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92 Commits (3e1a2ad450f80f667a647d0740b15b7d763d87df)

Author SHA1 Message Date
Ferhat Mihoubi 3e1a2ad450 - Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions 2010-09-17 12:17:09 +02:00
Sébastien Villemot ffd2cb24aa Preprocessor: make option "no_static" work even when "bytecode" is not present 2010-09-17 12:17:05 +02:00
Ferhat Mihoubi f68e4fd455 - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous 
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
 2010-09-17 12:16:47 +02:00
Michel Juillard 6c0a0969f6 make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero. 2010-07-17 10:14:22 +02:00
Houtan Bastani fe133054cf DSGE-Var: bug fix. Add init param statement at the before the estimation statement 2010-06-24 15:08:23 +02:00
Houtan Bastani ee9b19fadc DSGE-VAR: support deprecated way of declaring dsge_prior_weight 2010-06-22 10:38:54 +02:00
Houtan Bastani 5a9f972cc1 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Sébastien Villemot 211056f552 Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values 2010-05-31 17:43:17 +02:00
Sébastien Villemot 5546658b4d Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot 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
Sébastien Villemot 656a515832 Preprocessor: removed spurious warnings 2010-03-29 12:52:29 +02:00
Sébastien Villemot c33d6fb110 Preprocessor: fixed bug with warnings (they were all disabled) 2010-03-29 12:44:20 +02:00
Houtan Bastani a70b60604c Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
Sébastien Villemot b652c563ba Preprocessor: add error message when using USE_DLL with MSVC and some function unsupported by MSVC 2010-02-23 16:59:34 +01:00
Sébastien Villemot c471a41fef preprocessor: under Octave/Windows, with USE_DLL, do not require "cygwin" or "msvc" option (closes #76) 2010-02-17 18:40:52 +01:00
ferhat f13b95cb87 "bytecode" option can be used without "block" option 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-22 10:03:29 +00:00
stepan 0dcff27478 Fixed a bug introduced in commit 3319 (trunk). If my understanding is correct, some parenthesis 
were missing in the IF condition (causing a preprocessor error). 



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3336 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 21:35:32 +00:00
ferhat 0808ba42b7 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-08 11:06:25 +00:00
sebastien 80e8c10327 Fix problem with USE_DLL under Octave 3.2 (closes #70) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3269 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-18 13:35:50 +00:00
sebastien 3aa8876538 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:13:23 +00:00
sebastien 160ec5d7ca preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 13:21:31 +00:00
sebastien 07d536d020 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
sebastien 11dc0707c3 preprocessor: fixed USE_DLL under Linux and add a provision for MacOS (need to be tested) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3226 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 15:34:47 +00:00
sebastien 628f0aa8af USE_DLL option now works with MSVC + Added new options for Windows to 'dynare' command, to select the compiler: 'cygwin' and 'msvc' + Added the mexopts.bat for Cygwin in the SVN 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3223 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-11 14:46:21 +00:00
sebastien 270f8d7b1d k-order: 
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-09 11:50:58 +00:00
george aa9f25129f added missing " >> mex.def" for mexFunction as Matlab could not find mexFunction any more 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3213 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 18:45:33 +00:00
michel e9ae994ea2 4.1 preprocessor: removing -v option in mex under Linux 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3211 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 15:12:59 +00:00
michel 981d8cba60 mex for Linux (to be tested) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3210 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 14:02:02 +00:00
michel 131c90ceba 4.1 preprocessor: exporting "Dynamic" symbol is necessary only in Windows; added test for ispc 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3209 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 12:00:55 +00:00
michel fc719ad8c7 4.1 preprocessor: exporting Dynamic symbol when making mex file for dynamic model with Matlab 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3208 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-08 11:49:25 +00:00
sebastien 9780bc1727 Removed last remnants of "ct_" global variable 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 16:30:56 +00:00
sebastien 8a87993000 preprocessor: fixed option "use_dll" (and therefore "k_order_solver") for Octave 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3178 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 16:36:00 +00:00
sebastien 4419f4aa51 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-26 17:25:04 +00:00
sebastien 05071c6295 preprocessor: when there is no computing task, compute the hessian in the dynamic file 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3147 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-12 17:01:26 +00:00
sebastien 5568e622b8 preprocessor: 
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 15:13:47 +00:00
sebastien 6bd2cb04de predetermined_variables: 
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-09 11:03:18 +00:00
houtanb 07ba8ebdee implements predetermined_variables operator 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-07 18:37:11 +00:00
sebastien bd43182acc * preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them 
* reference manual: documented the new option, fixed XML conformance of the document


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-06 18:31:03 +00:00
sebastien 2e585124e9 preprocessor: always create a dynamic model file, even when there is no Dynare command needing it 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3126 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-05 09:59:30 +00:00
sebastien 760085d6fe preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
sebastien 2761b4c016 preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy") 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:17:27 +00:00
sebastien 7bfeef5d7f preprocessor: 
* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 16:34:42 +00:00
sebastien 021e0ebb2e preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-07 14:07:13 +00:00
sebastien b7fe92c012 preprocessor: always trigger creation of *_dynamic.m file when "identification" is present 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 08:56:02 +00:00
sebastien 04cec8a438 preprocessor: always compute the Dynamic hessian when "identification" keyword is present 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3003 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-01 08:03:40 +00:00
sebastien 2f1382fab5 preprocessor: 
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-30 15:10:31 +00:00
sebastien bf99443ecf Added error message if bytecode option specified but no bytecode DLL found 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2896 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 16:34:15 +00:00
ferhat b17886ee12 - get rid of block and bytcode variable in SimulStatement and StochSimulStatement 
- minimalist version of dynamicmodel when no dynamic model is needed

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:44:15 +00:00