf7
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
6d59190df9
MS-SBVAR: support xls datafile
2011-09-15 18:03:12 -04:00
3d8ccd07c4
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
9b3ca2b663
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
f1dc2c5157
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
4b176e4054
remove unused token
2011-09-14 11:53:45 -04:00
6c3d13da09
remove unused varlist option
2011-09-14 11:53:45 -04:00
75e57f4c18
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
f550c79570
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
2011-09-14 11:53:45 -04:00
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
3130cc3756
remove load_mh_file option from ms-sbvar code
2011-09-12 16:29:57 -04:00
ee84c481d5
sbvar: deprecate restriction_fname
2011-09-09 13:27:01 -04:00
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
4674d3a982
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
588ecee275
MS-SBVAR: preprocessor bug fixes
2011-08-04 00:40:26 +02:00
9ac3d6800d
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
a25454bedd
MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
2011-07-14 21:10:01 +02:00
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
0baa7d7ae9
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
d07d2ebf77
MS-SBVAR: updating options for command SBVAR
2011-06-03 14:06:15 +02:00
2b2de22956
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
82600953f1
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
075837b2f8
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
7f374f491f
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
074b6acb7d
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
90916c2359
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
f027679045
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
b86224199d
dynare_sensitivity interface: bug fix
2011-04-22 11:35:05 +02:00
595171a02b
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
e5d9a7eb42
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
6ad29c9879
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
2985413ac6
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
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
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
dfbd10a524
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
771b4e766c
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
76d5d441ea
Change the syntax for values of deterministic shocks:
...
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
dbc9795a08
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
cda56cab74
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +02:00
34828e4110
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +02:00
bab490fc7f
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
9b5df05804
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
ccaa8e6443
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
da74e53204
Preprocessor:
...
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
d6835338a5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
41343575a7
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
4eefafef8a
bug fix: prevent vars with leads/lags from being used outside of the model block.
2010-03-15 10:47:44 +01:00
1c3f7b83e5
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
5d45bf947d
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
28894927dd
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
Houtan Bastani
Houtan Bastani
Sébastien Villemot
Ferhat
Michel Juillard
Michel Juillard
Houtan Bastani