Commit Graph

10809 Commits (da48dea37cddd6af7a9c3c85bef0127253a9b468)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) a05fa7e086 Fixed bug in one sided HP filter.
User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
Houtan Bastani 27dd46dab0 preprocessor: special output for power deriv in JSON 2017-09-27 15:25:32 +02:00
Houtan Bastani fb6a11f544 move estimation-dll to its own repository: https://github.com/DynareTeam/estimation-dll.git 2017-09-22 15:31:23 +02:00
Houtan Bastani 38c2975855 files that should have been included in 5c821b784d 2017-09-22 13:13:08 +02:00
Houtan Bastani 5c821b784d doc: move user guide to https://github.com/DynareTeam/user-guide.git 2017-09-22 11:52:51 +02:00
Johannes Pfeifer 93668809a6 Clarify inverse_gamma_specification.m 2017-09-18 17:27:15 +02:00
Houtan Bastani dbe35d1819 preprocessor: remove unnecessary global declaration. closes #1518 2017-09-18 11:42:36 +02:00
Houtan Bastani 3aac5663d6 preprocessor: fix int/size_t comparison warning for g++ 2017-09-15 10:59:58 +02:00
Houtan Bastani 0f2be11005 Merge pull request #1515 from JohannesPfeifer/patch-2
Fix copy and past mistake in dsge_simulated_theoretical_variance_deco…
2017-09-15 10:14:13 +02:00
Johannes Pfeifer 8ab6c6ef98 Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
Houtan Bastani 151363e3b1 remove file that was erroneously included in 25121bca4f 2017-09-15 09:39:59 +02:00
Houtan Bastani 43264d07c5 Merge pull request #1511 from JohannesPfeifer/histval_tests
Add integration tests for #1193 and #1510
2017-09-13 12:07:34 +02:00
Houtan Bastani 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
Johannes Pfeifer 79e510a99e Add integration tests for #1193 and #1510 2017-09-13 10:20:09 +02:00
Houtan Bastani 8113c88a0b preprocessor: histval should only accept lag values <= 0. closes #1510 2017-09-13 10:16:19 +02:00
Houtan Bastani 91a954edf5 preprocessor: factorize code that checks for valid symb_id 2017-09-12 14:37:37 +02:00
Houtan Bastani 9649f2e9de preprocessor: remove size filed in Symbol Table class. closes #1380 2017-09-12 14:37:32 +02:00
Houtan Bastani 853a68286a preprocessor: remove commented RamseyConstraintsStatement code 2017-09-12 13:29:43 +02:00
Houtan Bastani 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
Houtan Bastani 513abe445f doc: update for change in 24a03ee290. #1509 2017-09-08 18:20:56 +02:00
Houtan Bastani 24a03ee290 preprocessor: allow passing mod file as string. Closes #1509
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
Houtan Bastani d648f76462 dynare.m: aesthetic fix: remove unnecessary parenthesis 2017-09-08 15:09:05 +02:00
Houtan Bastani 43bed00e3f dynare.m: don’t redo strfind as value exists in dot_location variable 2017-09-08 15:07:40 +02:00
Houtan Bastani 9c86168d63 Revert "simplify check for ‘.’ in name"
This reverts commit a302b7af99.
2017-09-08 15:07:23 +02:00
Houtan Bastani a302b7af99 simplify check for ‘.’ in name 2017-09-08 14:57:53 +02:00
Houtan Bastani c026113314 preprocessor: add backslashes to log output in latex. closes #1507 2017-09-08 11:06:37 +02:00
Houtan Bastani 442e773c7f Merge pull request #1505 from JohannesPfeifer/write_latex_steady_state_model
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 18:09:22 +02:00
Johannes Pfeifer 25bf43983f Add write_latex_steady_state_model to collect_latex_files.m 2017-09-01 17:58:25 +02:00
Stéphane Adjemian (Scylla) c468488575 Fixed dimension of exo_simul (always add one row). 2017-08-31 14:55:49 +02:00
Stéphane Adjemian (Scylla) 0efff7c185 Fixed timing bugs in simulation of backward models with lags on exogenous variables. 2017-08-31 11:41:18 +02:00
Johannes Pfeifer 9cf9c05911 lyapunov_solver: Eliminate confusing transpose
The transpose was copied from `dsge_likelihood.m` in 2c5b1fed2d, while the calls in all other functions do not have it. As Q is symmetric, it does not matter
2017-08-31 11:26:41 +02:00
Stéphane Adjemian (Scylla) 591a68bf50 Added option stochastic to Dynare command. 2017-08-31 10:19:43 +02:00
Houtan Bastani a51fef393a aesthetic fix 2017-08-30 17:44:41 +02:00
Houtan Bastani 4b5b85c8ea preprocessor: don’t allow write_latex_steady_state_model without steady_state_model block. #1496 2017-08-30 15:46:17 +02:00
Houtan Bastani 349834eeca preprocessor: add write_latex_steady_steade_model command. Closes #1496 2017-08-30 14:30:06 +02:00
Houtan Bastani 85d00ad267 test suite: remove practicing directory. closes #1500 2017-08-29 17:15:06 +02:00
Houtan Bastani a9ce9cc118 Merge branch 'state_var' 2017-08-29 16:08:11 +02:00
Houtan Bastani 718ff3d61c preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384 2017-08-29 14:44:52 +02:00
Houtan Bastani bd81ebc55d evaluate_steady_state: simplify check: the only time this variable is used both of these conditions hold 2017-08-29 11:51:45 +02:00
Houtan Bastani bb3e71646a Merge pull request #1497 from JohannesPfeifer/calib_smoother_test
Add calib_smoother command with parameter_set option to integration
2017-08-29 11:02:34 +02:00
Johannes Pfeifer cfc7413e96 Add calib_smoother command with parameter_set option to integration
Following #1477
2017-08-29 10:52:48 +02:00
Houtan Bastani 6fcc26ce2b test suite: aesthetic fix: remove British English :) 2017-08-29 10:27:49 +02:00
Houtan Bastani 9a3ea53274 test suite: change test to test for existence of files in current directory only 2017-08-29 10:25:39 +02:00
Houtan Bastani 09d44c89fd preprocessor: add parameter_set option to evaluate_smoother command. Closes #1477 2017-08-28 18:25:37 +02:00
Houtan Bastani a5e44e3e90 evaluate_smoother: fix typo 2017-08-28 18:25:37 +02:00
Houtan Bastani b09f6affa9 preprocessor: aesthetic fix 2017-08-28 17:47:37 +02:00
Houtan Bastani 628c4cf27b preprocessor: add model_local_variable declaration for declaring model local variables with tex names. Closes #563 2017-08-28 17:24:56 +02:00
Houtan Bastani a8073a8d31 doc: add documentation for nopreprocessoroutput option. #1390 2017-08-25 17:41:40 +02:00
Houtan Bastani 1c485c894f Add nopreprocessoroutput option to dynare. Closes #1390 2017-08-25 14:26:39 +02:00
Houtan Bastani 41e6ecaacd bug: nopathchange was always being set, regardless of whether or not the flag was passed 2017-08-25 14:21:25 +02:00