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
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
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This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
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— 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
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
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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
08ac455fcd
Implement “occbin_constraints” block
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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
f0002c5ac6
Fix compiler warning introduced by 61b37942ab
2021-07-13 17:18:06 +02:00
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
221daeab6f
New time_shift option to var_expectation_model
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Ref. dynare#1787
2021-07-01 17:56:07 +02:00
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
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Ref. dynare!1866
2021-06-04 16:20:29 +02:00
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
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
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
638b4c7ac5
Ensure that all statements produce an output in JSON mode
2020-11-26 16:25:22 +01:00
a99ca9f450
Remove obsolete “var_estimation” statement
2020-11-26 16:13:52 +01:00
1b40327639
Remove obsolete “restrictions” block
2020-11-26 16:13:49 +01:00
9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency
2020-11-25 17:40:00 +01:00
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
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Ref. dynare#1173
2020-02-04 17:49:53 +01:00
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
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dynare#1355
2019-12-23 21:16:00 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
32c3910e18
allow symbol list to accept auxiliary variables
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dynare#1355
2019-12-20 14:51:15 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
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Ref. dynare!1688
2019-12-20 11:47:54 +01:00
c2461981d2
Various provisions for improvements to shock decomposition commands
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– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
8dfa79a0f5
new command `evaluate_planner_objective`
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dynare#1678
2019-12-12 11:35:26 +01:00
c23e136f93
Revert "Merge branch 'master' into 'master'"
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This reverts commit 3ae92499b83ec01b8612
2019-11-26 16:46:12 +01:00
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
d839aea08b
Drop unused functions for writing C and C++ output
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These functions should have been deleted in
946d105c04
2019-10-24 10:54:46 +02:00
8a83e08e79
Fix bug with diff or unary ops that have same static representation
...
Previously, for testing whether two diff() expressions or two unary ops were
the lead/lag of each other, the preprocessor would test whether they have the
same static representation. This is ok for simple expressions (e.g.
diff(x(-1))), but not for more complex ones (e.g. diff(x-y) and diff(x(-1)-y)
should not be given the same auxiliary variable).
This commit fixes this by properly constructing the equivalence relationship
and choosing a representative within each equivalence class. See the comments
above lag_equivalence_table_t in ExprNode.hh for more details.
Closes #27
2019-10-22 15:01:06 +02:00
d1be4f4946
remove duplicates from stoch_simul symbol_list. closes dynare#1519
2019-09-10 11:13:33 +02:00
2753ab9887
pac: collect exogenous variables in growth argument to pass exo use test in ModFile.cc
2019-05-17 15:06:16 +02:00
a0f74f5c16
pac growth: allow linear combination
2019-05-14 12:33:59 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
7392cd3a6c
add JSON output for plot_shock_decomposition, realtime_shock_decomposition, and initial_condition_decomposition
2019-04-12 14:34:09 +02:00
6ba31087ab
add check for parameter_set option to conditional_forecast
2019-04-03 14:26:02 +02:00
e56f994d28
pac_model: write growth argument as string
2019-03-01 11:20:26 +01:00
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
240aba6709
move pac info out of pac expectation node
2019-02-20 15:35:13 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
e7c9c26d2d
More modernizations with clang-tidy
2019-01-15 11:08:47 +01:00
4f9b384984
Use C++11 override keyword
2019-01-09 15:43:46 +01:00
67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model
2018-11-29 16:01:49 +01:00
e9341c7153
Implement option "expression" of var_expectation_model
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The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
1089a223c4
Clean up default constructors/destructors
2018-10-11 17:08:44 +02:00
Sébastien Villemot
Johannes Pfeifer
Michel Juillard
Houtan Bastani
Dóra Kocsis