d3db092c81
Added a cherry-pick routine.
...
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
a357003ba7
Octave compatibility fix
2019-03-08 15:59:51 +01:00
7a2d5d4f0e
1st order approximation: fix for purely-forward models
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Closes #1641
2019-03-08 15:54:10 +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
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
33e43a55b2
Cosmetic change. Print expression on more than one line (one line per additive term).
2019-03-08 09:36:56 +01:00
183081f94b
pooled_fgls: remove useless part of code
2019-03-07 18:06:53 +01:00
03e60b6439
Cosmetic change.
2019-03-07 17:09:56 +01:00
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
1471b3bfce
Changegd estimator for the exogenous part of pac.estimation.iterative_ols routine.
2019-03-07 12:37:06 +01:00
4d69674874
Partially reverts 1190cab.
2019-03-07 12:31:23 +01:00
1190caba61
pac.estimate.nls: clean up code: remove unused variables, unused output arguments, no need for otherwise in switch
2019-03-07 11:59:59 +01:00
b844bc53a0
pac: fix bugs in output of ec component
2019-03-07 11:44:40 +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
6f80abd1f8
gui: various fixes to perfect foresight
2019-03-06 14:11:25 +01:00
ce97e51aec
small fixes
2019-03-06 14:01:29 +01:00
67df1d2df1
clarify field names
2019-03-06 14:01:29 +01:00
1abec862e1
gui: if no unanticipated shocks, run simulation and return
2019-03-06 14:01:29 +01:00
16dfc206bf
gui: fix up initval and endval: don’t start at simulation at steady state; initialize endogenous variables as well
2019-03-06 14:01:29 +01:00
c0319a9bff
fix bug in printing of error message: ds is not available (or needed) in print function
2019-03-05 14:57:51 +01:00
4798c07ced
Avoid infinite loop in pac.estimation.iterative_ols().
2019-03-05 07:21:08 +01:00
01c5d2a90c
add model_name option to ols-style routines
2019-03-04 11:15:51 +01:00
e4888c0775
pooled_ols: use varargout instead of oo_ to pass values back to pooled_fgls
2019-03-04 11:15:51 +01:00
f443037ed3
fix argument checking in pooled_ols
2019-03-04 11:15:51 +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
21e6260011
Cosmetic, strmatch() -> find(strcmp()).
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[skip ci]
(cherry picked from commit 580939d70b
2019-02-28 21:24:17 +01:00
580939d70b
Cosmetic, strmatch() -> find(strcmp()).
...
[skip ci]
2019-02-28 21:23:05 +01:00
fd98e83d78
Adapted integration tests for 8e60ded.
2019-02-28 16:23:04 +01:00
e75ca94a48
Fixed PAC with growth option equal to lagged endogenous or exogenous variable.
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Still not working with first difference or lagged first difference.
2019-02-28 14:58:17 +01:00
6b6a9b793c
Updated header.
...
We recently added leads on first differences as an auxiliary variable type.
[skip ci]
(cherry picked from commit e1f1fd2de3
2019-02-28 10:24:53 +01:00
e1f1fd2de3
Updated header.
...
We recently added leads on first differences as an auxiliary variable type.
[skip ci]
2019-02-28 10:23:23 +01:00
5fbc04ada2
Return 0 if the input is not the name of an endogenous variable.
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Also removed the call to deprecated strmatch.
[skip ci]
(cherry picked from commit 3400e13c06
2019-02-28 10:17:43 +01:00
3400e13c06
Return 0 if the input is not the name of an endogenous variable.
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Also removed the call to deprecated strmatch.
[skip ci]
2019-02-28 10:15:08 +01:00
4093a99f40
Efficiency change.
...
It is not possible to pre-allocate a cell array here, but
Array = {};
for i=1:10
Array(i) = {'a'}
end
is faster by a factor 10 than
Array = {};
for i=1:10
Array = [Array, 'a']
end
2019-02-28 09:41:35 +01:00
3aa977600c
Allow arbitrary unary operator, not only log().
2019-02-28 09:30:03 +01:00
1775869bbd
Avoid infinite loop.
2019-02-28 09:24:12 +01:00
8e60ded1bd
Write the growth correction term in a separate file.
2019-02-27 22:26:07 +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
6500099f4e
Removed debugging display.
