ebd9954d33
Occbin: new syntax for constructing multi-regime equations
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Ref. #68
2021-07-20 18:18:24 +02:00
0b8e3345fc
Ensure that a tag is not declared twice in the same equation
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Previously the first value was silently ignored. It’s better to explicitly
forbid this. If this change creates problems (since it’s a change in an
undocumented behaviour), we can turn it into a warning.
2021-07-20 14:56:48 +02:00
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
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In particular, this implies that steady state values of endogenous in the
“occbin_constraints” block must now be specified using the STEADY_STATE()
operator (and not with a “_ss” suffix).
Moreover:
– make various simplifications to the fields generated under M_
– in the driver file, replace the call to occbin.initialize() by a few explicit operations
Ref. #68
2021-07-20 12:26:11 +02:00
90b1235a64
New utility to check if an expression contains an exogenous (possibly deterministic)
2021-07-20 12:10:58 +02:00
08ac455fcd
Implement “occbin_constraints” block
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Consequently drop “occbin” option to “model”.
Incidentally, allow more values in equation tag names (previously some keywords
such as “alpha” were disallowed).
Ref. #68
2021-07-16 11:34:27 +02:00
2e696a2e0d
Add shocks(surprise) block (for occbin)
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Ref. #68
2021-07-13 21:55:31 +02:00
c3b0ce8e69
shocks/mshocks/conditional_forecast_paths: various cleanups
2021-07-13 17:17:57 +02:00
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
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
f7a367d7b1
“var_model” statement: make “eqtags” option mandatory
2021-07-08 12:55:40 +02:00
67f4777ac3
Remove support for obsolete syntax: var_model(order = 2) X Y Z;
2021-07-07 18:26:09 +02:00
c9d6d9c6f8
Enforce non-positivity of the “time_shift” option to “var_expectation_model”
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Closes : #70
2021-07-06 16:40:20 +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
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
824433aa3f
Refactor driver output for heteroskedastic_shocks
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Ref. dynare#1791
2021-06-15 12:53:40 +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
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
7b3df21f11
DataTree::operator=(): fix crash when symbol ID ordering of model local variables does not correspond to the recursive ordering in the model block
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Ref. dynare#1782
2021-04-16 17:34:13 +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
ec66768a63
Forbid exogenous deterministic variables with a lead or lag
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Ref. dynare#1765
2021-01-22 11:59:44 +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
9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency
2020-11-25 17:40:00 +01:00
4b8290faa5
Do not crash when unknown symbol is passed to “irf_shocks” option
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Closes : #57
2020-11-18 17:47:37 +01:00
Stéphane Adjemian (Charybdis)
0f268ce70c
Fixed logic.
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Value passed to steady_state_growth was not acknowledge.
2020-09-18 11:11:50 +02:00
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
5cc9f216ca
Make preprocessor recognize default order=2 of stoch_simul
2020-07-21 10:40:08 +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
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
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
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Ref. dynare#1173
2020-02-04 17:49:53 +01:00
ee972d9638
Fix “planner_discount” option of “discretionary_policy”
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Since fe0c781c06
2020-01-30 15:42:39 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
0cd59dbcf8
bug fix: clear symbol list and options list after call to `DetCondForecast` constructor
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issue #39
2019-12-20 14:51:16 +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
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
2646f01424
fix quotes from 7958f76fae
2019-12-13 16:03:37 +01:00
fddfb7fe2f
Issue deprecation warning for `simul`
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closes dynare#1683
2019-12-13 16:01:47 +01:00
7958f76fae
issue deprecation warning for `ramsey_policy`
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dynare#1678
2019-12-12 11:36:43 +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
d008113d69
Forbid exogenous and exogenous deterministic variables in STEADY_STATE operator
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Closes: dynare#825
2019-11-27 17:27:04 +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
9e454debb5
support external functions in MATLAB namespace. closes dynare#1639
2019-10-09 14:49:05 +02:00
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
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
a3fc7a7752
pac_model: fix input tests
2019-03-04 11:07:06 +01:00
34f02a37e3
Fixed logic in pac_model command.
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If option aux_model_name is assigned a value, this value must not be
discarded if options growth and steady_state_growth are simultaneously
used.
2019-03-02 16:37:00 +01:00
341b9c6667
pac_model: allow diff as argument to growth option
2019-02-28 19:22:34 +01:00
abde60fbea
pac: Changed logic of the tests on growth and steady_state_growth options.
2019-02-25 16:21:30 +01:00
b8f756fa35
Fixed option name in error message.
2019-02-22 23:11:06 +01:00
469a328cfc
replace make_pair and make_tuple
2019-02-21 10:42:10 +01:00
af54c7a187
ensure steady_state_growth option is a parameter or a number
2019-02-19 14:08:37 +01:00
fe69dced1d
fix check for pac_model growth option introduced in 0ea84fa9a4
2019-02-18 17:23:33 +01:00
0ea84fa9a4
pac: allow steady state growth and model consistent expectation substitution in pac equation
2019-02-18 15:11:45 +01:00
71be51c464
pac_growth: ensure symbol has been declared
2019-01-28 10:45:48 +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
aad8414f94
allow the use of previously assigned variables in epilogue block in later equations in epilogue block
2018-12-10 16:30:19 +01:00
9d3f104b8c
fix epilogue block
2018-12-10 12:27:27 +01:00
018068de91
Fix typo
2018-12-03 17:29:53 +01:00
a08ce3de2b
Yet more simplifactions using std::tuple
2018-12-03 16:07:13 +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
b88e0de53f
Remove useless accessor methods for data members that are const in ExprNode classes
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Those const data members are simply made public.
2018-11-28 14:35:30 +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
215283005e
No longer store symbol type in VariableNode
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This facilitates switching variable types on the fly. In particular, this
allows removing the hack in DynamicModel::updateAfterVariableChange() that way
basically recreating all the nodes after the type change.
2018-10-10 12:34:05 +02:00
48940ff899
Convert SvarRestrictionType into a class enum
2018-10-02 18:15:31 +02:00
3f26933f44
Replace ExternalFunctionSetOrNot enum by integer constants
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This was not conceptually an enum, but rather a collection of unrelated
constants:
- two constants for use as placeholder for symbol IDs at different places
- one constant for the default number of arguments
2018-10-02 18:10:12 +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
85dbb649b7
move trend_component_table and var_model_table to DynamicModel as they are only used there
2018-09-14 17:04:06 +02:00
eb74d48393
trend_component_model: replace `trends` option with `targets`
2018-09-13 12:21:23 +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
a406c18598
Allow trend_component_model in var_expectations.
2018-08-22 16:50:01 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
6015b0e57b
fixes to trend component model
2018-08-22 12:15:02 +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
0a063eecc1
More smart pointers
2018-07-31 13:00:39 +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
Sébastien Villemot
Johannes Pfeifer
Michel Juillard
Stéphane Adjemian (Charybdis)
Houtan Bastani
Dóra Kocsis
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Stéphane Adjemia (Scylla)