Houtan Bastani
e13a59eb64
preprocessor: add one_sided_hp_filter to stoch_simul. #1011
2015-08-03 17:34:34 +02:00
Houtan Bastani
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
Houtan Bastani
d5cf474b6b
preprocessor: add spectral_density option to stoch_simul. #254
2015-08-03 13:02:17 +02:00
Houtan Bastani
9557142cc4
preprocessor: remove constraint outlined in #849
2015-07-30 17:52:47 +02:00
Houtan Bastani
c88c17728e
preprocessor: issue warning when param used with lead/lag. closes #976
2015-07-30 14:40:03 +02:00
Michel Juillard
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
...
variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
Houtan Bastani
f26551509c
preprocessor: simplify writing of NNZDerivatives
2015-07-29 14:52:15 +02:00
Houtan Bastani
efd9a563f4
preprocessor: clean up code
2015-07-23 18:10:44 +02:00
Michel Juillard
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
Houtan Bastani
f1a5217a64
preprocessor: remove comments associated with c604d9da38
2015-07-21 17:50:33 +02:00
Houtan Bastani
c604d9da38
move external file write functions to class definitions
2015-07-21 17:35:06 +02:00
MichelJuillard
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
...
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
Stéphane Adjemian (Charybdis)
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
Stéphane Adjemian (Charybdis)
8007f508a2
New option linear_approximation for perfect foresight models.
...
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
Houtan Bastani
75295b3c54
fix typo
2015-06-30 12:12:49 +02:00
Stéphane Adjemian
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Houtan Bastani
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
Houtan Bastani
383a852c9c
Revert "Merge branch 'rmExtraExo'"
...
This reverts commit 28ffa9c56f
, reversing
changes made to 60b3577a09
.
Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani
e4b8565797
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
...
This reverts commit def2bf81d2
.
2015-06-09 16:41:00 +02:00
Houtan Bastani
d6a1a71556
Revert "preprocessor: replace extra exos in steady state model"
...
This reverts commit 8bc946c148
.
2015-06-09 16:40:14 +02:00
Johannes Pfeifer
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
Johannes Pfeifer
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
Johannes Pfeifer
8048b0c5c1
Allow for relative_irf option in estimation command
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The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
Houtan Bastani
8bc946c148
preprocessor: replace extra exos in steady state model
...
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
Houtan Bastani
729954137b
preprocessor: fix sign comparison warning
2015-06-08 10:33:04 +02:00
Michel Juillard
5fd307cfd5
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
Michel Juillard
2f0cb39e14
adding options LMMCP and OCCBIN to perfect_foresight_solver and
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extended_path
2015-06-02 17:38:22 +02:00
Stéphane Adjemian (Hermes)
88798bfe5e
Fixed bug introduced in c22d31330c
(Ramsey
...
constraints).
2015-06-01 12:27:16 +02:00
Michel Juillard
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani
def2bf81d2
preprocessor: fix bug in merge of rmExtraExo branch
2015-05-28 16:16:54 +02:00
Houtan Bastani
28ffa9c56f
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
Houtan Bastani
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
Houtan Bastani
025e7a13c3
preprocessor: add new field orig_expr for expectation aux vars, closes #773
2015-05-26 15:47:56 +02:00
Houtan Bastani
61ffed3eff
preprocessor: fix function call in reindexStaticOnlyEquations
2015-05-20 12:28:49 +02:00
Houtan Bastani
eb5f56703f
preprocessor: move all dynamic model reindexing to DynamicModel
2015-05-20 12:27:56 +02:00
Houtan Bastani
04ce73f7c4
preprocessor: remove unused, overload of rmExo
2015-05-19 16:47:44 +02:00
Houtan Bastani
a91288a714
preprocessor: reindex varobs in symboltable
2015-05-19 16:44:46 +02:00
Houtan Bastani
82f83a58d2
preprocessor: move external_functions_table reindexing to modfile::transformpass
2015-05-19 16:32:26 +02:00
Houtan Bastani
2ff3f06a69
preprocessor: remove unnecessary reindexing
2015-05-19 16:31:50 +02:00
Houtan Bastani
6cc2ac2cbf
preprocessor: reindex predetermined variables
2015-05-19 16:31:08 +02:00
Houtan Bastani
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
Houtan Bastani
e389ab90bf
Merge branch 'master' into rmExtraExo
2015-05-18 17:16:55 +02:00
Michel Juillard
2fe7a4156d
changing code for making directory baseline in order to comply with mingw
2015-05-13 17:11:56 +02:00
Houtan Bastani
44790abbb7
preprocessor: add tarb_optim option to estimation. #940
2015-05-13 16:50:07 +02:00
Houtan Bastani
12be4e6672
preprocessor: add tarb_new_block_probability option to estimation. #940
2015-05-13 15:49:41 +02:00
Houtan Bastani
0d76e30248
preprocessor: add tarb_mode_compute option to estimation. #940
2015-05-13 15:46:52 +02:00
Houtan Bastani
e5df26a6e8
preprocessor: add use_tarb option to estimation. #940
2015-05-13 15:32:24 +02:00
Houtan Bastani
f239c1c368
preprocessor: add huge_number to estimation and osr. #924
2015-05-13 15:14:34 +02:00