Sébastien Villemot
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
...
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e
).
2021-10-29 14:11:30 +02:00
Johannes Pfeifer
b496c4ba2c
ramsey_model: Fix error message logic
...
one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
Sébastien Villemot
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
Sébastien Villemot
989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
2021-09-08 19:00:15 +02:00
Sébastien Villemot
cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
...
Closes : #77
2021-09-08 17:10:56 +02:00
Sébastien Villemot
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
...
This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
Johannes Pfeifer
3f37d9692c
method_of_moments: move to namespace
2021-08-15 20:44:24 +02:00
Sébastien Villemot
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
...
— forbid leads and lags
— forbid expectation operators
This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
Sébastien Villemot
ebd9954d33
Occbin: new syntax for constructing multi-regime equations
...
Ref. #68
2021-07-20 18:18:24 +02:00
Sébastien Villemot
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
...
In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).
Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations
Ref. #68
2021-07-20 12:26:11 +02:00
Sébastien Villemot
08ac455fcd
Implement “occbin_constraints” block
...
Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
2021-07-16 11:34:27 +02:00
Johannes Pfeifer
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
Sébastien Villemot
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
Sébastien Villemot
221daeab6f
New time_shift option to var_expectation_model
...
Ref. dynare#1787
2021-07-01 17:56:07 +02:00
Johannes Pfeifer
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
NormannR
d0ec5eb155
Allows to write M_.objective_tmp_nbr in the driver.m file
...
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
Sébastien Villemot
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
Sébastien Villemot
86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
...
Ref. dynare!1866
2021-06-04 16:20:29 +02:00
Sébastien Villemot
c5f9ae89e7
Implement new “occbin” option to “model” block
...
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
2021-05-31 10:00:59 +02:00
Sébastien Villemot
0213c9be73
Merge branch 'ramsey_k_order' into 'master'
...
Allows to write M_.NNZDerivatives_objective in the driver.m file
See merge request Dynare/preprocessor!36
2021-04-22 13:28:18 +00:00
normann
22fbfb0fba
Allows to write M_.NNZDerivatives_objective in the driver.m file
...
Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
Michel Juillard
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
Sébastien Villemot
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
...
Partially reverts f914837aff
and
567156aad4
.
2021-02-22 16:22:17 +01:00
Johannes Pfeifer
ad22e62874
filter_initial_state: Port lost preprocessor commits from https://git.dynare.org/JohannesPfeifer/dynare/-/commits/filter_initial_state
2021-01-26 16:03:04 +01:00
Sébastien Villemot
af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
...
Also remove the det_cond_forecast interface, that was related to it.
Ref. dynare!1626
Closes : #39
2021-01-25 18:03:37 +01:00
Willi Mutschler
a87b2753ed
MoM: Add option analytic_jacobian
2021-01-08 18:57:06 +01:00
Johannes Pfeifer
78f6d48601
GMM: introduce option analytic_standard_errors
2020-12-12 09:36:40 +01:00
Sébastien Villemot
638b4c7ac5
Ensure that all statements produce an output in JSON mode
2020-11-26 16:25:22 +01:00
Sébastien Villemot
a99ca9f450
Remove obsolete “var_estimation” statement
2020-11-26 16:13:52 +01:00
Sébastien Villemot
1b40327639
Remove obsolete “restrictions” block
2020-11-26 16:13:49 +01:00
Sébastien Villemot
c697a63119
Fix typo
2020-11-25 18:08:49 +01:00
Sébastien Villemot
9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency
2020-11-25 17:40:00 +01:00
Johannes Pfeifer
9d9a4bd4d1
Remove matched_moments_ as input of method_of_moments
...
Now a subfield of M_
2020-08-05 13:46:09 +02:00
Sébastien Villemot
09054e11dc
Add new “matched_moments” block
...
Closes : #51
2020-07-28 18:30:24 +02:00
Johannes Pfeifer
eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
Johannes Pfeifer
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
MichelJuillard
ed4c36a267
add first_simulation_period to the lexer
...
(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Stéphane Adjemian (Charybdis)
2a048a487c
Throw an error if mh_tune_guess is used without mh_tune_jscale.
2020-02-29 09:54:18 +01:00
Stéphane Adjemian (Charybdis)
3c6a23137b
Throw an error if mh_tune_jscale is used with mh_jscale.
2020-02-28 18:28:09 +01:00
Johannes Pfeifer
312edf0dba
Provide M_ as an output to stoch_simul and discretionary_policy
...
Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
Houtan Bastani
14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
2020-02-11 14:24:06 +01:00
Sébastien Villemot
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
...
Ref. dynare#1173
2020-02-04 17:49:53 +01:00
Sébastien Villemot
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
...
Ref. #40
2020-01-20 17:26:31 +01:00
Houtan Bastani
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
Houtan Bastani
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
...
issue dynare#1691
2020-01-06 10:52:18 +01:00
Houtan Bastani
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
...
dynare#1355
2019-12-23 21:16:00 +01:00
Sébastien Villemot
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
Houtan Bastani
42106f85a8
det_cond_forecast: fix output aesthetics
...
- remove semicolon after `end`
- don't test for existence of `oo_`
- fix spacing to conform with MATLAB/Octave spacing
issue #39
2019-12-20 14:51:16 +01:00
Houtan Bastani
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
Houtan Bastani
76b461de4a
organize function with other members of the same class
2019-12-20 14:51:16 +01:00