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2956 Commits (37a6ed6261c2512366760e29fe18bbcec329549b)

Author SHA1 Message Date
Sébastien Villemot 37a6ed6261
PAC: rethink the relation between PacModelTable and DynamicModel classes 2021-10-29 14:11:30 +02:00
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
Sébastien Villemot 0123326123
Fix error message when using pac_expectation with occbin_constraints 
By the way, also fix the argument name (the model is not a VAR).
 2021-10-29 14:11:08 +02:00
Sébastien Villemot bc827326eb
JSON: fix syntax error in the aux vars table introduced in a7fb198463 2021-10-26 12:31:01 +02:00
Sébastien Villemot 5bef185370
PAC: add growth correction term for definition of Z₁ in the MCE case 2021-10-25 17:28:01 +02:00
Sébastien Villemot 4191cec9aa Merge branch 'master' into 'master' 
Master

See merge request Dynare/preprocessor!53
 2021-10-08 13:42:16 +00:00
Sébastien Villemot 8bb8e59410
Improve message for GCC installation under macOS 2021-10-08 12:59:17 +02:00
MichelJuillard a7fb198463 add field aux_vars to modfile.json 2021-10-08 09:26:49 +02:00
MichelJuillard 561bee0790 add NNZderivatives to JSON + use AbstractVector for Julia functions 2021-10-06 17:45:11 +02:00
Sébastien Villemot 78e295115a
PAC: better error message in case of name conflict for the growth neutrality correction parameter 2021-10-06 16:41:09 +02:00
Sébastien Villemot 9938cb2632 Merge branch 'ramsey_logic' into 'master' 
ramsey_model: Fix error message logic

See merge request Dynare/preprocessor!52
 2021-09-24 14:20:34 +00:00
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 d1acee0631 Merge branch 'mh_mode' into 'master' 
Rename mh_mode to correct mh_posterior_mode_estimation option

Closes #60

See merge request Dynare/preprocessor!51
 2021-09-21 16:09:01 +00:00
Johannes Pfeifer 8d14e18cdb Rename mh_mode to correct mh_posterior_mode_estimation option 
Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
 2021-09-21 17:28:37 +02:00
Sébastien Villemot b12746190d
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous 
Closes: #72
 2021-09-21 17:17:36 +02:00
Sébastien Villemot 3d215020ae
Fix use_dll on macOS + Octave 
Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.

Ref. dynare#1797
 2021-09-13 16:50:13 +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
Sébastien Villemot 784dd4122a
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models 
Previously it was only generated in the case of backward PAC models.
 2021-08-31 17:54:20 +02:00
Sébastien Villemot 6863494db2
Ensure that the “discount” option of “pac_model” is a parameter 
Ref. Madysson/estimation-codes#4
 2021-08-31 12:52:00 +02:00
Sébastien Villemot 15658fda5c
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/preprocessor 
Ref. !50
 2021-08-30 16:05:44 +02:00
Sébastien Villemot 297888ce72
Merge remote-tracking branch 'origin/updated_covariance' 
Ref. !47
 2021-08-30 16:05:13 +02:00
Stéphane Adjemian (Charybdis) 79d5a2d687
Fix warning (missing option in occbin_setup). 2021-08-18 15:18:21 +02:00
Stéphane Adjemian bb7f60b8fb Merge branch 'occbin_options' into 'master' 
Occbin: Add missing options

See merge request Dynare/preprocessor!49
 2021-08-16 09:59:42 +00:00
Johannes Pfeifer 3f37d9692c method_of_moments: move to namespace 2021-08-15 20:44:24 +02:00
Johannes Pfeifer 6fb86522ea Occbin: Add missing options 2021-08-10 20:28:32 +02:00
Sébastien Villemot f0c39b461e
Bump version number 2021-07-23 15:48:17 +02:00
Sébastien Villemot bb19d98712 Merge branch 'results_file' into 'master' 
Move results file to output folder

See merge request Dynare/preprocessor!48
 2021-07-23 11:58:46 +00:00
Johannes Pfeifer 361b789e88 Move results file to output folder 2021-07-22 19:36:12 +02:00
Johannes Pfeifer 38714a58c4 Add updated_covariance option 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
 2021-07-22 17:12:02 +02:00
Sébastien Villemot 5cfe6303e2
Cosmetic changes 2021-07-22 16:49:59 +02:00
Sébastien Villemot 30972e44ef Merge branch 'smoother2histval' into 'master' 
Introduce option consider_all_endogenous_and_auxiliary

See merge request Dynare/preprocessor!46
 2021-07-22 10:21:03 +00:00
Johannes Pfeifer 5da01faa74 Introduce option consider_all_endogenous_and_auxiliary 2021-07-22 11:49:36 +02:00
Sébastien Villemot 2fc8b71ac6
CI: bump Julia and Boost/Windows versions 2021-07-21 20:16:19 +02:00
Sébastien Villemot e1f7d8c735
VAR models: add a parameter representing the constant in the development of the pac_expectation operator 2021-07-21 17:53:55 +02:00
Sébastien Villemot da9e0acc2d
VAR models: add a parameter representing the constant in the development of the var_expectation operator 2021-07-21 17:53:55 +02:00
Sébastien Villemot 1a5fb4d5e6
DynamicModel: make PAC data members private 2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk) 8305b94d29
Fix constant definition in reduced form VAR. 2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk) c6a7d56b36
Fix constants in var model (it has to be a vector). 2021-07-21 17:53:55 +02:00
Sébastien Villemot a6add6127b
VAR models: output vector of constants in varmatrices.m 2021-07-21 17:53:54 +02:00
Sébastien Villemot 1cf03a5f07
Cosmetic improvement 2021-07-21 17:53:54 +02:00
Sébastien Villemot 5498ce98ee
Use NumConstNode* type for DataTree constants (previously they were just expr_t) 2021-07-21 17:53:54 +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 ed31d1cb5e
Remove unused functions 2021-07-21 16:33:23 +02:00
Sébastien Villemot 6ae3d3131f
Occbin: handle external functions in “occbin_constraints” 2021-07-21 16:33:19 +02:00
Sébastien Villemot 0d6eb053d4
Ensure that “pac_expectation” operators are never inserted into a static model 
The implementation of PacExpectationNode::toStatic() did not make sense. It
should normally never be called, hence we error out at this point.

Also do a cosmetic change in the PacExpectationNode::clone() methode.
 2021-07-21 16:33:14 +02:00
Sébastien Villemot b16ab9b247
Fix preprocessor crash when a [static] equation contains a “var_expectation” operator 
Rather error out with a meaningful message.
 2021-07-21 16:33:09 +02:00
Sébastien Villemot ebd9954d33
Occbin: new syntax for constructing multi-regime equations 
Ref. #68
 2021-07-20 18:18:24 +02:00