Sébastien Villemot
5ffbc5bad3
New estimated_params_remove statement
2021-12-15 16:02:57 +01:00
Sébastien Villemot
342c4faf8d
New var_remove statement
2021-12-15 12:20:29 +01:00
Sébastien Villemot
1f004584e9
New model_remove statement and model_replace block
...
Factorize the implementation with the existing code for the include_eqs and
exclude_eqs options (which has been refactored by the way).
Ref. #19
2021-12-15 12:11:25 +01:00
Sébastien Villemot
d15b2110a0
Add erfc() primitive
...
Closes : #85
2021-12-07 15:19:40 +01:00
Sébastien Villemot
1de3476546
Macroprocessor: fix line counter inside @{} constructs
...
There were two bugs:
– with the LF convention, newlines were counted twice
– with the CR+LF convention, they were counted four times (because the CR was
included in yyleng, alongside the LF)
The fix consists in implementing a location_increment() method similar to the
one used for the Dynare parser. This is the most robust solution.
By the way, mark the method DynareFlex::location_increment() method static.
2021-11-19 14:55:14 +01:00
Sébastien Villemot
0123326123
Fix error message when using pac_expectation with occbin_constraints
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By the way, also fix the argument name (the model is not a VAR).
2021-10-29 14:11:08 +02:00
Sébastien Villemot
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
Sébastien Villemot
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
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— forbid leads and lags
— forbid expectation operators
This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
Sébastien Villemot
ebd9954d33
Occbin: new syntax for constructing multi-regime equations
...
Ref. #68
2021-07-20 18:18:24 +02:00
Sébastien Villemot
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
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In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).
Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations
Ref. #68
2021-07-20 12:26:11 +02:00
Sébastien Villemot
08ac455fcd
Implement “occbin_constraints” block
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Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
2021-07-16 11:34:27 +02:00
Sébastien Villemot
2e696a2e0d
Add shocks(surprise) block (for occbin)
...
Ref. #68
2021-07-13 21:55:31 +02:00
Johannes Pfeifer
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
Sébastien Villemot
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
Sébastien Villemot
67f4777ac3
Remove support for obsolete syntax: var_model(order = 2) X Y Z;
2021-07-07 18:26:09 +02:00
Sébastien Villemot
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
Sébastien Villemot
c5f9ae89e7
Implement new “occbin” option to “model” block
...
For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.
By the way, remove occbin_likelihood and occbin_smoother options to estimation.
Ref. dynare#569
2021-05-31 10:00:59 +02:00
Sébastien Villemot
b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
...
Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
Sébastien Villemot
e552bfc4b3
Refactor parsing of deterministic shocks
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This will simplify the implementation of heteroskedastic_shocks.
2021-05-26 17:05:51 +02:00
Michel Juillard
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
Sébastien Villemot
e46168db66
Simplify parsing of lists of key/value pairs options
2021-02-23 16:49:11 +01:00
Johannes Pfeifer
ad22e62874
filter_initial_state: Port lost preprocessor commits from https://git.dynare.org/JohannesPfeifer/dynare/-/commits/filter_initial_state
2021-01-26 16:03:04 +01:00
Sébastien Villemot
af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
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Also remove the det_cond_forecast interface, that was related to it.
Ref. dynare!1626
Closes : #39
2021-01-25 18:03:37 +01:00
Sébastien Villemot
a99ca9f450
Remove obsolete “var_estimation” statement
2020-11-26 16:13:52 +01:00
Sébastien Villemot
1b40327639
Remove obsolete “restrictions” block
2020-11-26 16:13:49 +01:00
Sébastien Villemot
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
Johannes Pfeifer
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
Sébastien Villemot
becc433d56
Rename byte_code to bytecode for consistency with user option name
2020-05-20 11:39:59 +02:00
MichelJuillard
ed4c36a267
add first_simulation_period to the lexer
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(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Houtan Bastani
8b6e42559d
fix typo
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[skip ci]
2020-04-21 13:08:27 -04:00
Houtan Bastani
7371558321
rework equation tags
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Create new EquationTags class to simplify use of equation tags throughout the code and avoid repeated code
issue #38
2020-02-21 17:49:38 +01:00
Sébastien Villemot
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
Houtan Bastani
32c3910e18
allow symbol list to accept auxiliary variables
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dynare#1355
2019-12-20 14:51:15 +01:00
Sébastien Villemot
fe0c781c06
New “planner_discount_latex_name” option of “ramsey_policy”
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Accepts a TeX name, as for variable declarations (i.e. enclosed within dollar
signs).
Ref. dynare#1686
2019-12-18 17:32:41 +01:00
Sébastien Villemot
c2461981d2
Various provisions for improvements to shock decomposition commands
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– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
Houtan Bastani
8dfa79a0f5
new command `evaluate_planner_objective`
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dynare#1678
2019-12-12 11:35:26 +01:00
Houtan Bastani
3f3ef7ca00
fix bugs in initial_condition_decomposition statement
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closes #37
2019-12-06 10:40:44 +01:00
Houtan Bastani
02cb4cc973
add compiler statement
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Allows the user to set the compiler, flags, and libs to be used with `use_dll`
Issue #35
2019-12-04 16:57:20 +01:00
Houtan Bastani
4a1fb239da
Add interface for init2shocks
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Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
Dóra Kocsis
c23e136f93
Revert "Merge branch 'master' into 'master'"
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This reverts commit 3ae92499b8
, reversing
changes made to 3ec01b8612
.
2019-11-26 16:46:12 +01:00
Dóra Kocsis
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
Sébastien Villemot
5a5817b4fe
Improvements to the test for balanced growth path
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— Raise the default tolerance for cross-derivatives to 1e-6, to reduce the
number of false positives
— New option “balanced_growth_test_tol” to the “model” block for changing that
tolerance
— Turn back test failures into errors. Since there is now an option for
controlling the tolerance, the user always has the possibility of making the
test pass.
Closes: dynare#1389
2019-11-14 17:55:17 +01:00
Houtan Bastani
1fcd305015
allow for expressions as upper bound for irf_calibration and moment_calibration. Closes #12
2019-09-30 12:22:59 +02:00
Houtan Bastani
ae0a91256a
add cubic root to dynare language
2019-07-15 12:18:26 -04:00
Houtan Bastani
17e040f3f6
macro processor 2.0
2019-06-21 16:45:17 +02:00
Sébastien Villemot
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
Houtan Bastani
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
Houtan Bastani
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
Houtan Bastani
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
Houtan Bastani
bb624ec6a7
epilogue: allow for simulations in epilogue block
2018-12-19 16:09:30 +01:00