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43 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Houtan Bastani 383a852c9c Revert "Merge branch 'rmExtraExo'" 
This reverts commit 28ffa9c56f, reversing
changes made to 60b3577a09.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
 2015-06-09 16:42:51 +02:00
Houtan Bastani 729954137b preprocessor: fix sign comparison warning 2015-06-08 10:33:04 +02:00
Houtan Bastani 28ffa9c56f Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani 8fa6dbc233 preprocessor: fix bug in shocks statement for removal of exos 2015-03-31 12:45:31 +02:00
Houtan Bastani 181649e420 fix copyright dates 2015-03-31 12:23:36 +02:00
Houtan Bastani eb23adfb76 remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs 2015-03-10 17:57:30 +01:00
Sébastien Villemot a8f9fdf296 New option "overwrite" to "shocks" and "mshocks". 
Tells that a new block overwrite the previous ones instead of being cumulative.
 2014-04-10 11:54:49 +02:00
Sébastien Villemot df0db38b3c Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks. 2014-04-10 11:43:26 +02:00
Sébastien Villemot 242a504cdc Multiple "shocks" block are cumulative. 
This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
 2014-04-09 15:23:20 +02:00
Sébastien Villemot a03bc44d45 Remove workaround preventing the use of "shocks" before "endval". 
It now works correctly since 82b31156.

Closes #35
 2014-04-08 17:53:10 +02:00
Sébastien Villemot 82b3115696 Store deterministic shocks information in M_. 
Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35.

Closes #271
 2014-04-08 17:43:58 +02:00
Sébastien Villemot 632fd01836 Allow ranges in lags/periods specification of {irf,moment}_calibration. 
Ref #267
 2014-03-17 18:12:04 +01:00
Sébastien Villemot 159cdea475 Change fields in options_ for {irf,moment}_calibration. 
Ref #267
 2014-03-17 18:12:04 +01:00
Sébastien Villemot 3c1271f5c2 Implement syntaxes for moment_calibration and irf_calibration. 
Ref #267
 2014-02-10 19:23:06 +01:00
ferhat bae79d62a4 The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax. 2013-12-31 01:57:30 +01:00
Sébastien Villemot ed2f6d62c1 Refactor code for collecting variables appearing in expressions 
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
 2013-11-29 15:37:11 +01:00
Sébastien Villemot f7cdc39ff2 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks 
Closes #469
 2013-11-29 14:51:17 +01:00
Houtan Bastani a943463ee5 preprocessor: remove unused private field in ConditionalForecastPathsStatement 2013-11-20 12:17:07 +01:00
Houtan Bastani 6f25bfbea0 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani 07137e804b preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Sébastien Villemot e1fbb2c5cd Move check on variables types within 'shocks' block to the checking pass stage 
Closes #448
 2013-08-27 10:38:54 +02:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot 5657dc8228 Amend the workaround for ticket #35, so that shocks+endval+simul can looped over 2012-07-30 17:01:42 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Stéphane Adjemian (Charybdis) 8dc1b9037d Fixed bug in conditional forecasts (wrong indexing of the controlled variables). 2012-06-07 11:07:22 +02:00
Michel Juillard 3cdde731dc propagating the change in calling sequence for CheckPass() 2012-02-02 21:10:47 +01:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Sébastien Villemot dbc9795a08 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot f1abbe724f Preprocessor: cosmetic changes related to 'size_t' 2010-06-18 15:48:46 +02:00
Sébastien Villemot b2220c0346 Preprocessor: rename a function argument to avoid name conflict with standard error filestream 2010-04-15 17:46:05 +02:00
Sébastien Villemot 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
sebastien e6f1a53e60 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:13:23 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
sebastien dbc9e0996d * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast" 
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-16 17:23:57 +00:00
sebastien 4005d25f25 trunk preprocessor: 
* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-27 12:19:25 +00:00
sebastien 723b260f9f trunk preprocessor: automatic reindentation of all code with emacs 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-23 10:59:37 +00:00
michel 6ea5d0b9d5 Fix parentheses error in corr expression in shocks block 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2130 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-02 08:05:11 +00:00
sebastien 120d412152 v4: dropped Scilab support 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-16 16:33:28 +00:00
michel ba0b58dfab v4: changing name of preprocessor directory 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-02-03 10:28:36 +00:00