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Sébastien Villemot abd64c256e
New perfect_foresight_with_expectation_errors_{setup,solver} commands 
These command solve the problem where agents think they know perfectly the
future (they behave as in perfect foresight), but make expectation errors.
Hence they can potentially be surprised in every period, and their expectations
about the future (incl. the final steady state) may change.

Currently the sequence of information sets needs to be passed through a CSV
file. Another interface may be added in the future.

The algorithm uses a sequence of (true) perfect foresight simulations (not
necessarily as many as there are periods, because if the information set does
not change between two periods, there is no need to do a new computation).

There are two possibilities for guess values:
— the default is to use the initial steady state for the simulation using the
  first-period information set; then use previously simulated values as guess
  values
— alternatively, with the terminal_steady_state_as_guess_value option, use the
  terminal steady state as guess value for all future periods (this is actually
  what the “true” perfect foresight solver does by default)
 		2021-07-09 18:16:46 +02:00
..
+matlab/+namespace test for matlab namespace function in steady_state_model block. closes #1639 2019-10-09 16:39:33 +02:00
AIM Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
TeX Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
analytic_derivatives Remove unused options_-output 2021-06-22 18:17:11 +02:00
arima fixed issues with estimation of non-stationary models. Option lik_init=2 2011-11-21 12:39:02 +01:00
auxiliary_variables adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
bgp Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
block_bytecode Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
bvar_a_la_sims Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
conditional_forecasts Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
conditional_variance_decomposition Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
csv Added unitary test for name2tex routine. 2013-11-22 16:53:02 +01:00
data Bump minimal MATLAB version to R2014a 2020-04-07 16:32:32 +02:00
dates Bump minimal MATLAB version to R2014a 2020-04-07 16:32:32 +02:00
decision_rules Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
deterministic_simulations New perfect_foresight_with_expectation_errors_{setup,solver} commands 2021-07-09 18:16:46 +02:00
differentiate_forward_vars Fix typos Makefile.am 2015-05-10 21:44:36 +02:00
discretionary_policy Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
dsge-var Various changes in tests/dsge-var mod files. 2013-11-17 12:55:56 +01:00
dynare-command-options Testsuite: use whitespace-separated syntax for options in .mod file 2020-01-24 16:01:17 +01:00
ecb Testsuite: increase test tolerance under Octave for ecb/SURGibbs/fulton_fish.mod 2021-05-05 15:43:19 +02:00
ep Reduce simulation length in integration test. 2021-05-28 13:56:13 +02:00
epilogue introduce changes to epilogue block 2019-12-11 16:30:37 +01:00
estimation Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
exogenous-observed-variables Added declaration of observed exogenous variables. 2017-03-22 09:41:09 +01:00
expectations Remove global variables from user-defined steady state files 2019-11-26 17:05:14 +01:00
external_function Testsuite / External functions: also test coefficients of 2nd order policy function 2020-07-10 18:25:23 +02:00
filter_step_ahead Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
first_order added code to optionally run cycle_reduction algorithm on GPU. Added 2012-07-20 17:06:12 +02:00
forecast Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
fs2000 Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
gradient Replace initval blocks by steady_state_model blocks in fs2000 unit tests 2015-06-07 17:11:39 +02:00
gsa gsa/ls2003a.mod: reduce run-time 2021-01-26 10:39:38 +01:00
histval_initval_file Testsuite: rename test files for Octave compatibility 2021-01-27 18:24:22 +01:00
homotopy Rollback introduction of +get and +set folders 2019-12-19 17:20:38 +01:00
identification Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
initval_file Refactoring of initval_file and histval_file 2020-05-14 16:45:54 +02:00
irfs Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
julia/rbc Fixes for julia 0.6.x. 2018-03-10 16:05:14 +01:00
k_order_perturbation k-order DLL: check that simulated time series at order 9 is correct 2019-04-29 15:48:03 +02:00
kalman Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
