Commit Graph

106 Commits (60b70df4c1c0abb4b415b9daa56b0dd9483d4570)

Author SHA1 Message Date
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:
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:
- 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
Sébastien Villemot 211056f552 Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values 2010-05-31 17:43:17 +02:00
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot 2906c63f48 Preprocessor: removed useless version of DataTree::AddVariable() 2010-04-23 18:32:25 +02:00
Sébastien Villemot 5364cdea25 Preprocessor: removed useless version of DataTree::AddExternalFunction() 2010-04-23 18:32:19 +02:00
Sébastien Villemot d8dcfa131e Preprocessor: changed the prototype of DataTree::AddLocalVariable() 2010-04-23 18:32:14 +02:00
Sébastien Villemot 71d577bcb8 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot e50f555585 Preprocessor: minor fix in header inclusion 2010-04-06 11:07:19 +02:00
Sébastien Villemot f9cac656d1 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani 9d5e280b82 bug fix: prevent vars with leads/lags from being used outside of the model block. 2010-03-15 10:47:44 +01:00
Houtan Bastani 9c2e06a091 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 50258dae49 Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Houtan Bastani a70b60604c Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 46e56b59c0 Restricted syntactical variances in the implementation of the external_functions statement. 2010-02-24 15:37:52 +01:00
Sébastien Villemot e24c9c5ad1 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
houtanb e616667f75 expectation conditional on a restricted information set
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +00:00
ferhat 0808ba42b7 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
sebastien 3aa8876538 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien 160ec5d7ca preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
houtanb 04aa1dbdb3 changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
houtanb e1f043485f allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
houtanb c1cecba2be svar: allow for two options to be passed instead of only three.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:32:30 +00:00
houtanb 65a6e5cf6e swz: implementation of svar
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
houtanb 0adc9f8842 swz: markov switching statement
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
houtanb 1f72431ec4 swz: svar_identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien f2ea29254d M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien 6bd2cb04de predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
houtanb 07ba8ebdee implements predetermined_variables operator
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien 760085d6fe preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
sebastien 337bde2589 * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
sebastien c8080438ad Preprocessor:
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
sebastien 021e0ebb2e preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00