2e696a2e0d
Add shocks(surprise) block (for occbin)
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Ref. #68
2021-07-13 21:55:31 +02:00
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
365fb27f3d
New “structural” option to “var_model”
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As the name implies, this option allows contemporaneous variables on the RHS.
The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.
Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.
Ref. dynare#1785
2021-07-08 12:55:47 +02:00
67f4777ac3
Remove support for obsolete syntax: var_model(order = 2) X Y Z;
2021-07-07 18:26:09 +02:00
221daeab6f
New time_shift option to var_expectation_model
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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
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
04f242f971
xls_sheet option: allow quoted strings as value
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Closes : #67
2021-05-31 18:18:25 +02:00
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
1e9ea1acf4
Merge branch 'smoother_redux' into 'master'
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Add smoother_redux option
See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
2a8726fe6e
Add kalman_algo and filter_covariance to calib_smoother
2021-05-27 16:42:10 +02:00
0d635aed36
Add smoother_redux option
2021-05-27 16:41:36 +02:00
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
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
c35f160e3f
Minor simplification
2021-05-26 16:17:18 +02:00
73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
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Ref. dynare!1841
2021-05-11 18:12:54 +02:00
be7ff255f6
The fast_realtime option now accepts a vector of integers
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Ref. dynare!1842
2021-05-10 15:41:36 +02:00
80e1090257
Add no_init_estimation_check_first_obs option to estimation
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Ref. dynare!1839
2021-05-07 17:41:20 +02:00
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
910649dd28
Fix treatment of “series” option of “initval_file”
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This option was treated as a numeric value: it was a hack to ensure that the
name of the dseries object was printed without quotes in the driver file.
However, that would make the JSON output synctically incorrect.
This commits removes the hack, and treats the “series” option as a string
value (in the same way as for the “data” command). A modification of the MATLAB
code will thus be needed to accomodate the change.
2021-04-20 10:39:14 +02:00
29b3b744ef
Remove spurious space produced when parsing key/value pairs
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Introduced in e46168db66
2021-02-26 12:28:06 +01:00
5581052451
Add particle_filter_options option to estimation
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Ref. #59
2021-02-23 16:54:36 +01:00
e46168db66
Simplify parsing of lists of key/value pairs options
2021-02-23 16:49:11 +01:00
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
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Partially reverts f914837aff567156aad4
2021-02-22 16:22:17 +01:00
071a46a798
Add interface to set zero_moments_tolerance
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Useful in identification and method_of_moments toolbox to set the tolerance which replaces very small numbers by hard zeros in unconditional second moments (particularly in pruned_state_space_system.m and disp_moments.m)
2021-02-16 16:29:57 +01:00
9274675efb
Allow booleans in optimization options list
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Closes : #63
2021-02-10 16:18:58 +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
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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
a87b2753ed
MoM: Add option analytic_jacobian
2021-01-08 18:57:06 +01:00
1def52a088
Add interface to set schur_vec_tol
2020-12-17 19:55:20 +01:00
78f6d48601
GMM: introduce option analytic_standard_errors
2020-12-12 09:36:40 +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
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
d4e20c7ec4
Merge branch 'moment_estimation' into 'master'
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Method of moments: Preprocessor preparations
See merge request Dynare/preprocessor!23
2020-07-16 08:56:03 +00:00
Stéphane Adjemian (Charybdis)
03f53c1b0d
Allow empty shocks(overwrite) block.
2020-07-15 12:33:02 +02:00
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
becc433d56
Rename byte_code to bytecode for consistency with user option name
2020-05-20 11:39:59 +02:00
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
dab769c6f4
Add missing smoother options to shock_decomposition
2020-03-17 11:48:51 +01:00
Stéphane Adjemian (Charybdis)
5a12f56b0f
Cosmetic change (indentation).
2020-02-28 13:17:01 +01:00
Stéphane Adjemian (Charybdis)
baa3804314
Shorten option name.
2020-02-28 13:10:47 +01:00
02fa6c7814
Add interface to set initial guess for mh_tune_jscale
2020-02-26 11:20:48 +01:00
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
1c44baea05
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Ref. dynare#1093
2020-01-20 16:21:25 +01:00
a70511e057
Add xls_sheet and xls_range options to calib_smoother
2020-01-13 11:36:31 +00:00
32c3910e18
allow symbol list to accept auxiliary variables
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dynare#1355
2019-12-20 14:51:15 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
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Ref. dynare!1688
2019-12-20 11:47:54 +01:00
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
Johannes Pfeifer
Michel Juillard
Willi Mutschler
Stéphane Adjemian (Charybdis)
Houtan Bastani