f665117879
Remove spurious indentation changes
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This commits reverts various spurious indentation changes that were on the
ecb-master but not on the master branch.
2019-09-26 15:17:54 +02:00
ca3b241317
Updated dseries submodule (bug fix: path to dseries class).
2019-07-26 11:05:24 +02:00
e3f1ea7e3c
Added upper bound to error correction parameter.
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Available only for lsqnonlin, fmincon, annealing, and particleswarm algorithms.
2019-07-24 11:21:52 +02:00
7be2f966c3
dyn_ols: bug fix: sign was not taken into account from AST when endogenous to be subtracted from LHS
2019-07-22 10:16:22 -06:00
d11815cba0
Cosmetic change.
2019-07-19 21:33:13 +02:00
84d4f48ada
Fixed typo.
2019-07-19 16:51:50 +02:00
499481e889
Fixed bug.
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aggregate was crashing in the absence of tags on the endogenous or exogenous variables.
2019-07-19 16:51:16 +02:00
2cfff70a64
Fixed bug (wrong index in loop i -> j).
2019-07-17 17:59:21 +02:00
426cce8199
Remove endogenous variables potentially remaining in the list of exogenous variables.
2019-07-17 17:52:16 +02:00
6ddd58d0b0
Added the possibility to invert (nonlinear) static models.
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(cherry picked from commit 52b8c56da2
2019-06-21 11:33:24 +02:00
766f752e7e
Explicitly list input arguments.
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Do not use varargin.
(cherry picked from commit 3fa584737d
2019-06-21 11:33:00 +02:00
33873da95d
Fixed bug.
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Database was not updated with auxiliary variables.
(cherry picked from commit a64be8ff96
2019-06-21 11:32:16 +02:00
84c24fc9e9
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:27:44 +02:00
590fe96946
Added routine for simulating static models.
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(cherry picked from commit b3af8c4a48
2019-06-21 11:27:13 +02:00
0b363b0c71
Added new routine for disp(sprintf(...)).
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(cherry picked from commit b32eee740d
2019-06-21 11:26:50 +02:00
c415508b63
Test if leaded variables exists when calling simul_backward_model routine.
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(cherry picked from commit fec807ea17
2019-06-21 11:26:29 +02:00
efc174115e
Use verbatim block.
2019-06-17 11:33:56 +02:00
d4ca60ad28
Renames PAC/VAR expectation aux. variable.
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Use _PE or _VE postfix instead of PE_ or VE_ prefix.
2019-05-20 14:44:28 +02:00
9be7568c94
Bug fix in growth neutrality correction.
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An index was used instead of a parameter value when modifying the
correction (for handling models with non optimizing agents and/or models with
exogenous variables).
2019-05-17 12:27:15 +02:00
75945a62ac
Fixed plot_contribution routine.
2019-05-14 22:12:33 +02:00
0d85e08292
olsgibbs: save pnames in output
2019-05-10 14:50:44 +02:00
317e713b26
Do not print parameters or varexo statements if plist or xlist are empty.
2019-05-04 08:52:51 +02:00
6ac751bf26
Updated preprocessor submodule.
2019-05-04 08:51:34 +02:00
ede5b5e4c0
Ensure that the variable names are unique.
2019-05-03 16:15:54 +02:00
fc4e6b2b8c
Updated preprocessor submodule.
2019-05-03 15:55:21 +02:00
157d30d48f
fix bug in parsing of PAC equation
2019-05-03 12:23:07 +02:00
ea68f849d5
Renamed routine.
2019-04-29 23:49:04 +02:00
0352ba1ff2
Handle equation with diff(diff(log())).
2019-04-29 23:45:15 +02:00
92e7010b97
Added integration test.
2019-04-29 23:39:14 +02:00
ceb2bbcd1d
Updated preprocessor submodule.
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Fixes issues in cherrypick with models containing only identities.
2019-04-29 23:29:34 +02:00
b6a80229a9
Added integration test for cherrypick and agregate routines.
2019-04-27 18:12:53 +02:00
d7042b8e80
Fixes for models without parameters or exogenous variables.
2019-04-27 18:08:19 +02:00
1a55cd7945
Write files only if necessary.
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DO not print files for parameters declaration, exogenous variables declarations
or parameter values if the selected equations do not have parameters and/or
exogenous variables (typically accounting identities).
2019-04-26 18:46:34 +02:00
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
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Houtan Bastani
Stéphane Adjemian (Charybdis)