Houtan Bastani
|
63180c9e59
|
var_model: allow non model-block variables in VAR
|
2017-05-04 16:15:33 +02:00 |
Houtan Bastani
|
db535236b2
|
Merge branch 'master' into ecb-master
|
2017-04-14 11:35:43 +02:00 |
Houtan Bastani
|
14f4544a29
|
preprocessor: add option to write equation tags in latex output. closes #477
|
2017-04-04 16:08:30 +02:00 |
Houtan Bastani
|
ac851b0bac
|
preprocessor: initial_condition_decomposition front end. closes #1425
|
2017-03-31 13:19:04 +02:00 |
Johannes Pfeifer
|
8d2dcc422f
|
Clarify error message if model-local variable was already used on RHS
|
2017-03-29 14:49:37 +02:00 |
Houtan Bastani
|
b3ecc8c003
|
preprocessor: add plot_shock_decomposition command. closes #1406
|
2017-03-24 12:11:36 +01:00 |
Houtan Bastani
|
25a2c3bc22
|
stoi was introduced in C++11. replace with stringstream
|
2017-03-22 09:41:09 +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
|
5e53c7909b
|
var_expectation: create possibility for h-step-ahead forecast
|
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
|
98a86d341c
|
var_expectation: first draft
|
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 |
Stéphane Adjemian (Charybdis)
|
e1033c76b9
|
Added declaration of observed exogenous variables.
With integration test.
|
2017-03-22 09:41:09 +01:00 |
Houtan Bastani
|
5282e737e7
|
preprocessor: add realtime_shock_decomposition statement. #1406
|
2017-03-21 15:20:32 +01:00 |
Houtan Bastani
|
3a0b9a1143
|
preprocessor: don’t automatically declare external functions
|
2017-01-27 20:36:26 +01:00 |
Houtan Bastani
|
3d4619fd85
|
preprocessor: handle undeclared external functions and lagged variables
|
2017-01-27 20:36:26 +01:00 |
Houtan Bastani
|
cfae273038
|
keep track of all times an undeclared variable is encountered
|
2017-01-27 20:36:26 +01:00 |
Houtan Bastani
|
bfd239aa26
|
preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286
|
2017-01-27 20:36:26 +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
|
2e54240dab
|
preprocessor: fix iterator types in ParsingDriver::svar()
|
2016-11-04 14:44:45 +01:00 |
Houtan Bastani
|
dbec97c447
|
preprocessor: fix warning in parsing
|
2016-10-07 14:41:33 +02:00 |
Houtan Bastani
|
833f8c7845
|
preprocessor: fix bug in conditional_forecast_paths where the shocked endogenous variable id was provided as symb_id instead of type specific symb_id. #1276
|
2016-09-06 14:58:25 +02:00 |
Stéphane Adjemian (Hermes)
|
581198741f
|
Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7 .
|
2016-06-24 17:38:54 +02:00 |
Houtan Bastani
|
b0e7f1cfd7
|
Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99 .
|
2016-06-23 15:59:35 +02:00 |
Houtan Bastani
|
7a29f50d99
|
preprocessor: allow for partitioning of variables along multiple dimensions
|
2016-06-23 15:36:42 +02:00 |
Houtan Bastani
|
ea4ec224e1
|
preprocessor: add all_values_required option to histval. closes #261
|
2016-06-02 12:57:11 +02:00 |
Stéphane Adjemian
|
0521aa4e09
|
Merge pull request #1188 from JohannesPfeifer/slice_marco
Add slice and factorization of posterior samplers
|
2016-05-22 01:45:14 +02:00 |
Houtan Bastani
|
b486ae4964
|
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
|
2016-05-20 15:43:12 +02:00 |
Houtan Bastani
|
8b85ca19bf
|
preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177
|
2016-05-19 14:37:05 +02:00 |
Houtan Bastani
|
cf6e3cb14c
|
preprocessor: rework posterior sampler options, #1177
|
2016-05-19 14:37:05 +02:00 |
Houtan Bastani
|
a4b6dfa3f3
|
preprocessor: interface for osr_params_bounds. #948
|
2016-05-10 18:01:00 +02:00 |
Houtan Bastani
|
d5dff28704
|
preprocessor: fix bug introduced in c9ca46f228 . Further simplify ParsingDriver::declare_nonstationary_var(). Closes #1184
|
2016-05-09 16:10:04 +02:00 |
Michel Juillard
|
de567377c3
|
adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
|
2016-04-15 09:02:53 +02:00 |
Houtan Bastani
|
f86ac5ae66
|
preprocessor: allow for changing planner_discount in .mod file. closes #1092
|
2016-03-11 15:56:34 +01:00 |
Houtan Bastani
|
c9ca46f228
|
preprocessor: allow arbitrary partitioning of variables (removes long_name keyword)
|
2016-02-26 16:47:17 +01:00 |
Houtan Bastani
|
fd5ce1366e
|
preprocessor: change prior_posterior_function into two arguments. closes #1076
|
2015-10-14 11:02:35 +02:00 |
Houtan Bastani
|
b4aa21f018
|
preprocessor: interface for prior_posterior_function command. closes #1076
|
2015-10-13 17:16:10 +02:00 |
Houtan Bastani
|
8d54aeeaf6
|
preprocessor: add relative_irf option to irf_calibration block. closes #720
|
2015-09-07 11:49:17 +02:00 |
Michel Juillard
|
511801c903
|
finalize svar_global_identification_check
|
2015-08-24 14:53:27 +02:00 |
Houtan Bastani
|
aeb1542b48
|
preprocessor: add VerbatimStatement class. Closes #953
|
2015-06-16 12:48:32 +02:00 |
Michel Juillard
|
c22d31330c
|
Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
|
2015-05-31 12:18:20 +02:00 |
Houtan Bastani
|
44790abbb7
|
preprocessor: add tarb_optim option to estimation. #940
|
2015-05-13 16:50:07 +02:00 |
Houtan Bastani
|
86d6e21450
|
preprocessor: remove unnecessary options_list argument to rplot
|
2015-04-01 15:18:09 +02:00 |
Houtan Bastani
|
30428aeb17
|
preprocessor: add joint prior syntax, #824
|
2015-03-03 15:08:33 +01:00 |
Houtan Bastani
|
dcabcb6b01
|
preprocessor: new command write_latex_original_model. closes #657
|
2015-02-16 08:31:30 +01:00 |
Houtan Bastani
|
f4e40dcf83
|
more explicit warning when dividing by zero in conversion to static model and when reading model #730
|
2014-10-03 17:04:07 +02:00 |
Sébastien Villemot
|
cebed5435f
|
Clarify error message for external functions misuse in model block.
Thanks to Johannes Pfeifer.
|
2014-07-15 16:54:30 +02:00 |
Sébastien Villemot
|
31a1426277
|
More explicit error message when using the derivative of an external function in the model block.
Closes #678
|
2014-07-01 17:41:37 +02:00 |
Sébastien Villemot
|
c45f45f58e
|
Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
|
2014-05-13 11:46:19 +02:00 |