9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
9771e68875
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
4f881cc826
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
8dde155e28
ms-sbvar: adding missing case for linear restriction
2011-11-07 15:47:16 +01:00
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
b91dd27096
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
4befcde035
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
5edaa0d4b7
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
b9c9b784a1
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
068b74ae6e
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
7942eaba59
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
25c80c45a3
svar: constants is not yet supported
2011-09-15 18:15:54 -04:00
bd2cd16bf0
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
cacd1a27f7
aesthetic fix
2011-09-15 18:03:30 -04:00
8e366e3bcd
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
f42bb46370
MS-SBVAR: support xls datafile
2011-09-15 18:03:12 -04:00
9207896a6b
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
e5a98735f6
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
e8e2bf8f14
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
07a0b1bbfa
remove unused option
2011-09-14 12:04:47 -04:00
f4bd48eb45
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
db8e953228
remove unused token
2011-09-14 11:53:45 -04:00
d43cb40752
remove unused varlist option
2011-09-14 11:53:45 -04:00
a70e25b182
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
5fcb759749
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
2011-09-14 11:53:45 -04:00
3f689a5076
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
44396d0bac
remove load_mh_file option from ms-sbvar code
2011-09-12 16:29:57 -04:00
cdfd5c7e76
sbvar: deprecate restriction_fname
2011-09-09 13:27:01 -04:00
237fffe05d
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
3de20c4d76
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
3af111abe7
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
2d5f22394f
MS-SBVAR: preprocessor bug fixes
2011-08-04 00:40:26 +02:00
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
6d549cc66f
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
ed81eb22e9
MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
2011-07-14 21:10:01 +02:00
4973ee893d
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
19065506c0
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
81a49656fc
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
3ac4d5ebf9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
7a9bb51caf
MS-SBVAR: updating options for command SBVAR
2011-06-03 14:06:15 +02:00
f6543191ee
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
b65bb7e2c3
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
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
4c71c49f39
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
28c59fae51
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
d6acd924c4
identification: add new options
2011-04-29 11:51:18 +02:00
6abb077ef9
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
5b8cf01d48
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
e50139e6ce
dynare_sensitivity interface: bug fix
2011-04-22 11:35:05 +02:00
eea358eae7
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
c2dc34c79e
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
b8a3444f3f
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
8adee6b673
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
f25b069a00
corrected bug for options_.kalman_tol and increased its default value to 1e-10
2011-02-10 18:48:08 +01:00
d3621da773
SWZ: fixing options vlistlog and vlistpercentage
2011-02-09 06:29:21 +01:00
9b3d611a0b
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
6fba82c3a5
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
e57cfd6539
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
ca73c1bd88
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
d0b7e9e59f
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
2010-12-08 13:02:59 +01:00
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
973c795db8
Change the syntax for values of deterministic shocks:
...
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
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
2c10d03368
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
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
f2e21ca0a6
added conditional variance decomposition to estimation options
2010-06-26 15:39:25 +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
743db26cb4
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +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
6f880da1f5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
f52c96d4c0
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
f9cac656d1
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
9d5e280b82
bug fix: prevent vars with leads/lags from being used outside of the model block.
2010-03-15 10:47:44 +01:00
9c2e06a091
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
50258dae49
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
a70b60604c
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
e24c9c5ad1
Preprocessor: minor cosmetic changes related to external functions
2010-02-23 19:08:54 +01:00
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00
e616667f75
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
0808ba42b7
Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
a33bcad666
Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 08:35:12 +00:00
04aa1dbdb3
changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
e1f043485f
allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
1f4d4a2871
4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +00:00
Houtan Bastani
Michel Juillard
Michel Juillard
Sébastien Villemot
Ferhat Mihoubi
Michel Juillard
Houtan Bastani
houtanb
ferhat
sebastien
michel