Stéphane Adjemian (Scylla)
cef58f7646
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Houtan Bastani
14b6cf98fb
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
Houtan Bastani
8b34189bc3
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
Houtan Bastani
d368a501d7
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +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
Houtan Bastani
7d3dcb74c9
preprocessor: allow anything of the form dates(*) to be accepted as a valid date by the preprocessor
2013-10-23 16:09:32 +02:00
Houtan Bastani
f6c982c51b
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
Sébastien Villemot
a595a83b16
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
8610453baf
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Ferhat Mihoubi
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +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
Houtan Bastani
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Sébastien Villemot
514db5f801
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
Sébastien Villemot
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Houtan Bastani
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
c62d52a576
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
Houtan Bastani
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
Houtan Bastani
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Michel Juillard
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
Michel Juillard
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
Michel Juillard
4befcde035
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Michel Juillard
f9287ac796
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
Houtan Bastani
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Michel Juillard
8adee6b673
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Sébastien Villemot
9b3d611a0b
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Sébastien Villemot
e74c283579
Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables
2011-01-13 19:04:40 +01:00
Sébastien Villemot
091c7961a2
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Sébastien Villemot
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
Sébastien Villemot
973c795db8
Change the syntax for values of deterministic shocks:
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Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Houtan Bastani
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00