Commit Graph

429 Commits (36fa97e5c5871f6c2f9c6c0b2503651ac899cad3)

Author SHA1 Message Date
Sébastien Villemot 36fa97e5c5
Merge remote-tracking branch 'origin/identification_wmutschl' 2019-03-20 10:48:20 +01:00
Sébastien Villemot 78583135df
Use true/false instead of 1/0 for boolean options
This is more elegant, and makes it easier to distinguish them from integer
options.
2019-03-19 15:15:10 +01:00
Sébastien Villemot 7d5e8a16c0
Add new options for identification
Ref Dynare/dynare#1648
2019-03-19 11:59:15 +01:00
Sébastien Villemot 1793078ba2
Minor stylistic improvements 2019-03-18 18:49:55 +01:00
Houtan Bastani 92af6ffbe7
pass flag because regex’s on matlab side depend on it 2019-03-15 16:12:54 +01:00
Houtan Bastani da9f5dcffb
Revert "make pac expectation JSON output like that of var expectation"
This reverts commit 21d42e6010.
2019-03-15 16:11:55 +01:00
Houtan Bastani 21d42e6010
make pac expectation JSON output like that of var expectation 2019-03-15 15:47:50 +01:00
Houtan Bastani 50c26f4945
further simplifications related to AR matrices 2019-03-15 14:35:57 +01:00
Houtan Bastani f1d1c1e1c1
trend_component_model: simplify AR 2019-03-15 12:27:32 +01:00
Houtan Bastani a3c08f932e
simplify code to find autoregressive matrix for VARs 2019-03-15 12:26:59 +01:00
Houtan Bastani 0544141545
pac: fix bug when checking for symb_ids 2019-03-15 12:06:10 +01:00
Stéphane Adjemian (Charybdis) 9632b18c24
Add in M_ a list of exogenous variables that needs to be excluded if the model is not used for estimation. 2019-03-14 11:03:02 +01:00
Houtan Bastani 1e21904496
use emplace_back instead of push_back 2019-03-11 15:51:41 +01:00
Sébastien Villemot d9f7ac4c9b
Fix bug introduced in 7d16fff786
Here, emplace() and insert() are not interchangeable because this is a std::set of
std::vector<int>, and we really want the initializer-list constructor of
std::vector (and not the two int's constructor).

Fixes the test deterministic_simulations/lola_solve_one_boundary.mod
2019-03-08 18:57:17 +01:00
Houtan Bastani fdefb0f52a
move variable initialization out of body 2019-03-08 16:21:01 +01:00
Houtan Bastani 958661b30f
update comment for map 2019-03-08 12:05:56 +01:00
Stéphane Adjemian (Charybdis) e0acc669bd
Append a list of observed exogenous variables in M_ if varexo option status is used. 2019-03-07 16:55:20 +01:00
Houtan Bastani 69e7763490
pac: change vectors that store additive parts 2019-03-07 12:57:47 +01:00
Houtan Bastani 2201907245
pac: support additive elements whether optimizing agents are present or not 2019-03-07 12:36:08 +01:00
Houtan Bastani 583c8373d7
pac: add residual to additive part 2019-03-07 12:23:19 +01:00
Houtan Bastani 9b1b4113d9
pac: keep order of variables in ec part of pac equation and add scaling factor to output 2019-03-07 11:31:45 +01:00
Houtan Bastani b0dac547e9
shorten writing of istarget output 2019-03-07 11:31:45 +01:00
Houtan Bastani 14e7c92f14
pac: fix bug in setting of target variable 2019-03-07 11:31:45 +01:00
Sébastien Villemot bd7a1f4b44
Minor simplifications in the lexers
In particular, no need to put both upper and lower case letters in the
patterns, since the lexer is case-insensitive.

