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
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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:
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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:
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* 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.
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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)
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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.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
houtanb
fe723f0dab
allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
houtanb
16e1bb2ef0
swz: implementation of svar
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
houtanb
a2f878a179
swz: markov switching statement
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
houtanb
965c743537
swz: svar_identification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
houtanb
26185780ac
implements predetermined_variables operator
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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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"
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* 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
254253e097
Build system: fix for FlexLexer.h
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2954 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:00:47 +00:00
sebastien
d7f8ec9108
Build system: incorporate FlexLexer.h, so that one can compile on systems without flex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2942 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-17 16:02:55 +00:00
houtanb
e08fa1f618
added steady_state operator to preprocessor
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 20:09:16 +00:00
sebastien
579b5f509e
Cleanup "cutoff" and "mfs" options (the former is no longer in options_)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:10:06 +00:00
sebastien
71f5e527e6
Remove obsolete "cutoff" and "markowitz" statements
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
sebastien
9a1339ad11
Added support for equation tags (thanks to Pablo for providing a patch)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:37:59 +00:00
ferhat
ed6cda0ca1
New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode ):
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- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
michel
a2448f6394
v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching).
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This is not yet completely operational.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-26 17:07:07 +00:00
michel
ef26fae773
v4: adding interface for shock decomposition
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-23 08:31:48 +00:00
sebastien
b0f252c2f4
Some restructurings in the preprocessor:
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* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-07 14:20:48 +00:00
sebastien
44c864f9f7
trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-30 13:14:33 +00:00
sebastien
b775f1812c
trunk preprocessor:
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* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-20 13:58:15 +00:00
sebastien
da408a908f
trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-14 15:02:51 +00:00
sebastien
3586f4b3bd
trunk preprocessor: removed the include/ directory
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2459 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-13 13:39:31 +00:00