Commit Graph

303 Commits (e3c12f509465303cec2648810184d865939466c3)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) c2556cc80e Merge branch 'master' into ecb-master
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Houtan Bastani db535236b2 Merge branch 'master' into ecb-master 2017-04-14 11:35:43 +02:00
Johannes Pfeifer 59ab66f9a0 Fix typo in error message 2017-04-06 08:41:12 +02:00
Houtan Bastani 636b959a02 preprocessor: add warning for potential non-linearities in model declared linear. #1404 2017-04-05 11:07:34 +02:00
Stéphane Adjemian (Charybdis) f9bf125562 Removed initialization for dates and dseries.
This is not required with the new oop interface.
2017-03-22 09:41:10 +01:00
Houtan Bastani 476a8a27cc preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block 2017-03-22 09:41:10 +01:00
Houtan Bastani 19dc4deb9f var_forecast: make calls more efficient 2017-03-22 09:41:10 +01:00
Houtan Bastani c8f432d2f4 var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts 2017-03-22 09:41:09 +01:00
Houtan Bastani dfce1ece1e var_forecast: create individual .m files for each forecast 2017-03-22 09:41:09 +01:00
Houtan Bastani c99aa4aed0 var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored 2017-03-22 09:41:09 +01:00
Houtan Bastani b8c5dfa472 VAR(p) forecast first draft, preprocessor for var command and backend for forecast 2017-03-22 09:41:09 +01:00
Houtan Bastani ea13b12cf2 preprocessor: add lag info to equation cross references. closes #1398 2017-03-10 16:59:52 +01:00
Houtan Bastani 5b6a888d7f preprocessor: fix typo 2017-01-31 17:11:03 +01:00
Houtan Bastani f1d607af99 preprocessor: remove extra exogenous variables. closes #841 2017-01-27 22:48:17 +01:00
Houtan Bastani 013043b1dd ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355 2016-12-27 14:08:50 +01:00
Houtan Bastani 7ec3dcc6e2 preprocessor: fix bug that caused all models declared linear to fail under ramsey. closes #419 2016-11-29 14:21:34 +01:00
Houtan Bastani 3e9894028a preprocessor: create field in M_ that is true when hessian is zero, false otherwise. closes #1335 2016-11-14 12:32:21 +01:00
Houtan Bastani 4b2ddb6f1d preprocessor: don’t need compiler argument to dynare when using octave. closes #1314 2016-10-14 17:35:10 +02:00
Houtan Bastani d564d832dd preprocessor: add normcdf for MSVC. closes #1259 2016-10-14 16:11:44 +02:00
Houtan Bastani d7d2e4fde3 preprocessor: fix bug introduced in 4255be00b8. Normcdf is not supported by MSVC 2016-10-14 13:59:36 +02:00
Houtan Bastani 4255be00b8 preprocessor: allow acosh, asinh, atanh, normcdf for MSVC 11.0 or later 2016-10-14 13:44:21 +02:00
Houtan Bastani accd70a4c7 preprocessor: add support for MinGW. #1226 2016-10-14 11:25:23 +02:00
Houtan Bastani 3695bf4695 preprocessor: Return equation numbers/tags in error message when linear model contains nonzero hessian entries. #419 2016-07-27 15:01:54 -04:00
Houtan Bastani 7695031e77 preprocessor: check linear model hessian = 0. closes #419 2016-07-25 13:43:34 -04:00
Stéphane Adjemian (Hermes) 9ca893ca1d Added routines for steady state computation (julia). 2016-06-14 11:21:23 +02:00
Stéphane Adjemian (Hermes) 4658d81740 Add pointer to user written steady state routine. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 0398832e4f Assign parameter values in main julia module.
See PR #1102 by spencerlyon2.

Added support for filling in the model.params Vector.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 2e8f528bef Cosmetic changes.
+ Renamed model as model_
+ Renamed options as options_
+ Renamed output as oo_
+ Also export oo_ and options_
+ Fixed typos in comments.
2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) bcd39ef2f7 Made room for user written steady state file. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 96d538469c Added boolean variable for tracking if a steadystate block is present in the mod file. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 73787c0c16 Removed try-catch block. 2016-05-23 13:48:19 +02:00
Stéphane Adjemian (Hermes) 928b0a50a5 Fixed crash when steadystate block does not exist. 2016-05-23 13:48:19 +02:00
Houtan Bastani 6b7a77d5a9 preprocessor: replace no_2nd_order_params_derivs with params_deriv_order. #1187 2016-05-18 12:26:19 +02:00
Houtan Bastani 253e6c8dfb Revert "Revert "preprocessor: add option no_2nd_order_params_derivs. #1187""
This reverts commit c496d6f5ca.
2016-05-18 10:34:45 +02:00
Houtan Bastani 42895ce32c Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
This reverts commit 6192a6a776.
2016-05-18 10:33:45 +02:00
Houtan Bastani 6192a6a776 preprocessor: add params_derivs_order to identification and sensitivity. #1187 2016-05-17 17:18:16 +02:00
Houtan Bastani c496d6f5ca Revert "preprocessor: add option no_2nd_order_params_derivs. #1187"
This reverts commit 024586fbb1.
2016-05-17 15:37:46 +02:00
Houtan Bastani 308828aa95 Revert "preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187"
This reverts commit 1442f83037.
2016-05-17 15:37:29 +02:00
Houtan Bastani 1442f83037 preprocessor: params_derivs_file: by default, compute second order derivs wrt params; simplify code; #1187 2016-05-13 10:48:49 +02:00
Houtan Bastani 024586fbb1 preprocessor: add option no_2nd_order_params_derivs. #1187 2016-05-12 14:40:28 +02:00
Houtan Bastani 9d26ab46e9 preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187 2016-05-12 12:02:34 +02:00
Michel Juillard 7ce07c9abd put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct 2016-04-01 18:45:19 +02:00
Johannes Pfeifer 1b203a3755 Save dataset_info in results.mat if it exists 2016-03-11 15:29:12 +01:00
Houtan Bastani 8c2e6655f1 preprocessor: introduce new option compute_xrefs, #1125 2016-02-23 13:57:55 +01:00
Stéphane Adjemian (Charybdis) 215de7e8dc Closes #1057.
Use a static file with a list of routines to cleared before each run (because they have
persistent variables).This static file (the script
matlab/list_of_functions_to_be_cleared.m) is distributed with Dynare and
needs to be updated for each release (or each time we add/remove
persistent variables). To update the file just do:

>> clear_persistent_variables(DYNARE_MATLAB_PATH, true)

and add/commit the generated file.
2015-11-12 14:38:16 +01:00
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Michel Juillard a8580258a1 changed Dynare timer to local timer 2015-10-10 14:33:30 +02:00
Stéphane Adjemian (Charybdis) e52ce43569 Removed clear all for Matlab>=R2015b.
By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
Houtan Bastani f72fcbbe78 preprocessor: make ramsey_policy/ramsey_model and discretionary_policy mutually exclusive. closes #1047 2015-09-03 17:04:34 +02:00
Houtan Bastani 11eaf27453 Merge branch 'julia' 2015-09-01 11:35:16 +02:00