Commit Graph

961 Commits (47a8fd0147b53157c096808d71ba56d915cf8046)

Author SHA1 Message Date
Sébastien Villemot 47a8fd0147 Add line numbers of equations in preprocessor error messages.
Closes #584
2014-01-27 16:41:43 +01:00
Houtan Bastani 4d2f91813b build system: replace hard-coded flex include dir with that found by autoconf, #575 2014-01-13 11:35:13 -05:00
Sébastien Villemot 314f9ccb0d It's bison 2.5 that's actually required now. 2014-01-13 14:56:56 +01:00
Sébastien Villemot 12b9d6d8b9 Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +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) 57936ef8ee Merge branch 'master' into sim1-with-variable-dimension 2013-12-27 20:32:17 +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
Sébastien Villemot 57d62a3171 Fix bug in deterministic conditional forecast.
The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
Stéphane Adjemian (Scylla) fe24d9bcab Closes #567. 2013-12-18 16:44:31 +01:00
Michel Juillard 16ac13a9ab osr: added optimal value of parameters to oo_.osr.optim_params; moved
osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard 9dfcf897f7 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani 1d7646a6e5 For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT 2013-12-10 18:18:46 +01:00
Houtan Bastani 973f20dab5 preprocessor: streamline addSymbol 2013-12-10 11:41:30 +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
Sébastien Villemot 64d3cfa601 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla) 3c433ad6ea Copy the generated time series in Base workspace (extended_path). 2013-12-09 11:08:08 +01:00
Sébastien Villemot 78ea064592 Cleanup more preprocessor-generated files at each run 2013-12-02 17:22:16 +01:00
Sébastien Villemot 58d6f01708 Fix bug with DSGE-VAR introduced in f7cdc39f 2013-12-02 17:22:16 +01:00
Sébastien Villemot 8d2c28f3bf Forbid the use of trend variables in expressions outside the model block 2013-11-29 16:29:25 +01:00
Sébastien Villemot 6ba0980460 Add a warning when some exogenous are not used in the model 2013-11-29 16:03:45 +01:00
Sébastien Villemot 1414f98cff Refactor code for collecting variables appearing in expressions
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Sébastien Villemot 173dc32e60 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani 645b830dc9 preprocessor: allow empty estimated_params_init block 2013-11-21 15:11:57 +01:00
Houtan Bastani c9d7971df2 preprocessor: ExprNodeLess is a struct 2013-11-21 14:48:11 +01:00
Houtan Bastani 8ed5bc2a97 preprocessor: eliminate clang warning about using namespace std 2013-11-21 14:47:44 +01:00
Houtan Bastani 790b138042 preprocessor: remove unused private field in ConditionalForecastPathsStatement 2013-11-20 12:17:07 +01:00
Houtan Bastani 07f29031ec preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +01:00
Houtan Bastani d22047a284 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani e12726a353 preprocessor: deal with dates in NativeStatement 2013-11-19 16:35:12 +01:00
Houtan Bastani d2e93452c3 preprocessor: match dates in dynare syntax 2013-11-19 13:05:54 +01:00
Houtan Bastani fae00ea729 fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0 2013-11-19 13:05:08 +01:00
Houtan Bastani 1707e6aa96 preprocessor: bug fix: return oo 2013-11-19 11:56:39 +01:00
Houtan Bastani 29507f8e45 proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries 2013-11-19 11:54:00 +01:00
Houtan Bastani 9d5d6b713d Revert "macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('"
This reverts commit 9be1d084fd2b510e7d229c7b0e02bde500e34ce1.
2013-11-18 12:53:55 +01:00
Houtan Bastani 71cd4c1a52 Revert macro/MacroFlex.ll of 858159a4f53e23a4654d5cb447e7a937faf30168 2013-11-18 12:53:42 +01:00
Houtan Bastani 0e6c4735ff Revert "macroprocessor: if you encounter dates(date), insert quotes"
This reverts commit 9eb34cee4a68d54a0943f41a7977899a36a60a80.
2013-11-18 12:42:48 +01:00
Houtan Bastani 9a28f4103d Revert "macroprocessor: copy anything within "dates()" straight to preprocessing stage"
This reverts commit 4f93207a30478d28f026cc1c9ac51640bd134f88.
2013-11-18 12:42:25 +01:00
Houtan Bastani 2acb921e99 Revert "simplify flex code"
This reverts commit 3d57c1e5e95de4fc36e2dee095aa8a9c187ddfc4.
2013-11-18 12:42:01 +01:00
Houtan Bastani c23cbb5edd clang compilation: replace ostringstream array with vector of strings 2013-11-18 12:16:37 +01:00
Houtan Bastani c03f89eb8d preprocessor: simplify if statement 2013-11-18 12:16:37 +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