b429a23852
Added trap for complex residuals and jacobian in nonlinear solver.
2017-09-29 10:19:54 +02:00
05d8058d57
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:17:33 +02:00
108c10cdb2
Merge branch 'master' into ecb-master
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Fixed conflicts:
doc/userguide/models/fs2000ns_steadystate.m
doc/userguide/models/fsdat.m
matlab/modules/dseries
mex/sources/estimation/tests/logposterior_dll_test/random_walk_metropolis_hastings_core.m
mex/sources/estimation/tests/logposterior_dll_test/rawdata_euromodel_1.m
mex/sources/estimation/tests/random_walk_metropolis_hastings_core.m
mex/sources/estimation/tests/rawdata_euromodel_1.m
2017-09-28 10:33:17 +02:00
919e9713a8
Fixed typo.
2017-09-28 10:18:29 +02:00
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00
eae4bc91b8
Updated dseries submodule.
2017-09-28 10:12:53 +02:00
a05fa7e086
Fixed bug in one sided HP filter.
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User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
27dd46dab0
preprocessor: special output for power deriv in JSON
2017-09-27 15:25:32 +02:00
7c3c1ac287
Added routine for computing residuals of backward models.
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- checkdatabaseforinversion (adds auxiliary variables in database and performs various checks).
- calibrateresiduals (compute the residuals).
- Also updated dseries submodule:
+ If 0 is passed as an argument to lag or lead, then these methods do not change the object, ie o.lag(0)==o. This change is
necessary for defining the auxiliary variables in checkdatabaseforinversion.
+ Completed X13 interface.
+ Added new members ops (whick keep track of all the transformations on the variables) and tags.
2017-09-25 08:26:02 +02:00
fb6a11f544
move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git
2017-09-22 15:31:23 +02:00
38c2975855
files that should have been included in 5c821b784d
2017-09-22 13:13:08 +02:00
5c821b784d
doc: move user guide to https://github.com/DynareTeam/user-guide.git
2017-09-22 11:52:51 +02:00
dbe35d1819
preprocessor: remove unnecessary global declaration. closes #1518
2017-09-18 11:42:36 +02:00
3aac5663d6
preprocessor: fix int/size_t comparison warning for g++
2017-09-15 10:59:58 +02:00
0f2be11005
Merge pull request #1515 from JohannesPfeifer/patch-2
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Fix copy and past mistake in dsge_simulated_theoretical_variance_deco…
2017-09-15 10:14:13 +02:00
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
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Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
151363e3b1
remove file that was erroneously included in 25121bca4f
2017-09-15 09:39:59 +02:00
e9c4c836ce
Fixed typo.
2017-09-13 18:34:02 +02:00
97743cbb3f
Merge branch 'master' into ecb-master
2017-09-13 18:27:15 +02:00
768a3e8be6
Fixed typo (historical values for exogenous variables).
2017-09-13 18:03:06 +02:00
d13eacb35a
Fixed typo (historical values for exogenous variables).
2017-09-13 17:58:45 +02:00
43264d07c5
Merge pull request #1511 from JohannesPfeifer/histval_tests
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Add integration tests for #1193 and #1510
2017-09-13 12:07:34 +02:00
71ee63dc0d
preprocessor: histval lag check must be made after transformation to the dynamic model due to ramsey_policy. closes #1193
2017-09-13 11:37:49 +02:00
79e510a99e
Add integration tests for #1193 and #1510
2017-09-13 10:20:09 +02:00
8113c88a0b
preprocessor: histval should only accept lag values <= 0. closes #1510
2017-09-13 10:16:19 +02:00
91a954edf5
preprocessor: factorize code that checks for valid symb_id
2017-09-12 14:37:37 +02:00
9649f2e9de
preprocessor: remove size filed in Symbol Table class. closes #1380
2017-09-12 14:37:32 +02:00
853a68286a
preprocessor: remove commented RamseyConstraintsStatement code
2017-09-12 13:29:43 +02:00
4cfaa2545e
preprocessor: allow variables that become state variables in ramsey_policy to be set in histval. closes #1193
2017-09-11 18:14:56 +02:00
513abe445f
doc: update for change in 24a03ee290. #1509
2017-09-08 18:20:56 +02:00
24a03ee290
preprocessor: allow passing mod file as string. Closes #1509
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Usage: ./dynare_m $'<<mod file text>>'
The $’’ expands special characters. This is necessary because our setup for native matlab statements require that they end with a newline. In other words, the rest of the mod file can be sent on one line, but if there is a native matlab statement you must enter a `\n` after it.
