6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
221daeab6f
New time_shift option to var_expectation_model
...
Ref. dynare#1787
2021-07-01 17:56:07 +02:00
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
d0ec5eb155
Allows to write M_.objective_tmp_nbr in the driver.m file
...
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
...
Ref. dynare!1866
2021-06-04 16:20:29 +02:00
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
0213c9be73
Merge branch 'ramsey_k_order' into 'master'
...
Allows to write M_.NNZDerivatives_objective in the driver.m file
See merge request Dynare/preprocessor!36
2021-04-22 13:28:18 +00:00
22fbfb0fba
Allows to write M_.NNZDerivatives_objective in the driver.m file
...
Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
...
Partially reverts f914837aff567156aad4
2021-02-22 16:22:17 +01:00
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
af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
...
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
a87b2753ed
MoM: Add option analytic_jacobian
2021-01-08 18:57:06 +01:00
78f6d48601
GMM: introduce option analytic_standard_errors
2020-12-12 09:36:40 +01:00
638b4c7ac5
Ensure that all statements produce an output in JSON mode
2020-11-26 16:25:22 +01:00
a99ca9f450
Remove obsolete “var_estimation” statement
2020-11-26 16:13:52 +01:00
1b40327639
Remove obsolete “restrictions” block
2020-11-26 16:13:49 +01:00
c697a63119
Fix typo
2020-11-25 18:08:49 +01:00
9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency
2020-11-25 17:40:00 +01:00
9d9a4bd4d1
Remove matched_moments_ as input of method_of_moments
...
Now a subfield of M_
2020-08-05 13:46:09 +02:00
09054e11dc
Add new “matched_moments” block
...
Closes : #51
2020-07-28 18:30:24 +02:00
eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
ed4c36a267
add first_simulation_period to the lexer
...
(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Stéphane Adjemian (Charybdis)
2a048a487c
Throw an error if mh_tune_guess is used without mh_tune_jscale.
2020-02-29 09:54:18 +01:00
Stéphane Adjemian (Charybdis)
3c6a23137b
Throw an error if mh_tune_jscale is used with mh_jscale.
2020-02-28 18:28:09 +01:00
312edf0dba
Provide M_ as an output to stoch_simul and discretionary_policy
...
Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
2020-02-11 14:24:06 +01:00
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
...
Ref. dynare#1173
2020-02-04 17:49:53 +01:00
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
...
Ref. #40
2020-01-20 17:26:31 +01:00
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
...
issue dynare#1691
2020-01-06 10:52:18 +01:00
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
...
dynare#1355
2019-12-23 21:16:00 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
42106f85a8
det_cond_forecast: fix output aesthetics
...
- remove semicolon after `end`
- don't test for existence of `oo_`
- fix spacing to conform with MATLAB/Octave spacing
issue #39
2019-12-20 14:51:16 +01:00
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
76b461de4a
organize function with other members of the same class
2019-12-20 14:51:16 +01:00
32c3910e18
allow symbol list to accept auxiliary variables
...
dynare#1355
2019-12-20 14:51:15 +01:00
5f451ebc99
Cosmetic fixes to 8baec1e0ec
...
Ref. #1673
2019-12-20 11:48:50 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
...
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Stéphane Adjemian (Charybdis)
8baec1e0ec
Allow k order estimation.
...
Automatically switch to k_order_solver if order>2. Use old mex file if
order==2 (since it seems unexpectedly significantly faster than
local_state_space_iteration_k, and because it can deal with pruning).
2019-12-20 11:15:16 +01:00
044258b0a2
Make “datafile” option of “perfect_foresight_setup” (and “simul”) equivalent to “initval_file”
...
Ref. dynare#1663
2019-12-19 14:53:52 +01:00
c2461981d2
Various provisions for improvements to shock decomposition commands
...
– 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
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
b58bbb8e84
Ramsey: do not warn if instruments are not defined in steady_state_model block
...
Closes: dynare#1677
2019-12-12 16:19:15 +01:00
1d3265acb7
C++17: further code simplifications (assignments in if)
2019-12-12 16:19:14 +01:00
8dfa79a0f5
new command `evaluate_planner_objective`
...
dynare#1678
2019-12-12 11:35:26 +01:00
f11048f2dc
Pass oo_ as function input for plot_icforecast. Dynare/dynare#1672
2019-11-29 12:17:02 +01:00
c23e136f93
Revert "Merge branch 'master' into 'master'"
...
This reverts commit 3ae92499b83ec01b8612
2019-11-26 16:46:12 +01:00
Sébastien Villemot
Johannes Pfeifer
NormannR
Michel Juillard
Willi Mutschler
Stéphane Adjemian (Charybdis)
Houtan Bastani
Dóra Kocsis