6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
365fb27f3d
New “structural” option to “var_model”
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As the name implies, this option allows contemporaneous variables on the RHS.
The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.
Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.
Ref. dynare#1785
2021-07-08 12:55:47 +02:00
221daeab6f
New time_shift option to var_expectation_model
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Ref. dynare#1787
2021-07-01 17:56:07 +02:00
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
1e9ea1acf4
Merge branch 'smoother_redux' into 'master'
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Add smoother_redux option
See merge request Dynare/preprocessor!38
2021-05-27 14:55:35 +00:00
0d635aed36
Add smoother_redux option
2021-05-27 16:41:36 +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
a2c96a9d79
Allow empty quoted strings
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Can be useful when resetting a filename option to an empty value, e.g. for the
mh_initialize_from_previous_mcmc_* options.
Ref. dynare!1841
2021-05-11 18:50:18 +02:00
73e07b78b8
Add mh_initialize_from_previous_mcmc option family to estimation command
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Ref. dynare!1841
2021-05-11 18:12:54 +02:00
80e1090257
Add no_init_estimation_check_first_obs option to estimation
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Ref. dynare!1839
2021-05-07 17:41:20 +02:00
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
5581052451
Add particle_filter_options option to estimation
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Ref. #59
2021-02-23 16:54:36 +01:00
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
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Partially reverts f914837aff567156aad4
2021-02-22 16:22:17 +01:00
071a46a798
Add interface to set zero_moments_tolerance
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Useful in identification and method_of_moments toolbox to set the tolerance which replaces very small numbers by hard zeros in unconditional second moments (particularly in pruned_state_space_system.m and disp_moments.m)
2021-02-16 16:29:57 +01:00
9274675efb
Allow booleans in optimization options list
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Closes : #63
2021-02-10 16:18:58 +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
a87b2753ed
MoM: Add option analytic_jacobian
2021-01-08 18:57:06 +01:00
1def52a088
Add interface to set schur_vec_tol
2020-12-17 19:55:20 +01:00
84d79226cd
Lexer: no longer associate a semantic value to GMM and SMM tokens
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This was forgotten from commit 78f6d48601
2020-12-14 19:10:29 +01:00
78f6d48601
GMM: introduce option analytic_standard_errors
2020-12-12 09:36:40 +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
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
Stéphane Adjemian (Charybdis)
baa3804314
Shorten option name.
2020-02-28 13:10:47 +01:00
02fa6c7814
Add interface to set initial guess for mh_tune_jscale
2020-02-26 11:20:48 +01:00
976e2ae17a
remove support for weekly dates
2020-02-17 15:03:26 +01:00
14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
2020-02-11 14:24:06 +01:00
1c44baea05
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Ref. dynare#1093
2020-01-20 16:21:25 +01:00
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
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Ref. dynare!1688
2019-12-20 11:47:54 +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
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
abbdbb5862
Clarify part of code
2019-12-03 16:42:38 +01:00
4a1fb239da
Add interface for init2shocks
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Dynare/dynare#1650
2019-12-02 13:58:44 +01:00
3e43b36cf3
Introduce forecast type option in shock_decomposition command. Dynare/dynare#1657
2019-11-26 17:49:12 +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
28bfc72a5c
Revert "Merge branch 'master' into 'master'"
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This reverts commit a37fea0dfc3ae92499b8
2019-11-26 16:44:17 +01:00
926ccccb26
fix missing tokens in the lexer: conditional, unconditional.
2019-11-25 17:34:52 +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
9e454debb5
support external functions in MATLAB namespace. closes dynare#1639
2019-10-09 14:49:05 +02:00
d3db73b7e4
remove unused symbols
2019-09-25 11:36:03 +02:00
ae0a91256a
add cubic root to dynare language
2019-07-15 12:18:26 -04:00
4032942fa4
Add “diff” and “flip” options to plot_shock_decomposition and initial_condition_decomposition
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Ref Dynare/dynare#1649
2019-07-03 16:28:00 +02:00
1fee4840b6
More Unicode copyright symbol
2019-04-16 14:29:30 +02:00
7d5e8a16c0
Add new options for identification
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Ref Dynare/dynare#1648
2019-03-19 11:59:15 +01:00
bd7a1f4b44
Minor simplifications in the lexers
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In particular, no need to put both upper and lower case letters in the
patterns, since the lexer is case-insensitive.
The only simplification that we do not perform is removing the quoting of
single quotes (i.e. replacing \' by '), since it confuses the C++ mode of
Emacs.
2019-03-06 13:58:22 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
67ac4bf8ea
Allow diff() and log() in "expression" option of var_expectation_model
2018-11-29 16:01:49 +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
eca82834a1
Revert "Fix parsing of empty strings in macro-processor"
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This reverts commit 158f027db2
2018-11-15 12:33:59 +01:00
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
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
eb74d48393
trend_component_model: replace `trends` option with `targets`
2018-09-13 12:21:23 +02:00
9f0c30740e
introduce epilogue block
2018-09-05 12:31:49 +02:00
95da532275
remove incorrect option as `unput` is used in flex file
2018-08-29 12:55:17 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
88a0162202
macroprocessor: remove terminals not used in grammar
2018-08-07 17:19:45 +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
4302307f7d
Force Emacs to use C++ mode when opening Bison and Flex files
2018-07-31 12:02:24 +02:00
7280c92642
Use variant semantic values in the Bison parser
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We can therefore manipulate objects by value rather than by pointers, which
saves a lot of memory manipulations (and avoid potential segfaults and memory
leaks).
Note that there is no default action ("$$ = $1") when using the variant type,
so we add them explicitly.
2018-07-31 11:48:08 +02:00
158f027db2
Fix parsing of empty strings in macro-processor
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Those were treated as comments.
Incidentally, fix a similar issue in the Dynare parser (which is much less
problematic, since double quotes are not used in the Dynare language).
Closes DynareTeam/dynare#1621
2018-06-14 16:54:31 +02:00
7d9cd718fc
Replace more typedefs by using
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Those were not automatically replaced by clang-tidy, I don’t know why…
2018-06-04 15:03:31 +02:00
1ba023e37d
Added option for tuning mh_jscale.
2018-05-16 15:48:39 +02:00
fb8d9258d0
add pac_model statement
2018-04-04 11:48:59 +02:00
80060fb9ef
Merge remote-tracking branch 'origin/declare_vars_in_model_block'
2018-03-19 17:05:03 +01:00
a1437ac982
Merge remote-tracking branch 'dynare-preprocessor-github/master' into other-master
2018-02-26 12:09:58 +01:00
b504f160ca
move files to src directory
2018-02-15 11:48:04 +01:00
Sébastien Villemot
Johannes Pfeifer
Michel Juillard
Willi Mutschler
Stéphane Adjemian (Charybdis)
Houtan Bastani
Dóra Kocsis
Ferhat Mihoubi
Stéphane Adjemian(Charybdis)