Stéphane Adjemian (Charybdis)
edede274f2
Make the detection of the target in PAC equation more robust.
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In a PAC equation, the error correction term must be written as:
β×(yₜ₋₁-xₜ₋₁)
where x is the endogenous variable determined by the equation and y
the target for x. The ordering matters, if not respected the
preprocessor wll not identify the error correction term (hence the
target) and will throw an error. The target must be an endogenous
variable or the log of an endogenous variable. For a more general
target, ie an expression, one can create an auxiliary variable.
We impose the ordering, target comes first in the error correction
term, so that the stability condition is always β>0 (this constraint
can be enforced when estimating the PAC equation).
2020-07-24 17:36:31 +02:00
Stéphane Adjemian (Charybdis)
142e58576d
Updated preprocessor submodule.
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Various fixes:
- PAC/MCE allow more than one PAC equation in a model.
- PAC/MCE detection of the target (WIP)
- Equation exclusion
2020-07-23 11:49:10 +02:00
Stéphane Adjemian (Charybdis)
7f50b02910
Added test where the PAC equation doesn't have lags on the endogenous variable.
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This example is currently failing.
2020-07-22 12:25:05 +02:00
Stéphane Adjemian (Charybdis)
897e2fc63b
Added test with two PAC equations in the same mod file.
2020-07-22 12:21:23 +02:00
Stéphane Adjemian (Charybdis)
6c9d695332
Updated preprocessor submodule.
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Fixes target definition in PAC/MCE equation.
2020-07-13 17:56:58 +02:00
Stéphane Adjemian (Charybdis)
b737286b34
Updated preprocessor submodule.
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Allow empty shocks(overwrite) blocks, used to ensure that we do not
accumulate shocks while considering a sequence of calls to the
perfect foresight solver in a mod file.
2020-07-09 11:58:01 +02:00
Stéphane Adjemian (Charybdis)
4772e1eab7
Updated preprocessor submodule.
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Adds missing equations in dynamic_set_auxiliary_series routine
associated to the PAC expectation term.
2020-07-08 22:59:33 +02:00
Stéphane Adjemian (Charybdis)
9738617b1d
Updated preprocessor submodule (bug fixes).
2020-07-08 16:00:11 +02:00
Stéphane Adjemian (Charybdis)
31de6f20fd
Updated dseries submodule.
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- Fixes plot method with additional arguments (bug introduced in 56e0645)
- Adds daily frequency
- Adds interface to dbnomics
2020-07-08 14:55:38 +02:00
663ee96376
dseries: daily frequency; DBnomics support
2020-06-25 13:55:42 +02:00
Stéphane Adjemian (Charybdis)
693aedda7d
Make the update of M_.params optional.
2020-06-24 13:22:36 +02:00
Stéphane Adjemian (Charybdis)
c5d131b3ab
Bug fix.
2020-05-29 12:03:25 +02:00
Stéphane Adjemian (Charybdis)
04b0e8aaa1
Bug fix related to missing aux variables if fourth argument is empty.
2020-05-26 17:43:07 +02:00
Stéphane Adjemian (Charybdis)
a6ea878627
Fixed bug introduced in 179d57f13.
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initvalf was failing if the datafile was in the current folder.
2020-05-18 13:42:53 +02:00
Stéphane Adjemian (Charybdis)
9a66f3ebd9
Allow shocks with initval_file.
2020-05-18 12:21:43 +02:00
Stéphane Adjemian (Charybdis)
179d57f138
Fixed path issue.
2020-05-18 12:21:27 +02:00
d77d88a684
CI: activate timestamping of Authenticode signatures on Windows binaries
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This is necessary if we want our signatures to remain valid after the
expiration of our certificate.
For more details, see:
https://www.digicert.com/blog/best-practices-timestamping/
2020-05-15 18:38:04 +02:00
Stéphane Adjemian (Charybdis)
f72160aa60
Fixed bug introduced in e41080fed (dseries with initval_file).
2020-05-07 11:17:59 +02:00
Stéphane Adjemian (Charybdis)
c9efef0782
Updated dseries submodule (bug fix in rename method).
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[skip ci]
2020-05-07 11:04:06 +02:00
Stéphane Adjemian (Charybdis)
e41080fede
Pass dseries (saved in .mat or .m) to initval_file.
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Allows to pass a dseries object saved on disk in a .mat file or .m to
initialize the paths for the endogenous variables and set the paths
for the exogenous variables. It is not required to pass the auxiliary
variables (automatically computed by initvalf routine), which is useful
if the baseline comes from another model. In this case, the
initval_file command or the datafile option of the
perfect_foresight_setup command sets the value of periods (deduced
from the number of observation in the dseries object and the number of
lags/leads in the model).
2020-05-06 22:36:06 +02:00
Stéphane Adjemian (Charybdis)
2566320834
Updated dseries submodule (new method).
