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55 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +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
Michel Juillard 5fd307cfd5 option occbin allows for more equations than variables 2015-06-04 14:18:46 +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 6c937b1554 preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00
Sébastien Villemot 9c4b2d949b Introduce two new command: perfect_foresight_{setup,solver}. 
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
 2014-04-09 17:57:17 +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
Michel Juillard fabcbb7042 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Houtan Bastani 0c5966d487 ms-dsge: add param initialization to C output 2014-02-24 12:41:02 +01:00
Houtan Bastani b426f7236c ms-dsge: create C driver file without statements 
Conflicts:
	preprocessor/DynareMain2.cc
	preprocessor/ModFile.cc
	preprocessor/ModFile.hh
	preprocessor/Statement.hh
 2014-02-24 12:41:02 +01:00
Sébastien Villemot 49a51ed808 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration 
Closes #549
 2013-12-09 16:23:49 +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 6f25bfbea0 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani 9230a1ea0d fix header to remove compilation warning 2013-10-29 12:47:40 +01:00
ferhat 051213f798 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command: 
- 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
Houtan Bastani 374b36b904 Revert "preprocessor: replace dates with dynDates" 
This reverts commit 030fe52aff.

Conflicts:
	preprocessor/Statement.cc
 2013-10-10 11:04:56 +02:00
Houtan Bastani 030fe52aff preprocessor: replace dates with dynDates 2013-10-02 17:21:55 +02:00
Sébastien Villemot 50f2d00ad8 Detect if an extended_path statement is present 
Unused for the time being
 2013-04-25 18:07:32 +02:00
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 00f526dbb7 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Houtan Bastani 7feb27fe1c estimation: rewrite options output 2012-03-29 16:45:46 +02:00
Houtan Bastani d54e4c4b17 estimation: rewrite prior output 2012-03-29 16:07:01 +02:00
Sébastien Villemot ebbae7936e Preprocessor: add warning message for signature of checkPass method 2012-02-06 12:16:38 +01:00
Houtan Bastani 0ca000cdc9 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Houtan Bastani 2a2da609c2 ms-sbvar: enforce consecutive chain numbers for markov_switching 2012-01-04 14:42:06 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Houtan Bastani 98a8f54d38 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani 6d0b8e559e bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00
Sébastien Villemot 551db4a446 Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Sébastien Villemot 25cf12f4f1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Houtan Bastani bab490fc7f DSGE-VAR: support deprecated way of declaring dsge_prior_weight 2010-06-22 10:38:54 +02:00
Houtan Bastani 9b5df05804 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Houtan Bastani 8b7d4d590b fix typo 2010-06-18 16:21:28 +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
ferhat 46e144ad80 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 11:06:25 +00:00
houtanb fe723f0dab allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-10 22:49:50 +00:00
sebastien 2f7c327b0e k-order: 
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 11:50:58 +00:00
houtanb 965c743537 swz: svar_identification 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-04 21:32:19 +00:00
sebastien 494668a167 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-26 17:25:04 +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 df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00
sebastien 6799dc4301 preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy") 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:17:27 +00:00
sebastien dc49fbffdc Preprocessor: 
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-14 16:16:43 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block" 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:36:56 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00