Commit Graph

145 Commits (2ac49123d6290112b9a1d49930bf69cf29c402d5)

Author SHA1 Message Date
Houtan Bastani 2ac49123d6 estimation: add subsample name to index 2012-03-27 13:03:10 +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 b3e2823c82 estimation: fixes to options statement 2012-03-09 11:47:25 +01:00
Ferhat Mihoubi 6e75fc31ca Error message for external function provides more details 2012-03-06 11:33:02 +01:00
Houtan Bastani 631924ef16 bug fix: quotes in warnings do not comply with Matlab disp 2012-02-10 17:05:37 +01:00
Houtan Bastani e4916a1d84 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
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 9cbaf6200a ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 37bfa41518 ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani f9f745716d ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +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 a1a42b69ee unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +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 99075d38c8 ms-sbvar: fixing bug in linear restrictions 2011-11-05 21:36:36 +01:00
Houtan Bastani b75d0e733f Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Sébastien Villemot 895f8a25bd Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Michel Juillard 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
Houtan Bastani e94ea4839e fix typo 2011-09-15 18:02:38 -04:00
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
Houtan Bastani b93bbebabd fix typo 2011-07-07 15:15:44 +02:00
Michel Juillard 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
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 1d6d94818d bug fix: nonstationary vars and tex names 2011-04-08 13:37:05 +02:00
Houtan Bastani c2dc34c79e IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani 212ac6b452 fixed typo 2011-03-22 10:38:58 +01:00
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 47b828489b Preprocessor: more explicit error message when users enter invalid floating
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Sébastien Villemot 89118b86a2 Preprocessor: fix error message for conditional_forecast_paths 2011-02-07 11:51:13 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +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 baccf9e8f5 Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function 2011-01-13 19:10:16 +01:00
Sébastien Villemot 091c7961a2 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Ferhat Mihoubi 751c0da2a1 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +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:
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
Sébastien Villemot 615f2ae322 Histval block:
- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot d973c2ead7 Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective' 2010-10-11 14:49:23 +02:00
Sébastien Villemot 2c10d03368 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00