Stéphane Adjemian (Charybdis)
2975072c1b
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
Sébastien Villemot
57d62a3171
Fix bug in deterministic conditional forecast.
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The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
Stéphane Adjemian (Scylla)
fe24d9bcab
Closes #567 .
2013-12-18 16:44:31 +01:00
Michel Juillard
16ac13a9ab
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
Michel Juillard
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani
1d7646a6e5
For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT
2013-12-10 18:18:46 +01:00
Houtan Bastani
973f20dab5
preprocessor: streamline addSymbol
2013-12-10 11:41:30 +01:00
Houtan Bastani
0d1fe6899f
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
Sébastien Villemot
64d3cfa601
Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
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Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla)
3c433ad6ea
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
Sébastien Villemot
78ea064592
Cleanup more preprocessor-generated files at each run
2013-12-02 17:22:16 +01:00
Sébastien Villemot
58d6f01708
Fix bug with DSGE-VAR introduced in f7cdc39f
2013-12-02 17:22:16 +01:00
Sébastien Villemot
8d2c28f3bf
Forbid the use of trend variables in expressions outside the model block
2013-11-29 16:29:25 +01:00
Sébastien Villemot
6ba0980460
Add a warning when some exogenous are not used in the model
2013-11-29 16:03:45 +01:00
Sébastien Villemot
1414f98cff
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Sébastien Villemot
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani
645b830dc9
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
Houtan Bastani
c9d7971df2
preprocessor: ExprNodeLess is a struct
2013-11-21 14:48:11 +01:00
Houtan Bastani
8ed5bc2a97
preprocessor: eliminate clang warning about using namespace std
2013-11-21 14:47:44 +01:00
Houtan Bastani
790b138042
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
Houtan Bastani
07f29031ec
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +01:00
Houtan Bastani
d22047a284
preprocessor: remove "using namespace std" where not needed
2013-11-20 11:36:01 +01:00
Houtan Bastani
e12726a353
preprocessor: deal with dates in NativeStatement
2013-11-19 16:35:12 +01:00
Houtan Bastani
d2e93452c3
preprocessor: match dates in dynare syntax
2013-11-19 13:05:54 +01:00
Houtan Bastani
fae00ea729
fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0
2013-11-19 13:05:08 +01:00
Houtan Bastani
1707e6aa96
preprocessor: bug fix: return oo
2013-11-19 11:56:39 +01:00
Houtan Bastani
29507f8e45
proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries
2013-11-19 11:54:00 +01:00
Houtan Bastani
9d5d6b713d
Revert "macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('"
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This reverts commit 9be1d084fd2b510e7d229c7b0e02bde500e34ce1.
2013-11-18 12:53:55 +01:00
Houtan Bastani
71cd4c1a52
Revert macro/MacroFlex.ll of 858159a4f53e23a4654d5cb447e7a937faf30168
2013-11-18 12:53:42 +01:00
Houtan Bastani
0e6c4735ff
Revert "macroprocessor: if you encounter dates(date), insert quotes"
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This reverts commit 9eb34cee4a68d54a0943f41a7977899a36a60a80.
2013-11-18 12:42:48 +01:00
Houtan Bastani
9a28f4103d
Revert "macroprocessor: copy anything within "dates()" straight to preprocessing stage"
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This reverts commit 4f93207a30478d28f026cc1c9ac51640bd134f88.
2013-11-18 12:42:25 +01:00
Houtan Bastani
2acb921e99
Revert "simplify flex code"
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This reverts commit 3d57c1e5e95de4fc36e2dee095aa8a9c187ddfc4.
2013-11-18 12:42:01 +01:00
Houtan Bastani
c23cbb5edd
clang compilation: replace ostringstream array with vector of strings
2013-11-18 12:16:37 +01:00
Houtan Bastani
c03f89eb8d
preprocessor: simplify if statement
2013-11-18 12:16:37 +01:00
Stéphane Adjemian (Scylla)
cef58f7646
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
Houtan Bastani
14b6cf98fb
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
Houtan Bastani
8b34189bc3
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
Houtan Bastani
d368a501d7
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope)
966ed438c1
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope)
d2363c9cf6
Merge branch 'preprocessor-dates' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
Sébastien Villemot
eabad03581
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani
f964d06e22
saves variables if they exist at end of dynare run. closes #517
2013-11-13 11:29:27 +01:00
Houtan Bastani
8513c59c9e
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla)
aa4753f9ec
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
Houtan Bastani
6d6701aa50
revert change that breaks gcc build
2013-11-05 18:21:12 +01:00
Sébastien Villemot
74ad93e0f4
Remove select1st (GNU extension), replace it by a call to boost::bind
2013-11-05 18:13:29 +01:00
Houtan Bastani
1ae5832e13
preprocessor and matlab mex fixes for clang compilation
2013-11-05 18:04:57 +01:00
Sébastien Villemot
b34a55b36a
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot
1634c7c50f
Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
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Closes #515
2013-11-04 16:02:28 +01:00
Sébastien Villemot
49060c3abd
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00