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.
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
Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
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
As the name implies, this option allows contemporaneous variables on the RHS.
The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.
Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.
Ref. dynare#1785
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
— drop Windows 32-bit support
— drop -fno-omit-frame-pointer compilation flag under GNU/Linux
— drop -static-libstdc++ flag under Windows
— no longer link to -lstdc++ under GNU/Linux and macOS
— gracefully fail when 'mexext' value is unknown
Sébastien Villemot
Stéphane Adjemian (Ryûk)
Johannes Pfeifer
NormannR