2020-05-06 11:39:11 +02:00
Stéphane Adjemian (Charybdis)
79c09743d8
Updated dseries submodule (bug fix).
2020-04-30 11:47:30 +02:00
Stéphane Adjemian (Charybdis)
84ec142463
Return paths for the exogenous variables.
2020-04-09 10:40:46 +02:00
Stéphane Adjemian (Charybdis)
f8bb514632
Return paths for all the endogenous variables if fourth argument is empty.
2020-04-08 17:59:23 +02:00
Stéphane Adjemian (Charybdis)
c284d9ec96
Updated preprocessor submodule (cosmetics).
2020-04-06 09:32:36 +02:00
Stéphane Adjemian (Charybdis)
0cf1913e9c
Fixe displayed percentage in waitbar.
2020-04-06 09:13:36 +02:00
Stéphane Adjemian (Charybdis)
fc07b1a3d3
Merge remote-tracking branch community/master into enterprise
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[skip-ci]
2020-04-03 11:37:21 +02:00
Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
Stéphane Adjemian (Charybdis)
e22e41a7d4
Added preprocessor's option notime.
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Do not print the total computing time at the end of the driver evaluation.
2020-04-03 11:29:05 +02:00
6c1020578a
Merge branch 'Smoother_bug' into 'master'
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missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension
See merge request Dynare/dynare!1728
2020-04-03 08:29:22 +00:00
b8b05300c1
missing_DiffuseKalmanSmootherH1_Z.m: fix bug with variable dimension
2020-04-02 19:22:55 +02:00
Stéphane Adjemian (Charybdis)
7f2cf925c8
Fixed YhatObs and Yobs returned by dyn_ols.
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Adding back the calibrated part of the RHS.
(cherry picked from commit 545eb47abea080c4b1cf411f89b9f56226aeb724)
2020-04-02 10:50:10 +02:00
7877791b70
Merge branch 'TaRB_small_fixes' into 'master'
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Fixes TaRB with Student t proposal, update manual, unit test
See merge request Dynare/dynare!1727
2020-04-02 08:44:53 +00:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
8df9813a0e
Merge branch 'perfect_foresight' into 'master'
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fix bug when no convergence and backward model
See merge request Dynare/dynare!1726
2020-03-31 15:18:05 +00:00
fd09b98150
fix bug when no convergence and backward model
2020-03-31 15:40:49 +02:00
a34abd2289
Preprocessor update / Block decomposition
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— Fix several bugs in computation of renormalized equations
— Various refactorings
2020-03-30 18:50:15 +02:00
7e01891657
Preprocessor update
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— Block decomposition without bytecode: fix call to solve_one_boundary
(Closes : #1717 )
— Skip constant equations replacement only when there is an “mcp” tag (#1697 )
2020-03-30 14:24:27 +02:00
2c1819aa2f
Preprocessor: skip constant equations replacement only when there is an “mcp” tag
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This fixes tests/trend-component-and-var-models/tcm8.mod.
2020-03-27 18:20:21 +01:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
0cc163a886
CI: hardcode (recent) MATLAB version
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— This is consistent with the fact that we hardcode the old MATLAB version
— This ensures better homogeneity across runners (in theory, it could be
possible that different runners have different “matlab” symlinks)
— This allows easier customization in personal repositories
2020-03-27 14:53:06 +01:00
2fb55907ff
Windows package: bump dependencies
2020-03-26 17:08:20 +01:00
Stéphane Adjemian (Charybdis)
23c927b708
Updated build for matlab R2020a.
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(cherry picked from commit 166865149e
2020-03-26 15:38:41 +01:00
Stéphane Adjemian (Charybdis)
e90549d2df
Bug fix. Dynare configuration hook was not evaluated.
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(cherry picked from commit e2b20f3e3e
2020-03-26 15:37:55 +01:00
Stéphane Adjemian (Charybdis)
166865149e
Updated build for matlab R2020a.
2020-03-26 11:20:24 +01:00
Stéphane Adjemian (Charybdis)
109bc5883c
Check the existence of the user configuration file.
2020-03-26 10:15:35 +01:00
Stéphane Adjemian (Charybdis)
e2b20f3e3e
Bug fix. Dynare configuration hook was not evaluated.
2020-03-26 10:15:35 +01:00
0cfe3160d1
Preprocessor: various refactorings of block decomposition
2020-03-24 18:53:29 +01:00
ac5afa71cc
Merge branch 'imc_warning' into 'master'
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imcforecast.m: fix faulty logic of warning
See merge request Dynare/dynare!1725
2020-03-23 09:37:23 +00:00
071ab1e14f
imcforecast.m: fix faulty logic of warning
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Steady state and time shift were missing
2020-03-21 12:06:24 +01:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Michel Juillard