Houtan Bastani
516491941d
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
Sébastien Villemot
58d71bb44e
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
Sébastien Villemot
9e962e7a93
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
Stéphane Adjemian (Scylla)
1ae4bebf5e
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
Sébastien Villemot
314f9ccb0d
It's bison 2.5 that's actually required now.
2014-01-13 14:56:56 +01:00
ferhat
e2d9f2476c
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
Stéphane Adjemian (Charybdis)
4d95aa8d42
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
Houtan Bastani
e0f662129a
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
Sébastien Villemot
1afd46b880
Refactor bison files using new prologue syntax.
2013-12-28 21:16:47 +01:00
Sébastien Villemot
10c4b8a080
Fix compatibility issue with Bison 3.
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Closes #570
2013-12-28 21:02:15 +01:00
Stéphane Adjemian (Charybdis)
2975072c1b
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Stéphane Adjemian (Scylla)
fe24d9bcab
Closes #567 .
2013-12-18 16:44:31 +01:00
Houtan Bastani
0d1fe6899f
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
Houtan Bastani
645b830dc9
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
Stéphane Adjemian (Scylla)
cef58f7646
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Houtan Bastani
14b6cf98fb
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
Houtan Bastani
8b34189bc3
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
Houtan Bastani
d368a501d7
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope)
966ed438c1
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope)
d2363c9cf6
Merge branch 'preprocessor-dates' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
Sébastien Villemot
eabad03581
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani
8513c59c9e
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
aa4753f9ec
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Sébastien Villemot
b34a55b36a
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot
49060c3abd
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
Stéphane Adjemian (Charybdis)
d56393da98
Merge branch 'master' into remove-dynDate-class
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Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
Houtan Bastani
3706338bf4
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
Houtan Bastani
7d3dcb74c9
preprocessor: allow anything of the form dates(*) to be accepted as a valid date by the preprocessor
2013-10-23 16:09:32 +02:00
Houtan Bastani
e19da3777c
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-22 14:06:57 +02:00
Houtan Bastani
aee8202a20
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
Stéphane Adjemian (Charybdis)
0aa3e823c7
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
Houtan Bastani
5f2bf10521
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
Houtan Bastani
3019c80f56
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
Houtan Bastani
8051c547ff
stoch_simul: add loglinear option #431
2013-08-14 12:02:51 -04:00
Sébastien Villemot
4295a48dc8
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
Houtan Bastani
e7b300039b
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
Houtan Bastani
de32eeece5
osr: add maxit option ref #423
2013-06-26 12:32:30 +02:00
Stéphane Adjemian (Charybdis)
c07ce32687
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
Stéphane Adjemian (Charybdis)
cc7e5c4dec
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
Sébastien Villemot
98daf662aa
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Sébastien Villemot
a595a83b16
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot
e8353673fe
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot
6d7242b6e8
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Sébastien Villemot
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
91f3f578a0
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
00c95ea352
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00