ab589aaaa8
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
06f7d23e90
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
53fe3fe8ed
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
7433d140f7
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
282f34b2d3
Preprocessor: adopt a more consistent behavior when no computing task is requested
2011-05-03 11:28:43 +02:00
54c5d256c0
Preprocessor: tentative fix for testsuite crash in block/bytecode
2011-04-28 10:41:43 +02:00
fc15cd2583
Preprocessor: cosmetic change
2011-04-28 10:39:59 +02:00
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
be236c6402
code cleanup
2011-03-28 11:34:42 +02:00
d2a6f0f42c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
de28e06bc4
bug fix: change order of the way we handle expectation operators and trend vars in transformpass
2011-03-23 15:46:04 +01:00
d7ef08adf9
Check for varexo_det declaration and simul command incompatibility in the same mode-file
2011-03-18 12:47:06 +01:00
571aba6d97
adding syntax checks for discretionary_policy in the preprocessor
2011-03-17 20:13:09 +01:00
f8a717b496
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
d430ea8e43
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
edc3fa998d
fixed error message
2011-03-03 15:24:59 +01:00
60b70df4c1
Updated copyright notices
2011-02-04 17:27:33 +01:00
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
89eecb3253
Allows for block decomposition if "simul" command is not present in the mod file.
2011-01-31 09:58:13 +01:00
94f82b312b
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
818f7df793
Preprocessor: delete remaining dynamic.m file when using USE_DLL
2010-12-08 11:32:13 +01:00
33d340dd04
Preprocessor: also perform numeric initializations in stochastic context
2010-11-25 16:07:55 +01:00
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
acce150795
New "console" option ( closes #130 )
2010-10-28 11:29:39 +02:00
ad73ab0a83
Dynare parallel: preprocessor implementation
2010-10-28 10:54:43 +02:00
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
5327f161d4
external_function: add support for use_dll
2010-10-07 18:05:07 +02:00
3e1a2ad450
- Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions
2010-09-17 12:17:09 +02:00
ffd2cb24aa
Preprocessor: make option "no_static" work even when "bytecode" is not present
2010-09-17 12:17:05 +02:00
f68e4fd455
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
6c0a0969f6
make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero.
2010-07-17 10:14:22 +02:00
fe133054cf
DSGE-Var: bug fix. Add init param statement at the before the estimation statement
2010-06-24 15:08:23 +02:00
ee9b19fadc
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
5a9f972cc1
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
211056f552
Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
2010-05-31 17:43:17 +02:00
5546658b4d
Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file
2010-04-27 17:04:52 +02:00
d68e984fd6
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
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
656a515832
Preprocessor: removed spurious warnings
2010-03-29 12:52:29 +02:00
c33d6fb110
Preprocessor: fixed bug with warnings (they were all disabled)
2010-03-29 12:44:20 +02:00
a70b60604c
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00
b652c563ba
Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC
2010-02-23 16:59:34 +01:00
c471a41fef
preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option ( closes #76 )
2010-02-17 18:40:52 +01:00
f13b95cb87
"bytecode" option can be used without "block" option
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
0dcff27478
Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis
...
were missing in the IF condition (causing a preprocessor error).
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-10 21:35:32 +00:00
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
80e8c10327
Fix problem with USE_DLL under Octave 3.2 ( closes #70 )
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3269 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 13:35:50 +00:00
Houtan Bastani
Sébastien Villemot
Ferhat Mihoubi
Michel Juillard
Michel Juillard
Houtan Bastani
ferhat
stepan
sebastien