74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +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
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
a2c96a9d79
Allow empty quoted strings
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Can be useful when resetting a filename option to an empty value, e.g. for the
mh_initialize_from_previous_mcmc_* options.
Ref. dynare!1841
2021-05-11 18:50:18 +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
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
5581052451
Add particle_filter_options option to estimation
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Ref. #59
2021-02-23 16:54:36 +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
84d79226cd
Lexer: no longer associate a semantic value to GMM and SMM tokens
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This was forgotten from commit 78f6d48601
2020-12-14 19:10:29 +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
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +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
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
976e2ae17a
remove support for weekly dates
2020-02-17 15:03:26 +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
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
c2461981d2
Various provisions for improvements to shock decomposition commands
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– 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
8dfa79a0f5
new command `evaluate_planner_objective`
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dynare#1678
2019-12-12 11:35:26 +01:00
02cb4cc973
add compiler statement
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Allows the user to set the compiler, flags, and libs to be used with `use_dll`
Issue #35
2019-12-04 16:57:20 +01:00
abbdbb5862
Clarify part of code
2019-12-03 16:42:38 +01:00
4a1fb239da
Add interface for init2shocks
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Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
3e43b36cf3
Introduce forecast type option in shock_decomposition command. Dynare/dynare#1657
2019-11-26 17:49:12 +01:00
c23e136f93
Revert "Merge branch 'master' into 'master'"
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This reverts commit 3ae92499b83ec01b8612
2019-11-26 16:46:12 +01:00
28bfc72a5c
Revert "Merge branch 'master' into 'master'"
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This reverts commit a37fea0dfc3ae92499b8
2019-11-26 16:44:17 +01:00
926ccccb26
fix missing tokens in the lexer: conditional, unconditional.
2019-11-25 17:34:52 +01:00
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
5a5817b4fe
Improvements to the test for balanced growth path
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— Raise the default tolerance for cross-derivatives to 1e-6, to reduce the
number of false positives
— New option “balanced_growth_test_tol” to the “model” block for changing that
tolerance
— Turn back test failures into errors. Since there is now an option for
controlling the tolerance, the user always has the possibility of making the
test pass.
Closes: dynare#1389
2019-11-14 17:55:17 +01:00
9e454debb5
support external functions in MATLAB namespace. closes dynare#1639
2019-10-09 14:49:05 +02:00
d3db73b7e4
remove unused symbols
2019-09-25 11:36:03 +02:00
ae0a91256a
add cubic root to dynare language
2019-07-15 12:18:26 -04:00
4032942fa4
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
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Ref Dynare/dynare#1649
2019-07-03 16:28:00 +02:00
1fee4840b6
More Unicode copyright symbol
2019-04-16 14:29:30 +02:00
7d5e8a16c0
Add new options for identification
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Ref Dynare/dynare#1648
2019-03-19 11:59:15 +01:00
bd7a1f4b44
Minor simplifications in the lexers
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In particular, no need to put both upper and lower case letters in the
patterns, since the lexer is case-insensitive.
The only simplification that we do not perform is removing the quoting of
single quotes (i.e. replacing \' by '), since it confuses the C++ mode of
Emacs.
2019-03-06 13:58:22 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
Sébastien Villemot
Johannes Pfeifer
Michel Juillard
Willi Mutschler
Stéphane Adjemian (Charybdis)
Houtan Bastani
Dóra Kocsis