efc174115e
Use verbatim block.
2019-06-17 11:33:56 +02:00
75945a62ac
Fixed plot_contribution routine.
2019-05-14 22:12:33 +02:00
ea68f849d5
Renamed routine.
2019-04-29 23:49:04 +02:00
92e7010b97
Added integration test.
2019-04-29 23:39:14 +02:00
b6a80229a9
Added integration test for cherrypick and agregate routines.
2019-04-27 18:12:53 +02:00
66e44dd830
Added missing routine.
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Example for agregate routine.
2019-04-10 09:56:30 +02:00
8740355407
Rewrote evaluate routine.
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- Can handle more than one equation.
- Can handle identities.
- Forbids dynamic equations.
- Can handle following LHS y, diff(y), diff(diff(y)), log(y), diff(log(y)) and
diff(diff(log(y))), other transformations will result in an error.
- Added integration tests.
Remark 1. In the integration tests I compare the values returned by the
evaluate routine with the values computed with the simulation
routines. Normally the discrepancies should be small, but this is not
the case when the endogenous variable appear under a log on the
LHS. My current conclusion is that this has more to do with the
cumulation of the accuracy errors in the simulation routine (a
sequence of Newton algorithms) rather than with the evaluate routine.
Remark 2. Currently the only allowed nonlinear transformation on the LHS
endogenous variable is the log. It is not difficult to generalise, at
some point I had all the matlab functions allowed by Dynare,
but this would complicate the code for not much gain.
2019-04-08 11:01:34 +02:00
94b20fe7e8
Activate two integration tests.
2019-04-02 22:57:23 +02:00
aa499671ce
Added the possibility to rename an endogenous variable in equation.
2019-04-02 18:06:47 +02:00
f39f57b9b5
Added parameter values in cherrypick/agregate routines.
2019-04-02 07:11:32 +02:00
bb0660d506
Added integration tests (trend component models).
2019-03-29 17:58:03 +01:00
7b7bca8bda
Generalised trend component model.
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Added the possibility to associate more than one trend to an endogenous
variable. The number of error correction equations is longer required to be
equal to the number of trends.
2019-03-29 17:52:46 +01:00
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
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use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
a77de6ce75
Revert last patch on Makefile.am.
2019-03-25 20:09:14 +01:00
8a8ef89004
Added example for new agregate() routine.
2019-03-25 18:16:38 +01:00
567ca19000
Added routine to evaluate the RHS of an equation.
2019-03-19 07:08:55 +01:00
7858a88764
add dependency for test for parallelization of test suite
2019-03-15 17:01:25 +01:00
543470b331
separate ECB tests so as to be able to test everything in one go
2019-03-15 16:44:59 +01:00
4ac5ebbefc
add var AR test
2019-03-15 14:22:50 +01:00
dccabecee7
fix trend-component tests
2019-03-15 13:29:15 +01:00
d3db092c81
Added a cherry-pick routine.
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Extracts equations from a mod file and produce .inc files (equations, lists of
parameters, endogenous variables and exogenous variables) that can be included
in a mod file that will be used to simulate the model.
If an innovation has a tag `(used='estimationonly')` it will be excluded from
the generated files (ie list of shocks and equations).
2019-03-14 11:04:10 +01:00
52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
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Also fixes growth neutrality correction in models with non optimizing
agents (correction was not taking into account the value of the share of non
optimizing agents).
2019-03-11 11:54:53 +01:00
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
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Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
ba416f12ad
makefile: use tabs instead of spaces
2019-03-08 11:16:26 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
6b4b2bb8b3
fix path to test
2019-03-07 18:06:53 +01:00
d4814c6b92
Removed pointer to missing file in Makefile.am.
2019-03-07 17:33:40 +01:00
c8393a6a45
Updated list of non versioned files in under tests subfolder.
2019-03-07 17:09:36 +01:00
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
92b1c25b9f
fix typo
2019-03-07 10:47:02 +01:00
f3a10d0238
add test for estimating certain parameters in sur
2019-03-07 10:47:02 +01:00
40918f4316
Fixed condition in integration tests for ec.istarget.
2019-03-07 09:39:14 +01:00
9eb64a0b64
Updated preprocessor submodule.
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Fixes exogenous variables in PAC equation without non optimizing behaviour.
2019-03-06 15:39:00 +01:00
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
fd98e83d78
Adapted integration tests for 8e60ded.
2019-02-28 16:23:04 +01:00
f07b1e8028
Account for exogenous variables in PAC's RoT part.
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Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
379431b05b
Added integration test.
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Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct.
2019-02-27 14:22:59 +01:00
043ecfc3b2
Revert "surgibbs: fix bug in param values output"
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This reverts commit d6c5618a74
2019-02-26 16:54:26 +01:00
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
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Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
4943bf5fd1
Updated integration tests fro trend component models.
2019-02-21 12:52:12 +01:00
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
eb52cc9953
preprocessor: submodule update
2019-02-14 17:41:07 +01:00
Stéphane Adjemian (Charybdis)
Stéphane Adjemian (Charybdis)
Houtan Bastani