520876560d
New matched_irfs and matched_irfs_weights blocks
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Closes : #124
2023-12-19 16:10:19 +01:00
0f397f40af
Rename “dynare_sensitivity” command to “sensitivity”
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The old name is still accepted, but will trigger a deprecation warning.
2023-12-14 18:37:10 +01:00
cf1c11676b
Remove obsolete Sylvester options
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dr_block has been removed
2023-12-14 11:36:59 +01:00
b6adff7de7
Manually reformat Flex and Bison files to be closer to clang-format style
2023-11-30 16:21:34 +01:00
46aa6610ab
model_replace, model_remove: allow selecting an equation with several (conjunct) tags
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NB: does not (yet) works with Occbin regime-specific equations.
Ref. dynare#1890
2023-11-15 12:05:06 +01:00
1ad7dd9672
Refactor parsing of equation tags in a more functional way
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Incidentally, makes tag names case-insensitive in “model_replace” and
“model_remove”, which is consistent with tag declarations.
2023-11-14 15:55:30 +01:00
b58ab55e97
Drop obsolete and undocumented stoch_simul options: dr_algo, simul, simul_algo, simul_seed
2023-11-10 15:22:35 +01:00
f78c428d99
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:16:41 -04:00
6af84b8cac
The “mshocks” block now accepts the “learnt_in=…” option
2023-10-17 15:59:10 -04:00
6ec7f580d5
New option “static_mfs” to “model” block (and “model_options” command)
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Currently defaults to 0.
2023-10-16 11:50:26 -04:00
9ecc288f72
Bison grammar: small simplification w.r.t. “model” block options
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Those options do not internally behave as the usual command options (which have
a “o_*” rule), so it makes more sense to treat them differently.
2023-10-16 11:49:33 -04:00
3c20b9862b
Add interface for nomodelsummary option
2023-10-11 09:31:22 -04:00
084372a314
Add new option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 10:20:21 -04:00
960c1563a0
Reorder IRF matching options alphabetically
2023-09-28 12:40:46 +02:00
37ac40352a
Add options and checks for Bayesian IRF matching
2023-09-28 12:40:03 +02:00
d714b2cb15
Remove unused option zero_moments_tolerance
2023-09-28 12:38:08 +02:00
0abb0077d5
Remove unused lik_algo-option
2023-09-25 11:59:13 +02:00
2672d9911f
estimation: allow additional_optimizer_steps option
2023-09-14 14:56:03 +02:00
27a3a559e4
Move BVAR to +bvar folder
2023-09-14 11:59:06 +02:00
5a2b3e052f
OSR: allow analytic_derivation option
2023-09-12 09:02:40 +02:00
508f2ff01e
Add interface for brooks_gelman_plotrows option
2023-07-05 13:42:46 -04:00
fa5c4c5191
New homotopy options for perfect_foresight_{setup,solver} and perfect_foresight_with_expectation_errors_solver
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Also remove homotopy_alt_starting_point option, and some options from
perfect_foresight_with_expectation_errors_setup.
2023-06-21 15:57:43 +02:00
a1b8602760
Drop terminal_steady_state_as_guess_value option to pfwee_solver
2023-06-15 15:23:36 +02:00
1947e6de58
Use different filenames for Bison-generated location files
2023-06-07 11:57:12 +02:00
114d8eadfb
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:44:59 -05:00
8ebd9a9496
Drop the “Sigma_e” statement
2023-01-16 15:08:23 +01:00
a7b0a324c9
Drop the “periods” statement
2023-01-16 15:02:50 +01:00
Stéphane Adjemian (Guts)
4348f4d57f
Provisions for conditional likelihhod estimation.
