Commit Graph

276 Commits (42487be43c035c35b36ea74f4889e3af7b2a60c6)

Author SHA1 Message Date
Michel Juillard 46bcfea9e5 adding ramsey_model to Dynare grammar 2014-03-09 12:15:32 +01:00
Johannes Pfeifer d43a2bce09 Add option mh_conf_sig
Fixes #598
2014-03-06 10:06:55 +01:00
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.
Ref #267
2014-02-10 19:23:06 +01:00
Sébastien Villemot 9e962e7a93 Add new options consider_all_endogenous and consider_only_observed.
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.
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).
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
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope) d2363c9cf6 Merge branch 'preprocessor-dates' into remove-dynDate-class
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
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
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
Closes #507
2013-11-04 15:42:59 +01:00
Stéphane Adjemian (Charybdis) d56393da98 Merge branch 'master' into remove-dynDate-class
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
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)
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
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
Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot 6d7242b6e8 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot 55a548282c Possibility of restricting differentiate_forward_vars to some variables
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
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 24cac29cdf removed changes linked with transforming variables to avoid log or
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