Stéphane Adjemian (Ryûk)
f778e3c1ce
Fix growth neutrality correction in PAC equations.
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- Force long run levels of the exogenous variables to be zero or g (the BGP growth rate of the LHS endogenous variable).
- Fix the correction of the correction for the share λ (aak γ).
- Provisions for the case where the long run level of the exogenous variable is
different from 0 or g (see tmp1 and ll which should be added to the growth
neutrality correction as a constant).
(cherry picked from commit a4423d734e1df1d4ee09c7225d7fd610e0d94cd1)
2021-10-21 10:19:23 +02:00
Stéphane Adjemian (Ryûk)
96c24b3052
Add rehash command so that Matlab acknowledge the created routines.
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[skip ci]
2021-10-21 09:59:37 +02:00
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1946
2021-10-20 15:54:40 +02:00
05ea09eee9
local_state_space_iteration_2 MEX: error out properly when trying to use with BLAS+MATLAB+parallelization
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By the way, rename the C preprocessor symbol so that it is undefined by
default.
2021-10-20 15:50:34 +02:00
e3b1f9e79a
local_state_space_iteration_2 MEX: various fixes to comments
2021-10-20 15:39:58 +02:00
e66a1a63f8
local_state_space_iteration_2 MEX: enable parallelization by default
2021-10-20 15:33:04 +02:00
fbba0bf2fc
Testsuite: fix display of relative timings of local_state_space_iteration_{k,fortran}
2021-10-20 15:32:26 +02:00
c1714fb48f
Merge branch 'ramsey_tests' into 'master'
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Expand Ramsey tests and fix consistency of utility and welfare
Closes #1821
See merge request Dynare/dynare!1945
2021-10-18 16:43:45 +00:00
2c20453861
Document second-order accurate approximation of welfare at order=2
2021-10-18 17:15:05 +02:00
1ad2680682
Fixes the evaluate_planner_objective routine Deals properly with the output provided by disp_th_moments
2021-10-18 17:08:28 +02:00
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
45772571c3
testsuite: expand Ramsey tests to check for consistency of utility and welfare
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Also increase variance to make tests more challenging
2021-10-15 12:46:26 +02:00
ce282dc29c
local_state_space_iteration_2 MEX: fix bug when there are more shocks that states
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The code that computes ghx·yhat+ghu·u (both with and without pruning) was
making the implicit assumption that q⩽n, i.e. that the number of shocks is less
than or equal to the number of states. If q>n, it would try to read invalid
memory references in ghx and yhat, and would thus either crash or return dummy
results.
Closes : #1820
2021-10-14 16:18:17 +02:00
42165b9893
Merge branch 'load_mh_file' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1944
2021-10-13 18:03:50 +02:00
c1483b4c61
Restore backward-compatibility when using load_mh_file
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estim_params_ needs to be saved following 6e06acc7
2021-10-13 18:01:15 +02:00
3af51e3153
Testsuite: disable an estimation with mode_compute=5 that randomly fails under Octave
2021-10-13 17:01:02 +02:00
f9a550651d
Merge branch 'k_order_fix' into 'master'
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k_order_simulation bug: fixes simulations and adds/corrects integration test
Closes #1819
See merge request Dynare/dynare!1940
2021-10-12 15:34:29 +00:00
d5141ced42
simult_.m: remove redundant first simulation period for k_order_simulations
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1819
2021-10-12 15:20:26 +02:00
cd43c8669b
burnside_k_order.mod: fix logic of test and compare Fortran and C++ routines
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Also decreases approximation order for speedup
2021-10-12 15:20:26 +02:00
733ffdf3ab
Add unit test for k-order simulations
2021-10-12 15:20:11 +02:00
eca7a25891
Merge branch 'lnsrch_display' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1943
2021-10-12 14:09:10 +02:00
b9576cc2b7
Merge branch 'resid_ramsey' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1942
2021-10-12 14:08:51 +02:00
3254743947
Merge branch 'display_Jacobian' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1941
2021-10-12 14:08:29 +02:00
2f35bae7da
lnsrch1.m: prettify output
2021-10-11 20:06:09 +02:00
fa04600264
Testsuite: add calls to resid for optimal policy
2021-10-11 18:06:37 +02:00
37fbf5b665
resid.m: fix display when used together with optimal policy
2021-10-11 18:04:47 +02:00
ebe81eb6c9
display_problematic_vars_Jacobian.m: fix display when auxiliary equations outside of Ramsey are present
2021-10-11 17:45:03 +02:00
77683d5df4
Windows package: add -static-libgfortran when compiling MEX files for Octave
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The Octave package for Windows ships with libgfortran from gfortran 9. This
version of libgfortran does not include symbol _gfortran_os_error_at, which is
needed by binaries created with gfortran 10 (used on our runners). The solution
is to statically link against libgfortran (as we already do for libgcc and
libstdc++).
