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
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
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
e46168db66
Simplify parsing of lists of key/value pairs options
2021-02-23 16:49:11 +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
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
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
8b6e42559d
fix typo
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[skip ci]
2020-04-21 13:08:27 -04:00
7371558321
rework equation tags
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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
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
32c3910e18
allow symbol list to accept auxiliary variables
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dynare#1355
2019-12-20 14:51:15 +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
3f3ef7ca00
fix bugs in initial_condition_decomposition statement
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closes #37
2019-12-06 10:40:44 +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
4a1fb239da
Add interface for init2shocks
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Dynare/dynare#1650
2019-12-02 13:58:44 +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
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
1fcd305015
allow for expressions as upper bound for irf_calibration and moment_calibration. Closes #12
2019-09-30 12:22:59 +02:00
ae0a91256a
add cubic root to dynare language
2019-07-15 12:18:26 -04:00
17e040f3f6
macro processor 2.0
2019-06-21 16:45:17 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
d922ae8ffc
pac_model: permit lag on growth option
2019-01-25 14:52:26 +01:00
bb624ec6a7
epilogue: allow for simulations in epilogue block
2018-12-19 16:09:30 +01:00
38152c34a4
Make histval compatible with diff operator
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The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate
the initial conditions for all auxiliary variables, including the diffs.
Also remove the check done by the preprocessor for the lags in histval, since
it does not work correctly with the diff operator.
2018-12-11 17:32:05 +01:00
9d3f104b8c
fix epilogue block
2018-12-10 12:27:27 +01:00
e9341c7153
Implement option "expression" of var_expectation_model
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The data structure written in the driver file is changed also in the case of
the "variable" option.
2018-11-28 17:33:59 +01:00
989532a6a2
add `string`, vec_str key/value option to posterior_sampler_options
2018-11-09 15:11:15 +01:00
f2cf86b734
Add copy constructors / assignment operators for the DataTree class hierarchy
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In particular, it is necessary to turn back DataTree::AddVariable() into a
non-virtual method, because it is called from DataTree's constructor. Enforcing
the absence of leads/lags is now done using a new boolean DataTree::is_static.
Take advantage of the new copy constructor for handling
PlannerObjectiveStatement more elegantly.
Unfortunately it is not possible to implement *move* constructor / assigment
operators, because the reference ExprNode::datatree is not mutable.
2018-10-10 12:53:55 +02:00
6d26dc2349
Remove implicitly-defined copy/move constructors/assignments in several classes
2018-10-04 18:08:17 +02:00
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
48940ff899
Convert SvarRestrictionType into a class enum
2018-10-02 18:15:31 +02:00
139e3efa82
Adds a new model option "linear_decomposition" that creates a block composed of the non-linear equations o the model
2018-09-28 14:54:52 +02:00
5d2e1cf7b9
Use smart pointers for storage of Statement in ModFile class
2018-09-05 18:28:27 +02:00
9f0c30740e
introduce epilogue block
2018-09-05 12:31:49 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
f3c2a1bf87
New var_expectation_model statement and re-design of var_expectation operator
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Given a previously declared var_model, the var_expectation_model statement is
used to declare a way of forming expectations with this VAR (possibly using a
finite or infinite discounted sum). The var_expectation operator now takes a
single argument, the name of the var_expectation_model.
For the moment, this only works when the var_model is using equations
explicitly declared in the model block.
2018-08-02 08:39:09 +02:00
8a03532c78
ParsingDriver: factorize code to check symbol types
2018-08-01 10:47:56 +02:00
122e154764
PlannerObjectiveStatement now owns its model_tree
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By the way, error out if the planner_objective statement is used two times.
2018-07-31 13:00:41 +02:00
Sébastien Villemot
Michel Juillard
Johannes Pfeifer
Houtan Bastani
Dóra Kocsis
Ferhat Mihoubi