kalman_filter_fast fixed saving of pseudo_data variables 2019-04-18 18:03:57 +02:00
kalman_filter_smoother Remove unused options_-output 2021-06-22 18:17:11 +02:00
kalman_initial_state Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
kalman_steady_state Remove workaround for errors in MEX files 2020-01-10 18:33:11 +01:00
kronecker Testsuite: improve and integrate unit test for A·(B⊗C) MEX files 2021-06-14 15:28:34 +02:00
lmmcp get_complementarity_conditions.m: fix equation numbering with ramsey_model 2021-06-16 13:21:49 +02:00
loglinear Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
ls2003 Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
macro_processor Move macro_processor/example1_macro.mod to subfolder 2020-11-02 16:00:03 +01:00
measurement_errors Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
minimal_state_space_system Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
missing Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
moments Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
ms-dsge preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
ms-sbvar MATLAB R2021a compatibility: rename datafile for ms-sbvar tests 2021-03-17 17:41:27 +01:00
objectives test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
observation_trends_and_prefiltering Trend_diagnostics_MCMC_common.inc: do not store smoother results on disk 2021-01-27 17:42:15 +01:00
on-the-fly Fix test files following change in the preprocessor when there is no parameter or exogenous 2019-04-30 16:42:53 +02:00
optimal_policy kth-order approximation of conditional welfare 2021-06-15 15:04:31 +02:00
optimizers Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
pac Compatibility fix for MATLAB R2014a 2021-06-16 17:41:40 +02:00
parallel Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
parser Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
partial_information Partial information: converted files to UNIX EOL convention 2010-03-24 12:14:41 +01:00
particle Do not run MCMC after online filter (integration test) 2021-06-15 22:09:35 +02:00
partitioning Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
path/lcp adding hook for PATH solver 2016-05-31 12:10:12 +02:00
pi2004 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
prior_posterior_function Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
pruning pruned_state_space: handle shocks with 0 variances 2021-06-11 14:15:31 +02:00
recursive Bump minimal MATLAB version to R2014a 2020-04-07 16:32:32 +02:00
reporting Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
risky_ss options_.risky_steadystate is an (undocumented) boolean value 2019-04-02 19:16:13 +02:00
second_order Minor simplification 2019-04-26 14:44:36 +02:00
shock_decomposition Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
simul Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
smoother2histval smoother2histval: add test case for correctness 2021-02-16 11:25:46 +01:00
steady_state Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
steady_state_operator minor modifications to some test model files 2011-03-13 17:07:56 +01:00
stochastic-backward-models Removed shocks. 2019-02-04 10:04:33 +01:00
stochastic_purely_backward add test case for purely backward model 2016-04-16 17:21:42 +02:00
stochastic_purely_forward Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
stochastic_simulations Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
trend-component-and-var-models Make the detection of the target in PAC equation more robust. 2020-07-24 17:36:31 +02:00
trend_var Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
utils Testsuite: fix formula for maximum difference error test 2020-05-13 14:57:58 +02:00
var-expectations Add lagged information set in VAR based expectations. 2021-07-06 23:06:46 +02:00
write Added the possibility to tag a varexo variable as an observed variable. 2019-03-07 15:31:34 +01:00
.gitignore Testsuite: improve and integrate unit test for A·(B⊗C) MEX files 2021-06-14 15:28:34 +02:00
Makefile.am New perfect_foresight_with_expectation_errors_{setup,solver} commands 2021-07-09 18:16:46 +02:00
comments.mod Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
dsge_base2.mod test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
estim_param_in_shock_value_xfail.mod Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +02:00
example1.mod preprocessor: submodule update: on-the-fly variable declaration in equation tags 2018-07-09 15:36:49 +02:00
example1_abs_sign.mod preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
example1_extra_exo_xfail.mod preprocessor: remove extra exogenous variables. closes #841 2017-01-27 22:48:17 +01:00