2019-02-27 15:08:49 +01:00
075a6b7db5
sur, surgibbs: following change in `067fc9cc5a5b01e9a04209850f08ecbf3bd0a2b1` pidxs no longer needed as output from sur.m
2019-02-26 17:01:33 +01:00
067fc9cc5a
surgibbs: fix bug in assigning back to M_.params
2019-02-26 16:56:20 +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
0cd18c3841
create include files for estimated parameters
2019-02-26 15:42:51 +01:00
f1707039dd
Adapted disp_dr for new auxilary variables.
...
diffs, lagged diffs and leaded diffs.
(cherry picked from commit 45fbfe4dce
2019-02-25 17:37:49 +01:00
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
ac09ab9dbf
Removed useless condition.
2019-02-25 17:31:58 +01:00
45fbfe4dce
Adapted disp_dr for new auxilary variables.
...
diffs, lagged diffs and leaded diffs.
2019-02-25 17:18:54 +01:00
d4217c02b0
Provisions for Octave 5
2019-02-25 15:28:24 +01:00
870d75857c
Simplification for missing nanmean
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Handle it as other functions from the Statistics toolbox
2019-02-25 15:28:23 +01:00
d81545941e
Cosmetic changes.
2019-02-25 14:54:57 +01:00
d6e6b29620
Removed unused global it_.
2019-02-25 14:54:57 +01:00
84cdf6d142
Removed unnecessary square brackets.
2019-02-25 14:54:56 +01:00
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
4399972a2d
sur: add noniterative option
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
dfb62e4ebc
Fixed models with fewer targets than EC equations.
2019-02-21 12:52:12 +01:00
c96f55309d
Fixed typo.
2019-02-21 12:52:12 +01:00
6e7a2e2c20
Fixed ordering of the targets.
2019-02-21 12:52:12 +01:00
414b0a19b6
Fix error message of makedataset
2019-02-19 18:57:17 +01:00
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
1f84bc051d
Under Octave, the "statistics" Forge package is now a requirement
...
The gamrnd fallback under matlab/missing/stats/ does not work under Octave
because the +gamrnd/ folder is not accessible (it has the same name as the
function, which does not work under Octave).
Instead of fixing this, rather make the statistics toolbox a requirement, since
anyways it is very easy to obtain under Octave.
Accordingly:
- do not try to run the unit tests of matlab/missing/stats/ under Octave
- merge the matlab/missing/stats-matlab/ into matlab/missing/stats/, since this
directory is now MATLAB-only.
Also:
- move matlab/distributions/+gamrnd/ under matlab/missing/stats/ for
consistency
- in the manual: remove obsolete link to Octave downloads on the Dynare
website; update URL of Octave Forge
Closes #1638
2019-02-18 17:41:10 +01:00
0b1c465b38
Octave compatibility fix: intersect(..., 'stable')
...
The 'stable' option of intersect(), which keeps the element order of the first
argument, is not available on Octave. Provide a fallback implementation, and
adapt the code.
2019-02-15 18:43:19 +01:00
b89e3b2e85
steady: various simplifications
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(cherry picked from commit 31ec5ac90abf3ece558b1c7d0fab3e5baea54e02)
2019-02-15 17:11:38 +01:00
3cb3b4aee5
Allow models with leads in bgp.write().
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Also added tests to check that we are able to identify the Balanced Growth
Path, note that it does not work with tests/bgp/fs2000.mod.
2019-02-15 16:59:26 +01:00
5011b94aa7
Update dseries submodule
2019-02-14 19:01:56 +01:00
8f1aef3f57
get_companion_matrix: evalin base not necessary
2019-02-14 12:19:34 +01:00
b92b342c7b
sur, pooled_fgls: user inv(chol()) instead of chol(inv())
2019-02-14 10:55:08 +01:00
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
9391a770b1
sur: fix bug in setting M_.Sigma_e entries
2019-02-13 15:57:06 +01:00
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
3e3f8fbfbc
Cosmetic changes.
2019-02-13 15:19:19 +01:00
3cfd588d3f
Allow initialization with histval block.
...
[skip ci]
(cherry picked from commit e9688560f6
2019-02-13 15:19:18 +01:00
98591af846
sur: update M_.Sigma_e using estimated parameters
2019-02-12 19:57:44 +01:00
a110896483
Revert "sur: fix bug with M_.Sigma_e"
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This reverts commit 9c76b1da51
2019-02-12 19:07:55 +01:00
fe4fb7df2d
sur: modify error message
2019-02-12 17:03:11 +01:00
91d99fe645
if find returns empty this ended in a syntax error
2019-02-12 16:59:23 +01:00
9c76b1da51
sur: fix bug with M_.Sigma_e
2019-02-12 16:55:20 +01:00
e9688560f6
Allow initialization with histval block.