2023-01-06 12:17:02 +01:00
2fd0681151
Add block_dynamic option to model_info
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Also renames the old static option
2023-01-03 16:06:25 +01:00
9b015a6a10
Add new mh_init_scale_factor-option
2022-12-01 15:23:37 +01:00
56c62197d0
DynareBison.yy: add nobs and heteroskedastic_filter options to calib_smoother
2022-11-23 13:46:53 +01:00
ed95a2ca2d
OccBin: add interface for max_check_ahead_periods option
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Related to 2f23604824
2022-11-04 23:11:59 +01:00
d5cf07fadd
Occbin: implement simul_reset_check_ahead_period-option
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Related to dynare@3765ef77 (dynare!2094)
2022-10-24 10:30:45 +02:00
21cecee599
Add “fsolve_options” option to “steady” command
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Ref. dynare#1856
2022-07-22 13:43:41 +02:00
c0bfc99946
Minor simplification using std::vector::emplace_back()
2022-07-20 11:18:07 +02:00
a85730313c
Split CodeInterpreter.hh into two headers
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– a generic one: CommonEnums.hh
– and a bytecode-specific one: Bytecode.hh
By the way, rename global constant “near_zero” into “power_deriv_near_zero”,
for clarity.
2022-06-16 17:53:23 +02:00
edf75e48a3
Merge branch 'tolx_steady' into 'master'
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Add tolx-option for steady
See merge request Dynare/preprocessor!60
2022-05-23 10:07:09 +00:00
1dbf9c8041
Add tolx-option for steady
2022-05-19 22:43:41 +02:00
af88f50d44
Forbid multiple identical clauses in “occbin_constraints” block
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Closes : #97
2022-05-19 14:36:15 +02:00
3516894a71
JSON output: fix handling of vector value options
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The vectors were previously stored as strings internally, which would not
necessarily contain the commas which are required in JSON (but not in
MATLAB/Octave). The fix consists in internally storing those options as
std::vector.
Closes : #96
2022-05-18 17:44:36 +02:00
8fd1505ca2
C++17 modernization: use std::optional for “periods” option of “plot_conditional_forecast”
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Incidentally, in the JSON output, no longer assign a value to the “periods”
field if not passed by the user (previously the value -1 was output in the JSON
file).
2022-05-16 19:10:15 +02:00
3a820fffa2
New += and *= syntaxes in “endval(learnt_in=…)” blocks
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Incidentally, forbid exogenous deterministic variables in “endval” blocks.
2022-05-03 16:52:04 +02:00
32761173e0
Add solve_algo, markowitz, maxit and tolf options to pfwee_setup
2022-04-29 15:53:26 +02:00
76a16a69a8
New “add” and “multiply” keywords in “shocks(learnt_in=…)” block
2022-04-26 15:21:45 +02:00
516f0bf41f
Fix bug in new estimation syntax introduced in 7280c92642
2022-04-21 17:38:41 +02:00
b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
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For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
acaabd59da
New option “constant_simulation_length” to “perfect_foresight_with_simulation_errors_solver” command
2022-04-12 15:26:04 +02:00
0a3782df8c
Fix error in grammar for options of “perfect_foresight_with_expectations_errors_solver”
2022-04-12 15:26:04 +02:00
71edfd05e4
Add new “log” option to “var” statement
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When an endogenous is declared with “var(log)”, say “y”:
– creates an auxiliary named “LOG_y”
– replaces “y(±l)” everywhere by “exp(LOG_y(±l))”
– adds a new auxiliary equation “y=exp(LOG_y)”
– adds a new definition “LOG_y=log(y)” in set_auxiliary_variables.m and
dynamic_set_auxiliary_series.m files
This option also works in conjunction with “deflator=…”, such as “var(log,
deflator=…)” (the “log” must appear befor “deflator”). There are no provisions
for combining “log” with “log_deflator”, because that would not make much sense
from an economic point of view (amounts to taking the log two times).
Ref. dynare#349
2022-03-30 17:46:07 +02:00
ee14027e1b
Remove duplicate functions for setting current parser data tree to dynamic model
2022-03-30 17:27:08 +02:00
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Stéphane Adjemian (Guts)