NB: In this case, apostrophes must be escaped: ' becomes \'
e.g., to run tests/example1.mod:
./dynare_m $'//Example 1 from Collard\'s guide to Dynare\nvar y, c, k, a, h, b;varexo e, u;verbatim;% I want these comments included in\n% example1.m 1999q1 1999y\n%\nvar = 1;\nend;parameters beta, rho, alpha, delta, theta, psi, tau;alpha = 0.36;rho = 0.95;tau = 0.025;beta = 0.99;delta = 0.025;psi = 0;theta = 2.95;phi = 0.1;\nmodel;c*theta*h^(1+psi)=(1-alpha)*y;k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))*(exp(b(+1))*alpha*y(+1)+(1-delta)*k));y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));k = exp(b)*(y-c)+(1-delta)*k(-1);a = rho*a(-1)+tau*b(-1) + e;b = tau*a(-1)+rho*b(-1) + u;end;initval;y = 1.08068253095672;c = 0.80359242014163;h = 0.29175631001732;k = 11.08360443260358;a = 0;b = 0;e = 0;u = 0;end;shocks;var e; stderr 0.009;var u; stderr 0.009;var e, u = phi*0.009*0.009;end; stoch_simul;'
2017-09-08 17:40:04 +02:00
d648f76462
dynare.m: aesthetic fix: remove unnecessary parenthesis
2017-09-08 15:09:05 +02:00
43bed00e3f
dynare.m: don’t redo strfind as value exists in dot_location variable
2017-09-08 15:07:40 +02:00
9c86168d63
Revert "simplify check for ‘.’ in name"
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This reverts commit a302b7af99
2017-09-08 15:07:23 +02:00
a302b7af99
simplify check for ‘.’ in name
2017-09-08 14:57:53 +02:00
c026113314
preprocessor: add backslashes to log output in latex. closes #1507
2017-09-08 11:06:37 +02:00
1ad6261bfa
Updated dseries submodule (fixed calls to x13 on osx).
2017-09-05 14:59:30 +02:00
0a539b36af
Updated dseries submodule (X13 fixes).
2017-09-05 12:27:06 +02:00
7b458a55e7
Updated dseries submodule (adds interface to OSX binaries for X13).
2017-09-02 12:07:48 +02:00
442e773c7f
Merge pull request #1505 from JohannesPfeifer/write_latex_steady_state_model
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Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 18:09:22 +02:00
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
26b5937583
Updated git submodule.
2017-09-01 10:20:47 +02:00
1d9542c0c3
Merge branch 'master' into ecb-master
2017-08-31 15:00:08 +02:00
c468488575
Fixed dimension of exo_simul (always add one row).
2017-08-31 14:55:49 +02:00
1ff2bc38c1
Fixed typo introduced in previous merge.
2017-08-31 12:15:33 +02:00
167992f7e7
Merge branch 'master' into ecb-master
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Fixed conflicts:
preprocessor/DynareBison.yy
preprocessor/Statement.hh
2017-08-31 12:09:43 +02:00
0efff7c185
Fixed timing bugs in simulation of backward models with lags on exogenous variables.
2017-08-31 11:41:18 +02:00
591a68bf50
Added option stochastic to Dynare command.
2017-08-31 10:19:43 +02:00
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00
4b5b85c8ea
preprocessor: don’t allow write_latex_steady_state_model without steady_state_model block. #1496
2017-08-30 15:46:17 +02:00
Stéphane Adjemian (Scylla)
Houtan Bastani
Johannes Pfeifer