...
[skip ci]
2019-02-11 16:57:20 +01:00
874ba9a641
put_in_sur_form: simplify function and make robust to potential future changes in dseries
2019-02-11 16:36:25 +01:00
a3867a0b34
put_in_sur_form: fix bug in cross equation restriction
2019-02-11 16:32:04 +01:00
ac171747cd
sur: clean up error messages
2019-02-11 15:23:36 +01:00
c8d04e93b9
sur: fix bug in lhssub when param_names was specified and simplify code
2019-02-11 15:17:10 +01:00
219d2bb31b
Updated dseries submodule.
2019-02-10 00:02:14 +01:00
fd880a9387
gui: other simplifications/aesthetic changes
2019-02-07 19:02:35 +01:00
922536e4ea
gui: rework transitory shocks
2019-02-07 19:02:35 +01:00
aef31e25e8
gui: rework permanent shocks
2019-02-07 19:02:35 +01:00
6b4a9b300c
gui: initialize M_.det_shocks to []
2019-02-07 19:02:35 +01:00
ae5dbdee9f
gui: no need to specify indices
2019-02-07 19:02:34 +01:00
0352e9025a
ols style parsing: allow division in node to be subtracted from LHS
2019-02-06 12:34:13 +01:00
106976e6d5
print info about node on error
2019-02-06 12:16:27 +01:00
f9239d5347
remove unnecessary conversion to string
2019-02-06 12:14:07 +01:00
de573890b7
fix bug in handling unary minus node as uminus is not a valid dseries operation
2019-02-05 19:52:12 +01:00
8fdf805f1f
handle case when node is not passed to error function
2019-02-05 19:36:11 +01:00
a6549397a0
change folder name as `-` prevented recognition of the file
2019-02-05 18:08:34 +01:00
0ad8bfbd16
gui: clean up file
2019-02-05 18:04:09 +01:00
ce3be98aa0
gui: potentially return output as JSON string
2019-02-05 17:49:08 +01:00
67a7e43573
gui: pass JSON as string
2019-02-05 17:49:08 +01:00
99060b0f80
gui: small improvements
2019-02-05 17:49:08 +01:00
fd09ba1fca
ols_style parsing: remove regressors that are equal to zero
2019-02-05 16:38:25 +01:00
b2fa7dd3c1
Merge branch 'discret_error_message' into 'master'
...
discretionary_policy_1.m: check for NaN before checking for non-zero derivatives
See merge request Dynare/dynare!1644
2019-02-05 14:42:33 +00:00
d5e25c8f43
mr_hessian.m: prevent infinite loop
...
Make sure hessian is not 0 and add counter.
Fixes #1636
2019-02-05 10:00:54 +01:00
8cb99bfe9d
discretionary_policy_1.m: check for NaN before checking for non-zero derivatives
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Prevents false error message
2019-02-05 09:14:20 +01:00
5c75c30104
Fixed matlab warning.
...
[skip ci]
2019-02-04 16:26:48 +01:00
768555b523
Merge branch 'fixes_4.6' into 'master'
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Fixes 4.6
See merge request Dynare/dynare!1641
2019-02-04 10:19:05 +00:00
b7c60ddf59
Added a routine for writing the problem to be solved to compute the BGP of a model.
...
- Only works with backward models.
- Probably doesn't work if the model includes auxiliary variables.
- Assumes that the trends are multiplicative.
2019-02-04 10:04:33 +01:00
553f1d3068
fix bug: line argument was being ignored
2019-02-01 17:05:10 +01:00
b2fcd86c35
print parts of model where there are evaluation errors
2019-02-01 17:05:10 +01:00
18b006d46f
fix comments
2019-02-01 16:45:13 +01:00
f29d974410
add copyright and fix spacing
2019-02-01 16:42:32 +01:00
c36db13bee
dseries: submodule update
2019-02-01 16:25:52 +01:00
31d59d6be3
-add file to read JSON gui perfect-foresight
2019-02-01 14:54:52 +01:00
eace56ce49
use switch statement instead of eval
2019-02-01 14:28:27 +01:00
8ddcccf18e
ols-style parsing: modify parsing to accommodate a larger set of expressions
2019-02-01 14:25:35 +01:00
c9423fe3ab
ols parsing: fix bug in check
2019-02-01 13:21:59 +01:00
ff2ca5fc17
remove unnecessary function
2019-02-01 12:04:46 +01:00
f4b8735431
pooled_ols: only save certain variables oo_ structure when passing back to pooled_fgls
2019-02-01 11:50:01 +01:00
0121e709fe
pooled_ols/pooled_fgls: fix bug in call to function
2019-02-01 11:45:16 +01:00
e758d5bdc9
ols parsing: fix bug: node value is not stored as string in AST
2019-02-01 11:37:41 +01:00
1f3e027a09
fix typo
2019-02-01 11:12:25 +01:00
a68f3fc082
remove unused output from functions
2019-01-31 16:11:35 +01:00
4c64b9108a
Revert "Revert "handle constant equations in preprocessor""
...