The only simplification that we do not perform is removing the quoting of
single quotes (i.e. replacing \' by '), since it confuses the C++ mode of
Emacs.
2019-03-06 13:58:22 +01:00
Houtan Bastani 8502ebfc06
json output: print statements in original model output 2019-03-06 11:43:30 +01:00
Sébastien Villemot abfe1a70e7
Fix typo 2019-03-05 18:59:40 +01:00
Houtan Bastani 68850536e6
stop processing if we substitute a unary op with a lead. closes #20 2019-03-05 15:20:32 +01:00
Houtan Bastani 7c9f272e15
always substitute diffs of expressions that contain leads. closes #21 2019-03-05 12:43:54 +01:00
Houtan Bastani a1c79e6a4c
remove code that should have been removed in 9963686e72 2019-03-05 12:33:21 +01:00
Houtan Bastani 9963686e72
handle additive terms when PAC equation does NOT have non/optimizing agents 2019-03-05 12:20:45 +01:00
Houtan Bastani a3fc7a7752
pac_model: fix input tests 2019-03-04 11:07:06 +01:00
Stéphane Adjemian (Charybdis) 34f02a37e3
Fixed logic in pac_model command.
If option aux_model_name is assigned a value, this value must not be
discarded if options growth and steady_state_growth are simultaneously
used.
2019-03-02 16:37:00 +01:00
Houtan Bastani e56f994d28
pac_model: write growth argument as string 2019-03-01 11:20:26 +01:00
Houtan Bastani 341b9c6667
pac_model: allow diff as argument to growth option 2019-02-28 19:22:34 +01:00
Houtan Bastani 5f013756f2 find additive parts to pac equation 2019-02-27 23:12:05 +01:00
Stéphane Adjemian (Charybdis) 2312ce13dc
Changed non_optimizing_behaviour.type field to non_optimizing_behaviour.isendo.
The elements are logicals true/false (true iff corresponding variable is an endogenous variable).
2019-02-27 15:35:19 +01:00
Houtan Bastani ec21208ed7
pac: specify type of variables in non optimizing part of equation 2019-02-27 15:10:48 +01:00
Houtan Bastani effa40543e
pac: find correct target variable when pac equation accounts for share of optimizing agents 2019-02-25 18:46:44 +01:00
Sébastien Villemot 3d42e6468d
Octave compatibility fix 2019-02-25 16:56:11 +01:00
Stéphane Adjemian (Charybdis) abde60fbea
pac: Changed logic of the tests on growth and steady_state_growth options. 2019-02-25 16:21:30 +01:00
Houtan Bastani 64f55e4a5e
pac: declare endogenous variables needed by pac model consistent expectation before the creation of auxiliary variables 2019-02-25 15:29:46 +01:00
Houtan Bastani 36b2ae5026
pac: model consistent expectation: add 1 to max lag from pac equation to obtain correct `m` for substitution 2019-02-25 10:48:53 +01:00
Stéphane Adjemian (Charybdis) b8f756fa35
Fixed option name in error message. 2019-02-22 23:11:06 +01:00
Sébastien Villemot 8ae7f81fd9
Fix bug with var_expectation nodes introduced in 38152c34a4
We must provide a return value for
VarExpectationNode::maxLagWithDiffsExpanded().

Return zero, which will lead to the right overall result even if it is not
strictly the right choice (see the comment in the code).
2019-02-22 17:30:09 +01:00
Houtan Bastani 20690e1664
change ordering of aux vars in enum 2019-02-22 17:15:11 +01:00
Stéphane Adjemian (Charybdis) 6a34603f91
Conform to spelling used in Matlab codes. 2019-02-22 12:31:58 +01:00
Houtan Bastani d8c9bbc353
ensure that h1/h0_param_indices are created regardless of whether there are parameters or not 2019-02-22 11:52:07 +01:00
Houtan Bastani 4160e48dab
output info relative to A0star column indices
(cherry picked from commit 70f73d9bd5232044f3e31f1e4b26425bd149a869)
2019-02-21 12:57:18 +01:00
Sébastien Villemot 7d16fff786
Further simplifications 2019-02-21 12:16:22 +01:00
Sébastien Villemot be023bdab9
Simplification: the [] operator already inserts the new element
See https://en.cppreference.com/w/cpp/container/map/operator_at
2019-02-21 12:15:50 +01:00