Sébastien Villemot
d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot
e040e4d0d6
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156.
Closes #35
2014-04-08 17:53:10 +02:00
Sébastien Villemot
8c2e9b3c02
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
Houtan Bastani
491e70ab7b
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
Houtan Bastani
66baffaee5
add missing semicolon
2014-03-25 15:42:33 +01:00
Michel Juillard
8d042b8121
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
Michel Juillard
6364e74a3e
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
Houtan Bastani
96513df4bf
rebase fixes
2014-02-24 12:41:02 +01:00
Houtan Bastani
109045a97b
ms-dsge: add options statement
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
Houtan Bastani
1424f34eed
ms-dsge: write C output
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
Houtan Bastani
053ee41ac0
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Sébastien Villemot
12b9d6d8b9
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
Michel Juillard
16ac13a9ab
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
Sébastien Villemot
64d3cfa601
Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
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Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla)
3c433ad6ea
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
Sébastien Villemot
58d6f01708
Fix bug with DSGE-VAR introduced in f7cdc39f
2013-12-02 17:22:16 +01:00
Sébastien Villemot
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani
07f29031ec
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
Stéphane Adjemian (Penelope)
966ed438c1
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Houtan Bastani
8513c59c9e
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
aa4753f9ec
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
ferhat
b6c0850fb7
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
Houtan Bastani
aee8202a20
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
Sébastien Villemot
aaa50d6a40
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
Houtan Bastani
cd50a2bcb3
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
Houtan Bastani
e85770ba0b
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
Houtan Bastani
fe6f66e2af
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
Houtan Bastani
c1ecabbb77
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
Houtan Bastani
f6dd99b15c
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
Houtan Bastani
2464c330b3
fix typo
2013-08-06 16:02:55 -04:00
Stéphane Adjemian (Charybdis)
ef5893fdbc
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
Sébastien Villemot
98daf662aa
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot
a8201e1803
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
Sébastien Villemot
c882994056
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot
9af724825c
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +01:00
Sébastien Villemot
37440c732a
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
Sébastien Villemot
dac87a6126
Ensure that running check without stoch_simul still sets oo_.dr.eigval
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This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
Ferhat Mihoubi
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Sébastien Villemot
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
Sébastien Villemot
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
Michel Juillard
e3ff0bbd32
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
Houtan Bastani
e8d8e96165
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
Michel Juillard
5feeabfda7
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
Sébastien Villemot
1c98c34724
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
Houtan Bastani
6d76ec94f7
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
Sébastien Villemot
93d08ba45e
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
Sébastien Villemot
67f29dbbd9
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
Sébastien Villemot
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00