Houtan Bastani
c27fbcfa79
Merge branch 'master' into rmExtraExo
2015-04-14 14:47:59 +02:00
Houtan Bastani
f5cf7617a6
preprocessor: method out of order
2015-04-14 14:47:26 +02:00
Houtan Bastani
a7ffb0e6c8
preprocessor: take care of exos in calib_smoother statements
2015-04-14 14:42:17 +02:00
Houtan Bastani
d6dec9335e
preprocessor: take care of exos in options statements
2015-04-14 12:49:15 +02:00
Houtan Bastani
008cf9dc0a
preprocessor: take care of exos in prior statements
2015-04-14 12:06:53 +02:00
Houtan Bastani
69ec4bf269
Merge branch 'master' into rmExtraExo
2015-04-14 11:33:57 +02:00
Houtan Bastani
44bb0672d2
preprocessor: method out of order
2015-04-14 11:33:02 +02:00
Houtan Bastani
37e9b5d3fa
preprocessor: take care of extra exos in ramsey_model instruments option
2015-04-09 16:29:52 +02:00
Houtan Bastani
c71d1e77a9
preprocessor: replace catch all exceptions in catch statements for clone/reindex methods
2015-04-09 16:17:22 +02:00
Houtan Bastani
4d8e0c7f3b
preprocessor: pointer to symbol_table unnecessary
2015-04-09 16:08:55 +02:00
Houtan Bastani
d8b132e39a
preprocessor: remove commented code
2015-04-09 12:36:07 +02:00
Houtan Bastani
960130867e
preprocessor: take care of extra exos in plot_conditional_forecast
2015-04-09 12:16:52 +02:00
Houtan Bastani
5be06a3352
preprocessor: take care of extra exos in conditional_forecast
2015-04-09 12:12:09 +02:00
Houtan Bastani
959890b375
preprocessor: take care of extra exos in shock_decomposition
2015-04-09 12:04:36 +02:00
Houtan Bastani
346e8bae13
preprocessor: take care of extra exos in ms_sbvar_irf
2015-04-08 17:30:45 +02:00
Houtan Bastani
613e7461e0
preprocessor: take care of extra exos in planner_objective
2015-04-08 16:35:09 +02:00
Houtan Bastani
c72ebcdef1
preprocessor: take care of extra exos in dynatype
2015-04-03 17:15:01 +02:00
Houtan Bastani
526dd30d8c
preprocessor: take care of extra exos in dynasave
2015-04-03 17:11:28 +02:00
Houtan Bastani
2cd3213230
preprocessor: take care of extra exos in optim_weights
2015-04-03 17:07:26 +02:00
Houtan Bastani
28f9e3ed09
preprocessor: take care of extra exos in osr
2015-04-03 17:07:25 +02:00
Houtan Bastani
cdf4ca5116
preprocessor: take care of extra exos in osr_params
2015-04-03 17:07:25 +02:00
Houtan Bastani
9fa6cb3bd1
preprocessor: take care of extra exos in observation_trends
2015-04-03 17:07:18 +02:00
Houtan Bastani
5d3753f466
take care of extra exos in estimated_params_bounds
2015-04-02 18:03:16 +02:00
Houtan Bastani
3842303fc4
take care of extra exos in estimated_params_init
2015-04-02 17:57:12 +02:00
Houtan Bastani
3422bfcf93
take care of extra exos in estimated_params
2015-04-02 17:42:01 +02:00
Houtan Bastani
a6c9e36769
preprocessor: take care of extra exos in rplot
2015-04-01 15:48:07 +02:00
Houtan Bastani
3ca0fcfb31
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
Houtan Bastani
86d6e21450
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
Houtan Bastani
01f42d3313
preprocessor: take care of extra exos in dynare_sensitivity
2015-04-01 15:06:04 +02:00
Houtan Bastani
e519e99220
preprocessor: take care of extra exos in estimation
2015-04-01 14:36:56 +02:00
Houtan Bastani
fbe777c4fd
preprocessor: take care of extra exos in discretionary_policy
2015-04-01 14:26:07 +02:00
Houtan Bastani
3842b45868
preprocessor: take care of extra exos in ramsey_policy
2015-04-01 14:19:51 +02:00
Houtan Bastani
afe123a79f
preprocessor: take care of extra exos in ramsey_model statement
2015-03-31 17:50:16 +02:00
Houtan Bastani
5b77bb817e
preprocessor: take care of extra exos in forecast statement
2015-03-31 17:41:41 +02:00
Houtan Bastani
5873adc5df
preprocessor: take care of extra exos in stoch_simul
2015-03-31 16:59:47 +02:00
Houtan Bastani
6db9f10353
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
Houtan Bastani
d77b5104d2
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
Houtan Bastani
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
Houtan Bastani
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
Houtan Bastani
bdb6a2602e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
Houtan Bastani
0e8aea46a7
preprocessor: replace \n with endl
2014-12-15 11:44:27 +01:00
Houtan Bastani
dbf941a3fa
preprocessor: add return argument to dynare_estimation, #812
2014-12-15 11:35:28 +01:00
Houtan Bastani
eae9f688c5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
Michel Juillard
8f47c731dc
fixing bug introduced in commit 4185e8af14
2014-09-30 07:58:51 +02:00
Michel Juillard
4185e8af14
fixed bug in handling options for ramsey_model
2014-09-28 10:07:08 +02:00
Stéphane Adjemian (Charybdis)
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
Stéphane Adjemian (Charybdis)
06d1f66242
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
Stéphane Adjemian (Scylla)
66d08ac3bf
Merge branch 'master' into use-dynSeries
...
