eb3b1dda70
preprocessor: submodule update
2019-04-11 11:34:27 +02:00
2d9e7a704b
Always write list of variables on more than one line.
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(one line per variable)
2019-04-11 10:42:50 +02:00
fe4a15e417
Fixed bug if LHS no present in datablase.
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Removed range on the left hand side.
2019-04-11 10:13:34 +02:00
ba46992e18
Bug fix (filter out lhs variable).
2019-04-10 10:40:41 +02:00
66e44dd830
Added missing routine.
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Example for agregate routine.
2019-04-10 09:56:30 +02:00
c3c2397a87
fix bug with noemptylinemacro
2019-04-09 15:13:52 +02:00
8740355407
Rewrote evaluate routine.
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- Can handle more than one equation.
- Can handle identities.
- Forbids dynamic equations.
- Can handle following LHS y, diff(y), diff(diff(y)), log(y), diff(log(y)) and
diff(diff(log(y))), other transformations will result in an error.
- Added integration tests.
Remark 1. In the integration tests I compare the values returned by the
evaluate routine with the values computed with the simulation
routines. Normally the discrepancies should be small, but this is not
the case when the endogenous variable appear under a log on the
LHS. My current conclusion is that this has more to do with the
cumulation of the accuracy errors in the simulation routine (a
sequence of Newton algorithms) rather than with the evaluate routine.
Remark 2. Currently the only allowed nonlinear transformation on the LHS
endogenous variable is the log. It is not difficult to generalise, at
some point I had all the matlab functions allowed by Dynare,
but this would complicate the code for not much gain.
2019-04-08 11:01:34 +02:00
de458022e5
Removed non existing subfolder from path.
2019-04-08 10:55:23 +02:00
33c9b5f435
Cosmetic change.
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Renamed the auxiliary variables for PAC/VAR expectations unrolled
expressions. Using shorter prefixes, PE_ and VE_ instead of pac_expectation and
var_expectations.
2019-04-02 22:57:45 +02:00
94b20fe7e8
Activate two integration tests.
2019-04-02 22:57:23 +02:00
8415ac48a0
Fixed bug (missing initialisation).
2019-04-02 21:31:45 +02:00
aa499671ce
Added the possibility to rename an endogenous variable in equation.
2019-04-02 18:06:47 +02:00
599ebc2614
Ensure that residuals are removed even if the variable is not preceeded by a + symbol.
2019-04-02 15:40:43 +02:00
a72ee7e919
Updated dseries submodule.
2019-04-02 14:30:42 +02:00
f39f57b9b5
Added parameter values in cherrypick/agregate routines.
2019-04-02 07:11:32 +02:00
df66ec5b9e
mac: make build system work with clang and gcc
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(cherry picked from commit 7e46d8267c
2019-04-01 18:03:21 +02:00
bb0660d506
Added integration tests (trend component models).
2019-03-29 17:58:03 +01:00
5a519b812f
Updated comments.
2019-03-29 17:52:46 +01:00
7b7bca8bda
Generalised trend component model.
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Added the possibility to associate more than one trend to an endogenous
variable. The number of error correction equations is longer required to be
equal to the number of trends.
2019-03-29 17:52:46 +01:00
d84d8af8a8
dyn_ols: fix typo
2019-03-29 15:23:19 +01:00
256949a243
fix spacing
2019-03-29 15:23:03 +01:00
39041009ef
Added tag on auxiliary variable for PAC/VAR expectations.
2019-03-28 11:19:38 +01:00
cb97ed8081
Added tag on equation defining PAC/VAR expectation unrolled expression.
2019-03-28 11:18:42 +01:00
6c58598568
Fixed bug if lhs is an expression instead of an endogenous variable.
2019-03-27 15:24:05 +01:00
825a010a90
sur, pooled_fgls, pooled_ols: add date range option
2019-03-27 14:57:57 +01:00
4dbbf4f02e
olsgibbs: add date range option
2019-03-27 11:04:00 +01:00
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
ae6c118e9e
fix bug when looking for parameter in unary op node
2019-03-26 11:06:31 +01:00
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
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use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
a77de6ce75
Revert last patch on Makefile.am.
2019-03-25 20:09:14 +01:00
8a8ef89004
Added example for new agregate() routine.
2019-03-25 18:16:38 +01:00
b98e0a2bbf
Added routine to agregate cherry-picked submodels.
2019-03-25 17:59:22 +01:00
d4a1d4b46a
Added missing aux. variable (PAC/VAR expectation).
2019-03-25 17:42:01 +01:00
e20a3ffa45
Export tags on endogenous and exogenous variables.
2019-03-22 14:39:40 +01:00
ecfafc048b
Export equation tags if defined in original mod file.
2019-03-22 11:29:59 +01:00
07a40d2df4
Do not unroll expectations in the equation where they are used...
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... But create an auxiliary variable with corresponding equation (where the
expectation are unrolled). Also separate the growth neutrality correction.
2019-03-21 17:33:07 +01:00
567ca19000
Added routine to evaluate the RHS of an equation.
2019-03-19 07:08:55 +01:00
15bd0e3397
preprocessor: submodule update
2019-03-15 17:11:01 +01:00
7858a88764
add dependency for test for parallelization of test suite
2019-03-15 17:01:25 +01:00
543470b331
separate ECB tests so as to be able to test everything in one go
2019-03-15 16:44:59 +01:00
62c4181394
common_parsing: update start/end dates when dates are supposed to overlap
2019-03-15 16:28:55 +01:00
6150de2d4a
var_expectation: fix typo
2019-03-15 16:25:58 +01:00
cfdd6602b4
preprocessor: submodule update
2019-03-15 16:20:58 +01:00
4ac5ebbefc
add var AR test
2019-03-15 14:22:50 +01:00
dccabecee7
fix trend-component tests
2019-03-15 13:29:15 +01:00
d3db092c81
Added a cherry-pick routine.
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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
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
ba416f12ad
makefile: use tabs instead of spaces
2019-03-08 11:16:26 +01:00
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
Houtan Bastani
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)