Houtan Bastani
462f0d85f4
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +02:00
Stéphane Adjemian (Charybdis)
7af01dd0a2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
Stéphane Adjemian (Charybdis)
51feda7d02
Fixed code indentation.
2017-06-14 07:01:31 +02:00
Stéphane Adjemian (Charybdis)
a01b347564
Fixed indentation if c and c++ files.
2017-06-01 19:58:32 +02:00
Houtan Bastani
6d57354731
preprocessor: add var_model info to restrictions class
2017-05-19 14:58:01 +02:00
Houtan Bastani
1d079d4edf
preprocessor: var_estimation: remove unnecessary equation specifiers in syntax
2017-05-19 14:58:01 +02:00
Stéphane Adjemian (Charybdis)
d2b7503e1c
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
Houtan Bastani
805f57f119
preprocessor: more backend var_estimation changes
2017-05-16 10:12:24 +02:00
Houtan Bastani
279d7931df
var_estimation: back end
2017-05-16 10:12:24 +02:00
Houtan Bastani
d0131f3652
var_estimation: add datafile option
2017-05-16 10:12:24 +02:00
Houtan Bastani
644f1345ea
preprocessor: add var_estimation statement
2017-05-10 17:23:40 +02:00
Houtan Bastani
1a1e2c1810
preprocessor: VAR restrictions
2017-05-10 16:25:01 +02:00
Houtan Bastani
c0f818a9e6
preprocessor: aesthetic fix: make writing to .m file nicer
2017-05-04 16:50:19 +02:00
Houtan Bastani
a2771a62ad
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
Houtan Bastani
35adc47c14
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
Houtan Bastani
053407314d
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
Houtan Bastani
bc9a619d8a
preprocessor: initial_condition_decomposition front end. closes #1425
2017-03-31 13:19:04 +02:00
Houtan Bastani
59322da2a7
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
Houtan Bastani
3308f252c9
preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block
2017-03-22 09:41:10 +01:00
Houtan Bastani
f3e4a75aad
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
Houtan Bastani
f45575fb74
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
Houtan Bastani
012360c370
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
Houtan Bastani
b08a397983
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
Houtan Bastani
85a7d72515
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +01:00
Houtan Bastani
d2dfb65602
preprocessor: add realtime_shock_decomposition statement. #1406
2017-03-21 15:20:32 +01:00
Johannes Pfeifer
8c595e3298
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
...
Closes #1373
2017-03-17 13:15:39 +01:00
Houtan Bastani
746f88eb6e
preprocessor: create two different static and dynamic files with the option jsonprintderivdetail. #1387
2017-03-03 14:42:37 +01:00
Houtan Bastani
1b3cccb602
Merge branch 'master' into json
2017-03-03 14:42:25 +01:00
Houtan Bastani
301c9691d9
preprocessor: JSON output aesthetic fixes, support planner objective. #1387
2017-02-27 15:40:34 +01:00
Houtan Bastani
236f1ca7d0
preprocessor: fix JSON bugs. #1387
2017-02-27 14:23:55 +01:00
Houtan Bastani
915bea91a1
preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387
2017-02-24 17:43:22 +01:00
Houtan Bastani
58951045d9
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
Houtan Bastani
83ea269155
preprocessor: aesthetic fix
2017-02-10 12:47:43 +01:00
Houtan Bastani
4dc640c635
preprocessor: aesthetic fix
2017-02-09 16:23:42 +01:00
Houtan Bastani
d6e801cac8
preprocessor: change error to warning because we don’t end processing in this situation; fix error message
2017-02-09 16:21:18 +01:00
Houtan Bastani
5e1d20c8d9
preprocessor: replace exit(1) with exit(EXIT_FAILURE)
2017-02-09 12:46:37 +01:00
Houtan Bastani
9b0fbdb4fe
ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355
2016-12-27 14:08:50 +01:00
Johannes Pfeifer
52e1017291
Make evaluate_smoother.m output former global variables for correct updating of these objects
2016-12-18 12:43:29 +01:00
Johannes Pfeifer
cae0077ff4
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
Houtan Bastani
01552008ba
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
Stéphane Adjemian (Hermes)
64e04ac985
Allow (S)EP with arbitrary sequence of innovations.
...
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes)
c3ed13bec7
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
Johannes Pfeifer
44cee441e5
Fix preprocessor renaming error introduced in b486ae4964ea534e70982487b1d7c11f732d950b
2016-05-22 11:41:54 +02:00
Houtan Bastani
9292389eeb
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
Houtan Bastani
97a35ad6cb
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
Houtan Bastani
a4045ae2da
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
Houtan Bastani
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
...
This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
Houtan Bastani
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
Houtan Bastani
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
Houtan Bastani
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00