Commit Graph

105 Commits (74ef3457b4805099ee9885b34173a0d0fd6aca61)

Author SHA1 Message Date
Sébastien Villemot 74ef3457b4
Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Sébastien Villemot 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
Sébastien Villemot b12b254f2c
Add heteroskedastic_filter option and heteroskedastic_shocks block
Ref. dynare!1844, dynare!1851
2021-05-26 18:27:52 +02:00
Sébastien Villemot e552bfc4b3
Refactor parsing of deterministic shocks
This will simplify the implementation of heteroskedastic_shocks.
2021-05-26 17:05:51 +02:00
Michel Juillard d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia) 2021-04-22 15:19:21 +02:00
Sébastien Villemot 7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
Ref. dynare#1782
2021-04-16 17:34:13 +02:00
Sébastien Villemot e46168db66
Simplify parsing of lists of key/value pairs options 2021-02-23 16:49:11 +01:00
Johannes Pfeifer 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
Sébastien Villemot 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
Sébastien Villemot ec66768a63
Forbid exogenous deterministic variables with a lead or lag
Ref. dynare#1765
2021-01-22 11:59:44 +01:00
Sébastien Villemot a99ca9f450
Remove obsolete “var_estimation” statement 2020-11-26 16:13:52 +01:00
Sébastien Villemot 1b40327639
Remove obsolete “restrictions” block 2020-11-26 16:13:49 +01:00
Sébastien Villemot 9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency 2020-11-25 17:40:00 +01:00
Sébastien Villemot 4b8290faa5
Do not crash when unknown symbol is passed to “irf_shocks” option
Closes: #57
2020-11-18 17:47:37 +01:00
Stéphane Adjemian (Charybdis) 0f268ce70c
Fixed logic.
Value passed to steady_state_growth was not acknowledge.
2020-09-18 11:11:50 +02:00
Sébastien Villemot 09054e11dc
Add new “matched_moments” block
Closes: #51
2020-07-28 18:30:24 +02:00
Johannes Pfeifer 5cc9f216ca Make preprocessor recognize default order=2 of stoch_simul 2020-07-21 10:40:08 +02:00
Johannes Pfeifer 98ddbb61ba Method of moments: Preprocessor preparations 2020-07-10 11:18:57 +02:00
Sébastien Villemot becc433d56
Rename byte_code to bytecode for consistency with user option name 2020-05-20 11:39:59 +02:00
MichelJuillard ed4c36a267 add first_simulation_period to the lexer
(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Houtan Bastani 7371558321
rework equation tags
Create new EquationTags class to simplify use of equation tags throughout the code and avoid repeated code

issue #38
2020-02-21 17:49:38 +01:00
Sébastien Villemot 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
Sébastien Villemot ee972d9638
Fix “planner_discount” option of “discretionary_policy”
Since fe0c781c06, the discount factor would
always be equal to one.

Ref. dynare#1699
2020-01-30 15:42:39 +01:00
Sébastien Villemot e2d5a83592
Global reindentation 2019-12-20 16:59:30 +01:00
Houtan Bastani 0cd59dbcf8
bug fix: clear symbol list and options list after call to `DetCondForecast` constructor
issue #39
2019-12-20 14:51:16 +01:00
Houtan Bastani 32c3910e18
allow symbol list to accept auxiliary variables
dynare#1355
2019-12-20 14:51:15 +01:00
Sébastien Villemot fe0c781c06
New “planner_discount_latex_name” option of “ramsey_policy”
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 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
Sébastien Villemot 031c0cff5f
Various code simplifications and modernizations 2019-12-16 19:42:59 +01:00
Houtan Bastani 2646f01424
fix quotes from 7958f76fae 2019-12-13 16:03:37 +01:00
Houtan Bastani fddfb7fe2f
Issue deprecation warning for `simul`
closes dynare#1683
2019-12-13 16:01:47 +01:00
Houtan Bastani 7958f76fae
issue deprecation warning for `ramsey_policy`
dynare#1678
2019-12-12 11:36:43 +01:00
Houtan Bastani 8dfa79a0f5
new command `evaluate_planner_objective`
dynare#1678
2019-12-12 11:35:26 +01:00
Houtan Bastani 3f3ef7ca00
fix bugs in initial_condition_decomposition statement
closes #37
2019-12-06 10:40:44 +01:00
Houtan Bastani 02cb4cc973
add compiler statement
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
Houtan Bastani 4a1fb239da
Add interface for init2shocks
Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
Sébastien Villemot d008113d69
Forbid exogenous and exogenous deterministic variables in STEADY_STATE operator
Closes: dynare#825
2019-11-27 17:27:04 +01:00
Dóra Kocsis c23e136f93 Revert "Merge branch 'master' into 'master'"
This reverts commit 3ae92499b8, reversing
changes made to 3ec01b8612.
2019-11-26 16:46:12 +01:00
Dóra Kocsis 8bfcefe7fb Add interface for forecast_shock_decomposition. Dynare/dynare#1657 2019-11-25 17:08:59 +01:00
Sébastien Villemot 5a5817b4fe
Improvements to the test for balanced growth path
— 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
Houtan Bastani 9e454debb5
support external functions in MATLAB namespace. closes dynare#1639 2019-10-09 14:49:05 +02:00
Houtan Bastani 1fcd305015
allow for expressions as upper bound for irf_calibration and moment_calibration. Closes #12 2019-09-30 12:22:59 +02:00
Houtan Bastani ae0a91256a
add cubic root to dynare language 2019-07-15 12:18:26 -04:00
Sébastien Villemot 1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
Sébastien Villemot b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding) 2019-04-16 11:35:31 +02:00
Houtan Bastani a3fc7a7752
pac_model: fix input tests 2019-03-04 11:07:06 +01:00
Stéphane Adjemian (Charybdis) 34f02a37e3
Fixed logic in pac_model command.
If option aux_model_name is assigned a value, this value must not be
discarded if options growth and steady_state_growth are simultaneously
used.
2019-03-02 16:37:00 +01:00
Houtan Bastani 341b9c6667
pac_model: allow diff as argument to growth option 2019-02-28 19:22:34 +01:00
Stéphane Adjemian (Charybdis) abde60fbea
pac: Changed logic of the tests on growth and steady_state_growth options. 2019-02-25 16:21:30 +01:00
Stéphane Adjemian (Charybdis) b8f756fa35
Fixed option name in error message. 2019-02-22 23:11:06 +01:00