This reverts commit 850d1dcc95
2019-01-30 12:29:33 +01:00
c544f4a02c
small improvement
2019-01-30 12:29:08 +01:00
850d1dcc95
Revert "handle constant equations in preprocessor"
...
This reverts commit bcce997112
2019-01-29 00:38:01 +01:00
bcce997112
handle constant equations in preprocessor
2019-01-28 17:56:10 +01:00
d32de4deae
preprocessor, reporting: submodule update
2019-01-28 15:47:40 +01:00
cfc81bc5ff
Update preprocessor and dseries submodules
2019-01-28 15:16:37 +01:00
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
668e641a6a
create report for SUR estimation
2019-01-25 18:11:27 +01:00
6d447f195a
sur: add model_name option
2019-01-25 18:11:26 +01:00
35cabed989
reporting: submodule update
2019-01-25 18:11:26 +01:00
d15c998804
reporting: submodule update
2019-01-25 18:02:16 +01:00
73ea0c2fe3
fix typo in comment
2019-01-24 12:42:08 +01:00
9bc1833a36
sur: fix bug in returned fitted value
2019-01-24 12:21:36 +01:00
ab5a19f08a
sur: fix bug in check of returned matrices
2019-01-24 11:38:40 +01:00
a402554083
fix bug in b219a99a16
2019-01-24 11:30:53 +01:00
b219a99a16
olsgibbs: fix bug in returned fitted value
2019-01-24 11:23:23 +01:00
d52ee5d290
fix comment
2019-01-24 11:20:39 +01:00
3690dc2e6f
Updated dseries submodule.
2019-01-23 17:26:08 +01:00
2482eafdb7
Fixed dseries class initialization in Octave.
2019-01-23 15:49:55 +01:00
99d770382b
change indexing into X.name
2019-01-23 15:48:46 +01:00
7632c4f071
use vobs instead of length(X.name)
2019-01-23 15:48:46 +01:00
f484942154
Update dseries submodule
2019-01-22 18:10:16 +01:00
d1afd56134
small fixes (comments, argument checks)
2019-01-22 16:11:03 +01:00
e1b01d9225
common parsing: jsonmodel not necessary as tag info is in AST
2019-01-22 16:10:42 +01:00
078e1ab99e
fix bug in ols common parsing routines causing ordering of regressor columns to change
2019-01-22 15:25:17 +01:00
9d413e2f8f
use vobs() instead of length(ds.name)
2019-01-22 15:23:42 +01:00
f514d443b6
aesthetic fix
2019-01-22 00:40:57 +01:00
63054a5728
olsgibbs: fix checks of input arguments
2019-01-22 00:08:09 +01:00
0406a2ae15
handle zeroed out equations in SUR
2019-01-21 15:57:11 +01:00
875381379f
sur: fix bug in creation of SUR matrices; handle random walk equation regardless of order in model equations
2019-01-18 15:07:24 +01:00
cf0d8f319e
remove extra whitespace
2019-01-18 14:09:40 +01:00
3293ff62c1
handle nested UnaryOpNodes in OLS-style equations
2019-01-18 11:50:10 +01:00
0badb00687
handle AR(1) with no parameter
2019-01-17 18:57:24 +01:00
cfd9eff6fb
simplify common parsing
2019-01-17 18:06:43 +01:00
b62ec7dc55
handle hard-coded constant*variable in AR(1)
2019-01-17 18:06:36 +01:00
a798889fe1
fix crashes of the expand interactive mode of shock decomp plots, requiring to store and use more info on the plot itself (manual cherry-pick from 2914805e0803165eb324081483b6e85e288c3ce0)
2019-01-17 11:37:41 +01:00
aeceafbec2
fixed error in formula of annualized steady state
...
