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
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
8d2c28f3bf
Forbid the use of trend variables in expressions outside the model block
2013-11-29 16:29:25 +01:00
Sébastien Villemot
1414f98cff
Refactor code for collecting variables appearing in expressions
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- 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
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
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
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
e487dab6bb
Refuse non-stationary endogenous variables in deflators.
...
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00
Houtan Bastani
aee8202a20
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
Houtan Bastani
496036d770
Revert "preprocessor: replace dates with dynDates"
...
This reverts commit 030fe52affb763f11766801f6deeb797e90365e2.
Conflicts:
preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Houtan Bastani
b42790cd6e
preprocessor: replace dates with dynDates
2013-10-02 17:21:55 +02:00
Houtan Bastani
0d5ab71482
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
Houtan Bastani
f6c982c51b
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
Sébastien Villemot
3e1cc9a2d3
Move check on variables types within 'shocks' block to the checking pass stage
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Closes #448
2013-08-27 10:38:54 +02:00
Houtan Bastani
e84ad24f6e
preprocessor: pretty print error info
2013-05-31 18:27:24 +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
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
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
8610453baf
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Ferhat Mihoubi
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Sébastien Villemot
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
Houtan Bastani
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Sébastien Villemot
514db5f801
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
Sébastien Villemot
dbec61ba62
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
Sébastien Villemot
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Houtan Bastani
d5b8adedac
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +02:00
Houtan Bastani
5e68f15f04
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
Houtan Bastani
2cf488ca42
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
Houtan Bastani
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
Houtan Bastani
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
Houtan Bastani
2ac49123d6
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
Houtan Bastani
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
b3e2823c82
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
Ferhat Mihoubi
6e75fc31ca
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
Houtan Bastani
631924ef16
bug fix: quotes in warnings do not comply with Matlab disp
2012-02-10 17:05:37 +01:00
Houtan Bastani
e4916a1d84
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
Houtan Bastani
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
Houtan Bastani
c62d52a576
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
Houtan Bastani
9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
Houtan Bastani
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
Houtan Bastani
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Houtan Bastani
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
Houtan Bastani
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Michel Juillard
a1a42b69ee
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
Michel Juillard
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
Michel Juillard
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
Michel Juillard
99075d38c8
ms-sbvar: fixing bug in linear restrictions
2011-11-05 21:36:36 +01:00
Houtan Bastani
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
Sébastien Villemot
895f8a25bd
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
Michel Juillard
4befcde035
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani
e94ea4839e
fix typo
2011-09-15 18:02:38 -04:00
Houtan Bastani
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
Michel Juillard
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Houtan Bastani
b93bbebabd
fix typo
2011-07-07 15:15:44 +02:00
Michel Juillard
b65bb7e2c3
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
Michel Juillard
f9287ac796
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
Houtan Bastani
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
1d6d94818d
bug fix: nonstationary vars and tex names
2011-04-08 13:37:05 +02:00
Houtan Bastani
c2dc34c79e
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Houtan Bastani
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Houtan Bastani
212ac6b452
fixed typo
2011-03-22 10:38:58 +01:00
Michel Juillard
8adee6b673
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Sébastien Villemot
47b828489b
Preprocessor: more explicit error message when users enter invalid floating
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point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Sébastien Villemot
89118b86a2
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
Sébastien Villemot
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
Sébastien Villemot
9b3d611a0b
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
Sébastien Villemot
baccf9e8f5
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
Sébastien Villemot
091c7961a2
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
Ferhat Mihoubi
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
Sébastien Villemot
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
Sébastien Villemot
973c795db8
Change the syntax for values of deterministic shocks:
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Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot
615f2ae322
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
Houtan Bastani
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Sébastien Villemot
d973c2ead7
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +02:00
Sébastien Villemot
2c10d03368
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
Sébastien Villemot
c8fdd5d9d1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +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
Houtan Bastani
c0cc384956
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
Houtan Bastani
74b0b9c198
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
Sébastien Villemot
2356ef7460
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
Michel Juillard
851dcc88a6
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
2010-06-03 15:59:35 +02:00