Commit Graph

132 Commits (79b9d6a66e4e9d078d07477decc6b0bd0666126f)

Author SHA1 Message Date
Houtan Bastani e4916a1d84 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Michel Juillard c60de03e84 the overall time of execution is now saved in the log file 2012-01-22 16:09:42 +01:00
Houtan Bastani 7c8baba064 warning output stream should be cerr 2012-01-18 14:42:57 +01:00
Houtan Bastani 67f3a0ecc0 preprocessor: separate dynamic and static functions from their mexfiles 2011-12-23 18:22:41 +01:00
Houtan Bastani 29d8028fc4 preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Sébastien Villemot bb39de5496 Preprocessor: delete _steadystate2.m file from previous run if exists
Closes: #224
2011-11-25 15:13:16 +01:00
Michel Juillard 411a7fa683 fixed "clear global" for Octave 2011-11-22 22:09:13 +01:00
Michel Juillard c9509817f0 another work-around for Octave 3.2 bug with "clear all" 2011-11-21 15:03:19 +01:00
Michel Juillard 805d01c785 use "clear -all" instead of "clear all" when running under Octave 2011-11-20 14:48:01 +01:00
Ferhat Mihoubi fd923d428d Displays an error message when the model contains pound expressions and 'bytecode' or 'block' options are present 2011-10-14 14:35:32 +02:00
Ferhat Mihoubi c4e0158e44 block-Kalman filter is now available when block option is used 2011-09-20 14:18:31 +02:00
Houtan Bastani ab589aaaa8 output derivatives of static model when identification is present (closes #127) 2011-08-19 16:58:44 +02:00
Houtan Bastani 5c48733f55 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Sébastien Villemot 06f7d23e90 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Ferhat Mihoubi 53fe3fe8ed - Compute :
+ the number of static, lag, lead and both variables,
  + the lead_lag_incidence matrix for variables related to previous blocks
  + the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for  estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Michel Juillard 7433d140f7 discretionary_policy: fixing bug in preprocessor requirements 2011-06-18 06:53:00 +02:00
Sébastien Villemot 282f34b2d3 Preprocessor: adopt a more consistent behavior when no computing task is requested 2011-05-03 11:28:43 +02:00
Sébastien Villemot 54c5d256c0 Preprocessor: tentative fix for testsuite crash in block/bytecode 2011-04-28 10:41:43 +02:00
Sébastien Villemot fc15cd2583 Preprocessor: cosmetic change 2011-04-28 10:39:59 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani be236c6402 code cleanup 2011-03-28 11:34:42 +02:00
Houtan Bastani d2a6f0f42c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Houtan Bastani de28e06bc4 bug fix: change order of the way we handle expectation operators and trend vars in transformpass 2011-03-23 15:46:04 +01:00
Ferhat Mihoubi d7ef08adf9 Check for varexo_det declaration and simul command incompatibility in the same mode-file 2011-03-18 12:47:06 +01:00
Michel Juillard 571aba6d97 adding syntax checks for discretionary_policy in the preprocessor 2011-03-17 20:13:09 +01:00
Houtan Bastani f8a717b496 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani d430ea8e43 bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00
Houtan Bastani edc3fa998d fixed error message 2011-03-03 15:24:59 +01:00
Sébastien Villemot 60b70df4c1 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Ferhat Mihoubi 89eecb3253 Allows for block decomposition if "simul" command is not present in the mod file. 2011-01-31 09:58:13 +01:00
Houtan Bastani 94f82b312b k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Ferhat Mihoubi 751c0da2a1 - external functions are compatible with block decomposition and/or bytecode 2010-12-10 12:06:50 +01:00
Sébastien Villemot 818f7df793 Preprocessor: delete remaining dynamic.m file when using USE_DLL 2010-12-08 11:32:13 +01:00
Sébastien Villemot 33d340dd04 Preprocessor: also perform numeric initializations in stochastic context 2010-11-25 16:07:55 +01:00
Sébastien Villemot eaad0b1263 Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues 2010-11-25 13:45:35 +01:00
Sébastien Villemot acce150795 New "console" option (closes #130) 2010-10-28 11:29:39 +02:00
Houtan Bastani ad73ab0a83 Dynare parallel: preprocessor implementation 2010-10-28 10:54:43 +02:00
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Houtan Bastani 5327f161d4 external_function: add support for use_dll 2010-10-07 18:05:07 +02:00
Ferhat Mihoubi 3e1a2ad450 - Substitutes lead for exogenous and endogenous variables in the deterministic case: direct substitution of the variables even in non-linear expressions 2010-09-17 12:17:09 +02:00
Sébastien Villemot ffd2cb24aa Preprocessor: make option "no_static" work even when "bytecode" is not present 2010-09-17 12:17:05 +02:00
Ferhat Mihoubi f68e4fd455 - compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
Michel Juillard 6c0a0969f6 make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero. 2010-07-17 10:14:22 +02:00
Houtan Bastani fe133054cf DSGE-Var: bug fix. Add init param statement at the before the estimation statement 2010-06-24 15:08:23 +02:00
Houtan Bastani ee9b19fadc DSGE-VAR: support deprecated way of declaring dsge_prior_weight 2010-06-22 10:38:54 +02:00
Houtan Bastani 5a9f972cc1 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Sébastien Villemot 211056f552 Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values 2010-05-31 17:43:17 +02:00
Sébastien Villemot 5546658b4d Preprocessor: with 'steady_state_model' command, write auxiliary equations in the steady state file 2010-04-27 17:04:52 +02:00
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00