2021-10-08 15:06:46 +02:00
d24553d95d
Preprocessor update
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– PAC: better error message in case of name conflict for the PAC growth
neutrality correction parameter
– improve message for GCC installation under macOS
2021-10-08 13:00:31 +02:00
e75673e1f9
Manual: update installation and configuration instructions for macOS+Octave
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We no longer distribute our own Dynare/Octave package. We rather recommend the
Homebrew package.
2021-10-08 13:00:31 +02:00
2b84f5574b
Manual: fix location of docs from the Debian package
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Since debhelper 11, docs are under /usr/share/doc/dynare/.
2021-10-08 13:00:31 +02:00
1f3a66132a
README: the 32-bit installer for MSYS2 no longer exists
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However there still exists a 32-bit MinGW environment, installed along the
64-bit one by the 64-bit installer.
2021-10-08 13:00:31 +02:00
27da0ecee7
Manual: update platform requirements
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– Windows 11 is supported
– macOS versions older than 11 are no longer supported
– Octave versions older than 6.2.0 are no longer supported
– do not claim compatibility with future (unknown) versions of MATLAB and Octave
2021-10-08 13:00:31 +02:00
8052920a72
Manual: document the oo_.time field
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[skip ci]
2021-10-06 14:16:02 +02:00
d9ca83f317
Fix some files which were not UTF-8 encoded
2021-10-01 18:38:26 +02:00
393f9e97c5
license.txt: fix indentation
2021-10-01 18:38:24 +02:00
6fa7e1776f
Build system: honour DESTDIR when installing docs
2021-10-01 18:05:09 +02:00
e69f9790a8
Manual: compatibility fix for Sphinx 4
2021-10-01 17:39:57 +02:00
236c69dac4
Testsuite: increase tolerance (again) in unitary tests for prior_draw.m
2021-10-01 17:39:57 +02:00
4a041b3b2c
tests/measurement_errors/fs2000_corr_me_ml_mcmc/fs2000_corr_ME.mod: set mh_blocks=1
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This fixes the test under Octave on haumea.
2021-09-29 15:02:13 +02:00
67713f555a
Merge branch 'model_diagnostics_loglinear' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1938
2021-09-28 18:23:37 +02:00
f1a0bdb8e5
Build system: fix several warnings with Autoconf 2.70
2021-09-28 18:21:17 +02:00
e2a11a1a51
Reporting: fix crash when xrange argument of addGraph() is missing
2021-09-28 18:21:14 +02:00
191cb05f87
tests/block_bytecode/lola_stochastic_block.mod: increase test tolerance on ghx
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Needed for Octave on haumea.
2021-09-28 12:45:52 +02:00
fbd4fa7f3d
model_diagnostics.m: fix compatibility with loglinear option
2021-09-28 09:35:27 +02:00
9fd0806643
Testsuite: do not distribute optimal_policy/Ramsey/oo_ramsey_policy_initval.mat
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It is a generated file.
By the way, ensure that the generated file has the .mat extension under Octave.
2021-09-27 16:43:50 +02:00
bddd56fa9f
Preprocessor: fix logic of ramsey_constraints warning
2021-09-24 16:44:40 +02:00
e722e908e5
k_order_simul+local_state_space_iteration_fortran MEX: fix gfortran warnings
2021-09-24 16:44:40 +02:00
1eee9c53b7
Merge branch 'local_state_space_it' of git.dynare.org:normann/dynare
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Ref. !1937
2021-09-24 16:44:17 +02:00
7e47713ae5
CI: bump to MATLAB R2021b
2021-09-24 16:43:30 +02:00
Stéphane Adjemian (Ryûk)
Sébastien Villemot
Johannes Pfeifer
NormannR