Commit Graph

71 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00
Michel Juillard 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
Houtan Bastani 8d69c8bf2b estimation: introduce options = options syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 26d245ac4b estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 46a655fbd5 estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani c5ace037ad estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani 6c5722ad2a preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani ed82146c37 preprocessor: bug fix in setting prior_variance 2011-12-23 18:22:40 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani eb20a995f2 preprocessor: allow symbol.subsample=symbol.subsample 2011-12-21 12:21:30 +01:00
Houtan Bastani c1e4155001 preprocessor: add subsamples 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 82d3c76ebb ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard f85c43d8f0 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Michel Juillard 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
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 9ac3d6800d MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Michel Juillard 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
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot 572f71881a Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables 2011-01-13 19:04:40 +01:00
Sébastien Villemot 92b1451c70 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Sébastien Villemot 771b4e766c Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues 2010-11-25 13:45:35 +01:00
Sébastien Villemot 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
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +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 54c1c0dfb6 Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae and 6582341799) 2010-08-30 14:37:48 +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 6582341799 enable multi-line native matlab statements 2010-06-21 13:08:42 +02:00
Houtan Bastani a0cd4b33ae remove comments that are placed on the same line as native Matlab code in a .mod file 2010-06-18 16:21:28 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +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
Sébastien Villemot 41343575a7 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani 1c3f7b83e5 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 5d45bf947d Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Houtan Bastani 28894927dd Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 19d114ed32 Restricted syntactical variances in the implementation of the external_functions statement. 2010-02-24 15:37:52 +01:00
Sébastien Villemot d860763122 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 12c4a52ebc Add support for external functions 2010-02-23 18:15:18 +01:00
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
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
houtanb 271297a446 changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00