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
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
Sébastien Villemot
9eebfc87b0
Improvements to smoother2histval (ref #594 )
...
- 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
Houtan Bastani
8956bddeba
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
Houtan Bastani
b0546cd939
add missing semicolon
2014-03-25 15:42:33 +01:00
Michel Juillard
fabcbb7042
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
Michel Juillard
d945395a15
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
Houtan Bastani
c21b7d9b34
rebase fixes
2014-02-24 12:41:02 +01:00
Houtan Bastani
bb0045a892
ms-dsge: add options statement
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani
b37e3850e5
ms-dsge: write C output
...
Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
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
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
Michel Juillard
86a083697e
osr: added optimal value of parameters to oo_.osr.optim_params; moved
...
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard
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
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
Stéphane Adjemian (Scylla)
1b57cb4a07
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
Sébastien Villemot
cf6f5915e0
Fix bug with DSGE-VAR introduced in f7cdc39f
2013-12-02 17:22:16 +01:00
Sébastien Villemot
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
Houtan Bastani
7faf72ab85
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
Stéphane Adjemian (Penelope)
0c00151092
Merge branch 'master' into remove-dynDate-class
...
Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Houtan Bastani
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
ferhat
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
Houtan Bastani
808d6ae1ad
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
Sébastien Villemot
80768beb1f
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
Stéphane Adjemian (Charybdis)
022f05490a
Merge branch 'master' into use-dynSeries
2013-09-24 16:49:38 +02:00
Houtan Bastani
e75e6a12db
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
Houtan Bastani
8c12e4afe3
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
Houtan Bastani
691828cc2f
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
Houtan Bastani
388b32ef94
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
Houtan Bastani
d2b020c853
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
Stéphane Adjemian (Charybdis)
a71edd5485
Removed test on datafile option. This option is no more mandatory
2013-09-12 13:52:24 +02:00
Stéphane Adjemian (Charybdis)
42bd3ee85d
Fixed typo.
2013-09-07 16:05:01 +02:00
Houtan Bastani
c9edb8d215
fix typo
2013-08-06 16:02:55 -04:00
Stéphane Adjemian (Charybdis)
5d56a4f2b0
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
Sébastien Villemot
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
Sébastien Villemot
2f248dcec4
Do not check for the steady state in diffuse filter mode
...
Closes #400
2013-06-03 15:56:10 +02:00
Sébastien Villemot
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
Sébastien Villemot
b2dcf27c12
estimated_params: check that no symbol is declared twice in the block
...
Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot
eed3651d6e
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
Sébastien Villemot
14ed3d94a9
Ensure that running check without stoch_simul still sets oo_.dr.eigval
...
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
Ferhat Mihoubi
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Sébastien Villemot
8c83135c0f
Add derivatives of static model w.r.t. parameters
...
The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
badeec612f
Add interface and documentation to model_diagnostics
...
Closes : #205
2012-11-16 12:34:49 +01:00
Michel Juillard
34db22c3bc
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
Houtan Bastani
12af7298ef
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
Michel Juillard
9d224dba1f
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +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
Houtan Bastani
12980236dc
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
Sébastien Villemot
354efdc803
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
Sébastien Villemot
808dade20f
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
Sébastien Villemot
a87cac34ca
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00