Sébastien Villemot
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
Michel Juillard
24cac29cdf
removed changes linked with transforming variables to avoid log or
...
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot
91f3f578a0
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
Sébastien Villemot
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
...
- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot
00c95ea352
Preprocessor interface and documentation for endogenous_prior option
...
Closes #321
2013-03-18 11:12:49 +01:00
Ferhat Mihoubi
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Sébastien Villemot
823d5a51a6
Add interface and documentation to model_diagnostics
...
Closes : #205
2012-11-16 12:34:49 +01:00
Houtan Bastani
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
Houtan Bastani
4509136dba
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
Stéphane Adjemian (Charybdis)
d01d952a6f
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
Stéphane Adjemian (Charybdis)
25e042f67a
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
Sébastien Villemot
156b86665b
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
Ferhat Mihoubi
d80d7aa1e7
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Michel Juillard
f60aedd095
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
Sébastien Villemot
16239fd665
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
Sébastien Villemot
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
Sébastien Villemot
dc8907d472
Preprocessor iface and doc for nodisplay and graph_format
...
Closes : #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot
35bf1d5ec2
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
Sébastien Villemot
c19f62b2e3
Bison/Flex files: do not load C++ mode under Emacs
...
It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
Sébastien Villemot
381c6aeee8
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
Michel Juillard
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Michel Juillard
2fbd5d33c6
fixed issues relative to homotopy (type I) when the user wants to
...
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
Michel Juillard
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
...
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Ferhat
8001e19b9e
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Michel Juillard
60fb8aeaae
added steady option stop_on_error. stop_on_error = 0 permits to
...
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Houtan Bastani
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
Houtan Bastani
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
Houtan Bastani
fb0b0ae4ce
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
Ferhat Mihoubi
ffb5119807
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
Houtan Bastani
8d369bd710
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
Houtan Bastani
9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
Houtan Bastani
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
Houtan Bastani
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
Houtan Bastani
9771e68875
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
Houtan Bastani
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
Houtan Bastani
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
Houtan Bastani
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
Houtan Bastani
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
Michel Juillard
4f881cc826
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Michel Juillard
b91dd27096
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
Michel Juillard
4befcde035
ms-sbvar: introduced more general restriction syntax for
...
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani
5edaa0d4b7
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
Houtan Bastani
b9c9b784a1
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
Sébastien Villemot
068b74ae6e
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
Ferhat Mihoubi
7942eaba59
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
Houtan Bastani
bd2cd16bf0
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
Houtan Bastani
cacd1a27f7
aesthetic fix
2011-09-15 18:03:30 -04:00
Houtan Bastani
8e366e3bcd
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
Houtan Bastani
9207896a6b
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
Houtan Bastani
07a0b1bbfa
remove unused option
2011-09-14 12:04:47 -04:00
Houtan Bastani
f4bd48eb45
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
Houtan Bastani
d43cb40752
remove unused varlist option
2011-09-14 11:53:45 -04:00
Houtan Bastani
a70e25b182
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
Houtan Bastani
3de20c4d76
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
Houtan Bastani
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Houtan Bastani
3af111abe7
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
Michel Juillard
6d549cc66f
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Michel Juillard
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
Houtan Bastani
81a49656fc
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
Sébastien Villemot
786d89b0e2
Preprocessor: fixed bug with native MATLAB statements (for example something
...
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
2011-06-09 15:15:16 +02:00
Houtan Bastani
4c71c49f39
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
Houtan Bastani
28c59fae51
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
Houtan Bastani
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
Houtan Bastani
d6acd924c4
identification: add new options
2011-04-29 11:51:18 +02:00
Houtan Bastani
6abb077ef9
dynare_sensitivity interface: remove unused option
2011-04-27 14:33:50 +02:00
Houtan Bastani
5b8cf01d48
dynare_sensitivity: removed unused option trans_ident from preprocessor
2011-04-27 08:40:46 +02:00
Houtan Bastani
eea358eae7
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
Houtan Bastani
c2dc34c79e
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Michel Juillard
8adee6b673
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Sébastien Villemot
0cad026db7
Preprocessor: fix bug introduced in 412e8a7da0f1ceed51a5c8d88c27a9733b4daccb
...
The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
Sébastien Villemot
7e842867af
Preprocessor: fix problem with "%" sign inside string in native statements
2011-02-21 11:33:22 +01:00
Sébastien Villemot
60b70df4c1
Updated copyright notices
2011-02-04 17:27:33 +01:00
Michel Juillard
e57cfd6539
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
Michel Juillard
ca73c1bd88
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
2011-01-04 10:16:38 +01:00
Houtan Bastani
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
Sébastien Villemot
1910d02e74
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33aea0965d9baa9b4c66d0c875fa0aa7d0 and 6582341799d35e80c59f6f3559dbd18e70443747)
2010-08-30 14:37:48 +02:00
Sébastien Villemot
705b14f5c3
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
2010-08-30 14:16:07 +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
743db26cb4
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +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
Michel Juillard
6f880da1f5
adding option SELECTED_VARIABLES_ONLY
2010-04-02 11:51:21 +02:00
Michel Juillard
f52c96d4c0
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
Sébastien Villemot
f9cac656d1
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +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
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
michel
1f4d4a2871
4.1 adding instruments option to ramsey_policy; ramsey_policy can now use a *_steadystate.m file
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3219 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 14:59:32 +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
michel
338fb39638
4.1: add preprocessor interface for k_order_solver
...
rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
houtanb
ccb1f9ce94
swz keywords and structure introduced for future implementation of functionality
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 00:38:26 +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
stepan
a8bc077ede
* Bug fix.
...
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
sebastien
ab7bcdd304
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
...
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien
8e8a6d74d7
AIM solver:
...
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00