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
c9d6d9c6f8
Enforce non-positivity of the “time_shift” option to “var_expectation_model”
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Closes : #70
2021-07-06 16:40:20 +02:00
Sébastien Villemot
221daeab6f
New time_shift option to var_expectation_model
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Ref. dynare#1787
2021-07-01 17:56:07 +02:00
Johannes Pfeifer
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
Sébastien Villemot
824433aa3f
Refactor driver output for heteroskedastic_shocks
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Ref. dynare#1791
2021-06-15 12:53:40 +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
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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
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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
7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
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Ref. dynare#1782
2021-04-16 17:34:13 +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
ec66768a63
Forbid exogenous deterministic variables with a lead or lag
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Ref. dynare#1765
2021-01-22 11:59:44 +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
9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency
2020-11-25 17:40:00 +01:00
Sébastien Villemot
4b8290faa5
Do not crash when unknown symbol is passed to “irf_shocks” option
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Closes : #57
2020-11-18 17:47:37 +01:00
Stéphane Adjemian (Charybdis)
0f268ce70c
Fixed logic.
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Value passed to steady_state_growth was not acknowledge.
2020-09-18 11:11:50 +02:00
Sébastien Villemot
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
Johannes Pfeifer
5cc9f216ca
Make preprocessor recognize default order=2 of stoch_simul
2020-07-21 10:40:08 +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
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
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
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Ref. dynare#1173
2020-02-04 17:49:53 +01:00
Sébastien Villemot
ee972d9638
Fix “planner_discount” option of “discretionary_policy”
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Since fe0c781c06
, the discount factor would
always be equal to one.
Ref. dynare#1699
2020-01-30 15:42:39 +01:00
Sébastien Villemot
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
Houtan Bastani
0cd59dbcf8
bug fix: clear symbol list and options list after call to `DetCondForecast` constructor
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issue #39
2019-12-20 14:51:16 +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
Sébastien Villemot
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
Houtan Bastani
2646f01424
fix quotes from 7958f76fae
2019-12-13 16:03:37 +01:00
Houtan Bastani
fddfb7fe2f
Issue deprecation warning for `simul`
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closes dynare#1683
2019-12-13 16:01:47 +01:00
Houtan Bastani
7958f76fae
issue deprecation warning for `ramsey_policy`
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dynare#1678
2019-12-12 11:36:43 +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
Sébastien Villemot
d008113d69
Forbid exogenous and exogenous deterministic variables in STEADY_STATE operator
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Closes: dynare#825
2019-11-27 17:27:04 +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
9e454debb5
support external functions in MATLAB namespace. closes dynare#1639
2019-10-09 14:49:05 +02:00
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
Sébastien Villemot
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00