c4e9432eef
Remove implementation of various methods of PacExpectationNode
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Those implementations are dummy and are normally never used. Rather error out
on those, factorizing them within SubModelNode.
2021-10-29 14:11:30 +02:00
3e242dd481
New class SubModelNode to factorize between VarExpectationNode and PacExpectationNode
2021-10-29 14:11:30 +02:00
37a6ed6261
PAC: rethink the relation between PacModelTable and DynamicModel classes
2021-10-29 14:11:30 +02:00
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
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Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e
2021-10-29 14:11:30 +02:00
0123326123
Fix error message when using pac_expectation with occbin_constraints
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By the way, also fix the argument name (the model is not a VAR).
2021-10-29 14:11:08 +02:00
bc827326eb
JSON: fix syntax error in the aux vars table introduced in a7fb198463
2021-10-26 12:31:01 +02:00
5bef185370
PAC: add growth correction term for definition of Z₁ in the MCE case
2021-10-25 17:28:01 +02:00
4191cec9aa
Merge branch 'master' into 'master'
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Master
See merge request Dynare/preprocessor!53
2021-10-08 13:42:16 +00:00
8bb8e59410
Improve message for GCC installation under macOS
2021-10-08 12:59:17 +02:00
a7fb198463
add field aux_vars to modfile.json
2021-10-08 09:26:49 +02:00
561bee0790
add NNZderivatives to JSON + use AbstractVector for Julia functions
2021-10-06 17:45:11 +02:00
78e295115a
PAC: better error message in case of name conflict for the growth neutrality correction parameter
2021-10-06 16:41:09 +02:00
9938cb2632
Merge branch 'ramsey_logic' into 'master'
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ramsey_model: Fix error message logic
See merge request Dynare/preprocessor!52
2021-09-24 14:20:34 +00:00
b496c4ba2c
ramsey_model: Fix error message logic
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one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
d1acee0631
Merge branch 'mh_mode' into 'master'
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Rename mh_mode to correct mh_posterior_mode_estimation option
Closes #60
See merge request Dynare/preprocessor!51
2021-09-21 16:09:01 +00:00
8d14e18cdb
Rename mh_mode to correct mh_posterior_mode_estimation option
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Closes https://git.dynare.org/Dynare/preprocessor/-/issues/60
2021-09-21 17:28:37 +02:00
b12746190d
ramsey_{model,policy}, discretionary_policy: check that instruments are declared endogenous
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Closes : #72
2021-09-21 17:17:36 +02:00
3d215020ae
Fix use_dll on macOS + Octave
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Enforce GCC with mkoctfile. Otherwise Clang will be used, and it does not
accept our custom optimization flags.
Ref. dynare#1797
2021-09-13 16:50:13 +02:00
989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
2021-09-08 19:00:15 +02:00
cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
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Closes : #77
2021-09-08 17:10:56 +02:00
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
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This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
784dd4122a
PAC: generate the “growth_neutrality_param_index” MATLAB field for MCE models
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Previously it was only generated in the case of backward PAC models.
2021-08-31 17:54:20 +02:00
6863494db2
Ensure that the “discount” option of “pac_model” is a parameter
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Ref. Madysson/estimation-codes#4
2021-08-31 12:52:00 +02:00
15658fda5c
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/preprocessor
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Ref. !50
2021-08-30 16:05:44 +02:00
297888ce72
Merge remote-tracking branch 'origin/updated_covariance'
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Ref. !47
2021-08-30 16:05:13 +02:00
Stéphane Adjemian (Charybdis)
79d5a2d687
Fix warning (missing option in occbin_setup).
2021-08-18 15:18:21 +02:00
Stéphane Adjemian
bb7f60b8fb
Merge branch 'occbin_options' into 'master'
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Occbin: Add missing options
See merge request Dynare/preprocessor!49
2021-08-16 09:59:42 +00:00
3f37d9692c
method_of_moments: move to namespace
2021-08-15 20:44:24 +02:00
6fb86522ea
Occbin: Add missing options
2021-08-10 20:28:32 +02:00
f0c39b461e
Bump version number
2021-07-23 15:48:17 +02:00
bb19d98712
Merge branch 'results_file' into 'master'
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Move results file to output folder
See merge request Dynare/preprocessor!48
2021-07-23 11:58:46 +00:00
361b789e88
Move results file to output folder
2021-07-22 19:36:12 +02:00
38714a58c4
Add updated_covariance option
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
2021-07-22 17:12:02 +02:00
5cfe6303e2
Cosmetic changes
2021-07-22 16:49:59 +02:00
30972e44ef
Merge branch 'smoother2histval' into 'master'
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Introduce option consider_all_endogenous_and_auxiliary
See merge request Dynare/preprocessor!46
2021-07-22 10:21:03 +00:00
5da01faa74
Introduce option consider_all_endogenous_and_auxiliary
2021-07-22 11:49:36 +02:00
2fc8b71ac6
CI: bump Julia and Boost/Windows versions
2021-07-21 20:16:19 +02:00
e1f7d8c735
VAR models: add a parameter representing the constant in the development of the pac_expectation operator
2021-07-21 17:53:55 +02:00
da9e0acc2d
VAR models: add a parameter representing the constant in the development of the var_expectation operator
2021-07-21 17:53:55 +02:00
1a5fb4d5e6
DynamicModel: make PAC data members private
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
8305b94d29
Fix constant definition in reduced form VAR.
2021-07-21 17:53:55 +02:00
Stéphane Adjemian (Ryûk)
c6a7d56b36
Fix constants in var model (it has to be a vector).
2021-07-21 17:53:55 +02:00
a6add6127b
VAR models: output vector of constants in varmatrices.m
2021-07-21 17:53:54 +02:00
1cf03a5f07
Cosmetic improvement
2021-07-21 17:53:54 +02:00
5498ce98ee
Use NumConstNode* type for DataTree constants (previously they were just expr_t)
2021-07-21 17:53:54 +02:00
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
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— forbid leads and lags
— forbid expectation operators
This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
ed31d1cb5e
Remove unused functions
2021-07-21 16:33:23 +02:00
6ae3d3131f
Occbin: handle external functions in “occbin_constraints”
2021-07-21 16:33:19 +02:00
0d6eb053d4
Ensure that “pac_expectation” operators are never inserted into a static model
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The implementation of PacExpectationNode::toStatic() did not make sense. It
should normally never be called, hence we error out at this point.
Also do a cosmetic change in the PacExpectationNode::clone() methode.
2021-07-21 16:33:14 +02:00
Sébastien Villemot
MichelJuillard
Johannes Pfeifer
Stéphane Adjemian (Charybdis)