example1_irf_shocks.mod test for irf_shocks 2011-07-07 16:08:13 +02:00
example1_mlv.mod Preprocessor: fix crash in DataTree::operator=() with model local variables 2021-04-16 17:36:08 +02:00
example1_undeclared_vars_xfail.mod keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
example1_use_dll.mod Updated Collard's guide for Dynare 4.1 2009-12-22 10:34:06 +00:00
example1_varexo_det.mod added lag on 2 periods to test with auxiliary variables 2012-09-19 22:51:44 +02:00
example1_with_tags.mod Added a mod file test/example with equations tags. 2010-11-26 10:50:53 +01:00
example1long.mod Added integration test for nested parenthesis. 2017-01-04 23:23:41 +01:00
example2.mod Make empirical moments independent of simul_replic by outputting first instead of later replication 2017-10-04 15:32:28 +02:00
example2long.mod Added integration test for nested parenthesis. 2017-01-04 23:23:41 +01:00
example2long_use_dll.mod Added integration test for nested parenthesis. 2017-01-04 23:23:41 +01:00
fs2000_ssfile.mod Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
fs2000_ssfile_aux.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
histval_det.mod Histval block: 2010-10-20 14:47:03 +02:00
histval_initval_file_unit_tests.m Testsuite: adapt histvalf_initvalf unit tests following previous commit 2021-04-20 12:17:23 +02:00
histval_predetermined.mod Fix interaction of “predetermined_variables” with “histval” (preprocessor#47) 2020-03-02 17:10:58 +01:00
histval_sto.mod Store histval information for endogenous in M_.endo_histval 2011-12-28 11:35:22 +01:00
load_octave_packages.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
predetermined_variables.mod predetermined_variables: 2009-11-09 11:03:18 +00:00
ramst.mod Add missing file in c407b63e84 2018-11-16 18:37:20 +01:00
ramst2.mod support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test 2020-01-06 12:45:44 +01:00
ramst_a.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
ramst_mshocks.mod Testsuite: compatibility fix for MATLAB R2014a 2021-01-19 16:14:25 +01:00
ramst_mshocks_vec.mod Testsuite: compatibility fix for MATLAB R2014a 2021-01-19 16:14:25 +01:00
ramst_normcdf_and_friends.mod Add correctness check for trigonometric functions to use_dll test 2016-10-16 13:54:29 +02:00
ramst_static_tag.mod Implement tags [static] and [dynamic] for equations 2013-04-11 17:11:35 +02:00
ramst_static_tag_block.mod Fix the use of [static]/[dynamic] equations with the “block” option 2020-12-07 16:24:13 +01:00
ramst_vec.mod allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
ramst_xfail.mod add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
read_trs_files.sh Ensure that test summary is displayed even if there is a test failure 2018-09-14 15:21:39 +02:00
run_all_unitary_tests.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_block_byte_tests_matlab.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_block_byte_tests_octave.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_kronecker_tests.m Testsuite: improve and integrate unit test for A·(B⊗C) MEX files 2021-06-14 15:28:34 +02:00
run_m_script.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_o_script.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_reporting_test_matlab.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_reporting_test_octave.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_test_matlab.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_test_octave.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
seeds.mod Testsuite: drop useless version check (we require at least MATLAB R2009b/7.9) 2020-01-14 11:26:06 +01:00
t_lag2.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2_check.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2_checka.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2a.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
t_lag2b.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
t_periods.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_periods_a.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
t_sgu_ex1.mod Renamed tests/test.m as tests/fataltest.m. 2015-03-13 17:57:46 +01:00
test_aggregate_routine_1_2.m Added unitary tests for aggregate routine. 2019-10-02 10:41:32 +02:00
test_aggregate_routine_1_2_3.m Added unitary tests for aggregate routine. 2019-10-02 10:41:32 +02:00
test_matlab.mod copying tests from version 3 to version 4 2005-02-19 19:13:45 +00:00
variance_0.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
walsh.mod test for matlab namespace function in steady_state_model block. closes #1639 2019-10-09 16:39:33 +02:00