Commit Graph

102 Commits (0269c5766c3441346ae49515e25fadb37c062a96)

Author SHA1 Message Date
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot 2c10d03368 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot 705b14f5c3 Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens 2010-08-30 14:16:07 +02:00
Michel Juillard f2e21ca0a6 added conditional variance decomposition to estimation options 2010-06-26 15:39:25 +02:00
Houtan Bastani ee9b19fadc DSGE-VAR: support deprecated way of declaring dsge_prior_weight 2010-06-22 10:38:54 +02:00
Houtan Bastani 5a9f972cc1 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Sébastien Villemot 743db26cb4 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot 71d577bcb8 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Michel Juillard 6f880da1f5 adding option SELECTED_VARIABLES_ONLY 2010-04-02 11:51:21 +02:00
Michel Juillard f52c96d4c0 added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot f9cac656d1 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani 9d5e280b82 bug fix: prevent vars with leads/lags from being used outside of the model block. 2010-03-15 10:47:44 +01:00
Houtan Bastani 9c2e06a091 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 50258dae49 Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Houtan Bastani a70b60604c Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Sébastien Villemot e24c9c5ad1 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
houtanb e616667f75 expectation conditional on a restricted information set
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
ferhat 0808ba42b7 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
sebastien a33bcad666 Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 08:35:12 +00:00
houtanb 04aa1dbdb3 changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
houtanb e1f043485f allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
michel 1f4d4a2871 4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +00:00
houtanb 65a6e5cf6e swz: implementation of svar
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
houtanb 0adc9f8842 swz: markov switching statement
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
houtanb 1f72431ec4 swz: svar_identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien f2ea29254d M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
houtanb c32dc7de28 slight bug fix: allow vec_int type to be specified with commas
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3181 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 12:17:44 +00:00
michel 338fb39638 4.1: add preprocessor interface for k_order_solver
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
houtanb ccb1f9ce94 swz keywords and structure introduced for future implementation of functionality
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 00:38:26 +00:00
sebastien 5568e622b8 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
houtanb 07ba8ebdee implements predetermined_variables operator
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien 760085d6fe preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
stepan a8bc077ede * Bug fix.
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
sebastien ab7bcdd304 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien 8e8a6d74d7 AIM solver:
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
ferhat 2052c08732 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
sebastien 337bde2589 * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
sebastien c8080438ad Preprocessor:
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
sebastien 9ad86bfda2 Preprocessor: fixed grammar for "mode_file" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:21 +00:00
michel 3ed36840f9 added possibility to call user defined optimizing routine with mode_compute option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
michel b051e0b5a7 preprocessor: symbol names that are also option names (alpha, beta, ...) are now case consistent
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2991 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-28 19:29:13 +00:00
michel ac1aec0610 preprocessor: adding new options for Marlov Switching
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2975 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-24 13:13:57 +00:00
houtanb 5591a412a8 added steady_state operator to preprocessor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-10 20:09:16 +00:00
sebastien d26ff57671 Cleanup "cutoff" and "mfs" options (the former is no longer in options_)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 10:10:06 +00:00
sebastien fea9c4a2f0 Remove obsolete "cutoff" and "markowitz" statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
sebastien 5dc82b4eed * Added new option stack_solve_algo to simul
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:34:48 +00:00
sebastien 53f4320809 Added support for equation tags (thanks to Pablo for providing a patch)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:37:59 +00:00
sebastien 00d887f984 Various cleanups related to new options "bytecode" and "block"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00