c63d08007c
Fix error message when using pac_expectation with occbin_constraints
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By the way, also fix the argument name (the model is not a VAR).
(cherry picked from commit 0123326123
2021-10-29 14:12:13 +02:00
ff564cbc9a
PAC: add growth correction term for definition of Z₁ in the MCE case
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(cherry picked from commit 5bef185370
2021-10-25 19:18:36 +02:00
d430f47616
Improve message for GCC installation under macOS
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(cherry picked from commit 8bb8e59410
2021-10-08 15:51:37 +02:00
990cee70c2
PAC: better error message in case of name conflict for the growth neutrality correction parameter
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(cherry picked from commit 78e295115a
2021-10-06 16:42:22 +02:00
dfed3e98ab
ramsey_model: Fix error message logic
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one of the statements being present is sufficient
(cherry picked from commit b496c4ba2c
2021-09-24 16:54:28 +02:00
784b2d6d40
Remove unused steady_state_growth option to pac_model
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(cherry picked from commit eb006ecaeb
2021-09-22 17:29:53 +02:00
0ccb986da8
Rename mh_mode to correct mh_posterior_mode_estimation option
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Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
(cherry picked from commit 8d14e18cdb
2021-09-22 17:28:32 +02:00
d03b74469a
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous
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Closes : #72
(cherry picked from commit b12746190d
2021-09-21 18:41:41 +02:00
37b38b46cc
Fix use_dll on macOS + Octave
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Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.
Ref. dynare#1797
(cherry picked from commit 3d215020ae
2021-09-13 16:52:27 +02:00
b1a0ebf513
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
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(cherry picked from commit 989347f448
2021-09-08 19:00:58 +02:00
79efd2ec17
estimated_params*: add a check that prevents (apparently) recursive prior definitions
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Closes : #77
(cherry picked from commit cb19ece049
2021-09-08 17:11:48 +02:00
04e42fa821
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
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This check was previously only implemented in estimated_params.
(cherry picked from commit 62ba9a434a
2021-09-08 17:11:47 +02:00
ce43e91b57
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models
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Previously it was only generated in the case of backward PAC models.
(cherry picked from commit 784dd4122a
2021-09-01 11:31:08 +02:00
d528467234
Ensure that the “discount” option of “pac_model” is a parameter
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Ref. Madysson/estimation-codes#4
(cherry picked from commit 6863494db2
2021-08-31 13:58:59 +02:00
4f8713134f
method_of_moments: move to namespace
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(cherry picked from commit 3f37d9692c
2021-08-31 13:56:19 +02:00
Stéphane Adjemian (Charybdis)
2f2e02e007
Fix warning (missing option in occbin_setup).
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(cherry picked from commit 79d5a2d687
2021-08-18 15:29:06 +02:00
Stéphane Adjemian
0bbba398a1
Merge branch 'occbin_options' into 'master'
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Occbin: Add missing options
See merge request Dynare/preprocessor!49
2021-08-16 12:09:37 +02:00
0a6b71a375
Bump version number
2021-07-23 15:40:27 +02:00
bb19d98712
Merge branch 'results_file' into 'master'
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Move results file to output folder
See merge request Dynare/preprocessor!48
2021-07-23 11:58:46 +00:00
361b789e88
Move results file to output folder
2021-07-22 19:36:12 +02:00
5cfe6303e2
Cosmetic changes
2021-07-22 16:49:59 +02:00
30972e44ef
Merge branch 'smoother2histval' into 'master'
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Introduce option consider_all_endogenous_and_auxiliary
See merge request Dynare/preprocessor!46
2021-07-22 10:21:03 +00:00
5da01faa74
Introduce option consider_all_endogenous_and_auxiliary
2021-07-22 11:49:36 +02:00
2fc8b71ac6
CI: bump Julia and Boost/Windows versions
2021-07-21 20:16:19 +02:00
e1f7d8c735
VAR models: add a parameter representing the constant in the development of the pac_expectation operator
2021-07-21 17:53:55 +02:00
da9e0acc2d
VAR models: add a parameter representing the constant in the development of the var_expectation operator
2021-07-21 17:53:55 +02:00
1a5fb4d5e6
DynamicModel: make PAC data members private
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
8305b94d29
Fix constant definition in reduced form VAR.
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
c6a7d56b36
Fix constants in var model (it has to be a vector).
2021-07-21 17:53:55 +02:00
a6add6127b
VAR models: output vector of constants in varmatrices.m
2021-07-21 17:53:54 +02:00
1cf03a5f07
Cosmetic improvement
2021-07-21 17:53:54 +02:00
5498ce98ee
Use NumConstNode* type for DataTree constants (previously they were just expr_t)
2021-07-21 17:53:54 +02:00
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
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— forbid leads and lags
— forbid expectation operators
This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
ed31d1cb5e
Remove unused functions
2021-07-21 16:33:23 +02:00
6ae3d3131f
Occbin: handle external functions in “occbin_constraints”
2021-07-21 16:33:19 +02:00
0d6eb053d4
Ensure that “pac_expectation” operators are never inserted into a static model
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The implementation of PacExpectationNode::toStatic() did not make sense. It
should normally never be called, hence we error out at this point.
Also do a cosmetic change in the PacExpectationNode::clone() methode.
2021-07-21 16:33:14 +02:00
b16ab9b247
Fix preprocessor crash when a [static] equation contains a “var_expectation” operator
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Rather error out with a meaningful message.
2021-07-21 16:33:09 +02:00
ebd9954d33
Occbin: new syntax for constructing multi-regime equations
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Ref. #68
2021-07-20 18:18:24 +02:00
0b8e3345fc
Ensure that a tag is not declared twice in the same equation
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Previously the first value was silently ignored. It’s better to explicitly
forbid this. If this change creates problems (since it’s a change in an
undocumented behaviour), we can turn it into a warning.
2021-07-20 14:56:48 +02:00
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
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In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).
Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations
Ref. #68
2021-07-20 12:26:11 +02:00
90b1235a64
New utility to check if an expression contains an exogenous (possibly deterministic)
2021-07-20 12:10:58 +02:00
08ac455fcd
Implement “occbin_constraints” block
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Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
2021-07-16 11:34:27 +02:00
Stéphane Adjemian (Ryûk)
6b9d94405c
Return the reduced form of the structural VAR model optionally.
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Also
- changed the name of the generated matlab routine,
- changed initialization of matrix a0.
2021-07-16 08:33:26 +02:00
2e696a2e0d
Add shocks(surprise) block (for occbin)
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Ref. #68
2021-07-13 21:55:31 +02:00
f0002c5ac6
Fix compiler warning introduced by 61b37942ab
2021-07-13 17:18:06 +02:00
c3b0ce8e69
shocks/mshocks/conditional_forecast_paths: various cleanups
2021-07-13 17:17:57 +02:00
5624260a07
Merge branch 'occbin_rebase' into 'master'
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First part of Occbin interface
See merge request Dynare/preprocessor!42
2021-07-13 13:38:26 +00:00
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
c9c36c037a
New preprocessor option “nocommutativity”
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This option tells the preprocessor not to use the commutativity of addition and
multiplication when looking for common subexpressions.
As a consequence, when using this option, equations in various outputs (LaTeX,
JSON…) will appear as the user entered them.
There is however a potential performance cost to using this option, yet to be
determined.
Ref. dynare#1788
2021-07-13 14:35:10 +02:00
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
Sébastien Villemot
Johannes Pfeifer