(cherry picked from commit 696800b277dadd164244771ccfce8e39f1146472)
2019-01-17 10:57:39 +01:00
6e033a800b
trap possible cases where the option is type dates (manual cherry pick from commit 392ee4ae8a200a82003acd0c9b70c47c542f6b32)
2019-01-17 10:56:12 +01:00
47900a5909
trap slice sampler when doing mh_recover
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(cherry picked from commit 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
2019-01-17 09:50:07 +00:00
beb165c002
bug fix with definition of steady state of plotted var when realtime is not zero
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(manual cherry picked from commit 5badd34380f20e511e91b455482931c107a8f73b)
2019-01-17 10:47:39 +01:00
8713e46c4e
fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.
...
(cherry picked from commit b0e7c47a000a679420970f1d05e4f2ed7d60764c)
2019-01-17 09:26:37 +00:00
4c133ac23a
olsgibbs: small fixes
2019-01-16 14:53:22 +01:00
556b5b6e88
small change to avoid an extra conditional
2019-01-16 14:53:22 +01:00
4dbbdb2c09
move common dates to parsing function
2019-01-16 14:53:22 +01:00
ee8e8c4282
small simplification
2019-01-16 14:53:22 +01:00
0fb88114c1
rename functions and change error message to be more general is parsing is shared between several different functions
2019-01-16 14:53:22 +01:00
bb9418a473
dyn_ols: only one output from function, remove varargout
2019-01-16 14:53:21 +01:00
03eaac8b6d
make plot_contributions use get_ast_jsonmodel
2019-01-16 14:53:21 +01:00
9a61c57102
remove functions that are no longer used
2019-01-16 14:53:21 +01:00
f755cfdcd4
surgibbs: small fixes
2019-01-16 14:53:21 +01:00
3247b1aa02
pooled_fgls: fix and update
2019-01-16 14:53:21 +01:00
e4dc7c403e
parse residual information
2019-01-16 14:53:21 +01:00
72081e640e
pooled_ols: fix dates
2019-01-16 14:53:20 +01:00
efe0a15e0e
comment out code
2019-01-16 14:53:20 +01:00
9ed97b88c1
account for potentially differing number of observations per equation when creating SUR matrices
2019-01-16 14:53:20 +01:00
a7181a8151
fix common parsing function to impose same dates per equation
2019-01-16 14:53:20 +01:00
3427d93c09
add comment to function
2019-01-16 14:53:20 +01:00
5d80fc903b
pooled_ols: fix up and use common parsing
2019-01-16 14:53:20 +01:00
1e41235b6b
common parsing: small fixes
2019-01-16 14:53:19 +01:00
934a22c3a7
sur: small fixes
2019-01-16 14:53:19 +01:00
ef391b1304
surgibbs: fix up and make work with sur changes
2019-01-16 14:53:19 +01:00
f8c0282b01
sur: fix up and use common code to create matrices
2019-01-16 14:53:19 +01:00
d8f26525b0
olsgibbs: fix up and use common parsing functions
2019-01-16 14:53:19 +01:00
a477075825
ols: further simplifications
2019-01-16 14:53:19 +01:00
a35fd291c5
ols: move json file parsing to a separate file
2019-01-16 14:53:19 +01:00
013124eedf
ols: move parsing to a helper function
2019-01-16 14:53:18 +01:00
093dd493d8
ols: catch unexpected case
2019-01-16 14:53:18 +01:00
7d35cb5c5a
fix typo
2019-01-14 15:02:32 +01:00
e8333421e7
remove unnecessary file
2019-01-10 10:44:19 +01:00
3bc6b34161
Bug fix.
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Be agnostic about the name of the PAC model.
2019-01-07 13:33:08 +01:00
c94401ea66
remove spurious semicolon
2019-01-02 18:00:21 +01:00
42ad1a85ba
remove unnecessary find in statement
2019-01-02 17:56:45 +01:00
24eb3bcb34
remove unnecessary brackets from strings
2019-01-02 17:56:35 +01:00
6d5f86b464
Updated dseries submodule (fix for macOS).
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X13 binary was not detected.
[ci-skip]
2018-12-27 10:59:38 +01:00
c7988c0717
Updated dseries submodule (moved dates class into dseries submodule).
2018-12-24 10:37:26 +01:00
f546eb67ed
Update preprocessor and dseries submodules
2018-12-20 17:10:22 +01:00
f363c3da6b
Restore behavior of 'nolog' option
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The option had been broken by 0e77815ece
2018-12-20 17:10:22 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
Stéphane Adjemia (Scylla)
Johannes Pfeifer
Sumudu Kankanamge
Marco Ratto
Marco Ratto