Commit Graph

324 Commits (6e9e2eac40decbe73e6d44c55f60e32307f013b0)

Author SHA1 Message Date
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
Johannes Pfeifer 0c0ea326ce Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc 2016-03-23 10:06:19 +01:00
Stéphane Adjemian(Charybdis) e9f9aa2184 Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Houtan Bastani d38d6e26b4 fix copyright dates 2016-03-11 16:22:42 +01:00
Stéphane Adjemian (Hermes) 359b4a20bc Fixed extended path.
- Removed call to make_ex_,
 - Fill oo_.exo_simul in extended path routine,
 - Do not update oo_.exo_simul after the call to the extended path routine,
 - Cosmetic change.

(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Michel Juillard bdc7f83f18 remove global in dyn_forecast() and change input and output arguments 2015-11-28 17:38:00 +01:00
Houtan Bastani d587a5133f preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani 3907462ae9 preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076 2015-10-13 17:41:31 +02:00
Houtan Bastani ca44a87a54 fix typo 2015-10-13 17:21:32 +02:00
Houtan Bastani 863e13db55 preprocessor: interface for prior_posterior_function command. closes #1076 2015-10-13 17:16:10 +02:00
Houtan Bastani 4d06a6623e preprocessor: simplify code 2015-10-13 15:13:40 +02:00
Houtan Bastani 712ca5be89 fix typo 2015-10-13 15:13:40 +02:00
Stéphane Adjemian 4979fbd190 Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Houtan Bastani 7cc90013cd Merge branch 'julia' 2015-09-01 11:35:16 +02:00
Michel Juillard 203ddeba3d finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Johannes Pfeifer 3951c00513 Save results of model_comparison to oo_ 2015-08-13 17:48:09 +02:00
Houtan Bastani ffc2188383 preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive 2015-08-03 17:51:45 +02:00
Houtan Bastani 5b4e94149c preprocessor: add bandpass_filter option to stoch_simul. #1011 2015-08-03 17:28:55 +02:00
Houtan Bastani 6fc6f2f7d1 clean up writing of static model 2015-07-27 15:59:13 +02:00
Houtan Bastani 4102e0cc56 Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Michel Juillard 567156aad4 option occbin allows for more equations than variables 2015-06-04 14:18:46 +02:00
Michel Juillard 60a33fb4a1 Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani 6d727f534e Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani 35cd407f5f preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani 6905456cb3 preprocessor: provide more info in error message 2015-04-16 18:47:31 +02:00
Houtan Bastani 781039752a preprocessor: take care of instruments option in discretionary_policy
squash
2015-04-16 17:14:49 +02:00
Houtan Bastani a39448b63f fix typo 2015-04-16 16:45:36 +02:00