915bea91a1
preprocessor: output JSON after different steps, write static, dynamic, params derivs files in JSON. #1387
2017-02-24 17:43:22 +01:00
58951045d9
preprocessor: JSON output for statements, #1387
2017-02-20 11:23:10 +01:00
9b0fbdb4fe
ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355
2016-12-27 14:08:50 +01:00
52e1017291
Make evaluate_smoother.m output former global variables for correct updating of these objects
2016-12-18 12:43:29 +01:00
cae0077ff4
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
01552008ba
preprocessor: issue error when exogenous included in planner_objective. closes #1264
2016-08-12 11:50:57 +02:00
64e04ac985
Allow (S)EP with arbitrary sequence of innovations.
...
The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
c3ed13bec7
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
44cee441e5
Fix preprocessor renaming error introduced in b486ae4964ea534e70982487b1d7c11f732d950b
2016-05-22 11:41:54 +02:00
9292389eeb
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
97a35ad6cb
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
a4045ae2da
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
48928c61ce
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a7765e7bde388f4a6feac4362d1e9fd284.
2016-05-18 10:33:45 +02:00
b898bfea6e
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
0b922739a6
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
ca1879fe7d
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
0c0ea326ce
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
e9f9aa2184
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
d38d6e26b4
fix copyright dates
2016-03-11 16:22:42 +01:00
359b4a20bc
Fixed extended path.
...
- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
bdc7f83f18
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
d587a5133f
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
3907462ae9
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
ca44a87a54
fix typo
2015-10-13 17:21:32 +02:00
863e13db55
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
4d06a6623e
preprocessor: simplify code
2015-10-13 15:13:40 +02:00
712ca5be89
fix typo
2015-10-13 15:13:40 +02:00
4979fbd190
Merge pull request #1015 from JohannesPfeifer/model_comparison
...
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
7cc90013cd
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
203ddeba3d
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
3951c00513
Save results of model_comparison to oo_
2015-08-13 17:48:09 +02:00
ffc2188383
preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive
2015-08-03 17:51:45 +02:00
5b4e94149c
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
6fc6f2f7d1
clean up writing of static model
2015-07-27 15:59:13 +02:00
4102e0cc56
Revert "Merge branch 'rmExtraExo'"
...
This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.
Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
567156aad4
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
60a33fb4a1
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
6d727f534e
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
35cd407f5f
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
6905456cb3
preprocessor: provide more info in error message
2015-04-16 18:47:31 +02:00
781039752a
preprocessor: take care of instruments option in discretionary_policy
...
squash
2015-04-16 17:14:49 +02:00
a39448b63f
fix typo
2015-04-16 16:45:36 +02:00
f76a6cb58b
preprocessor: take care of exos in smoother2histval statement
2015-04-14 15:05:03 +02:00
ca233d8bf1
Merge branch 'master' into rmExtraExo
2015-04-14 14:47:59 +02:00
b5042500c8
preprocessor: method out of order
2015-04-14 14:47:26 +02:00
e4f3d31757
preprocessor: take care of exos in calib_smoother statements
2015-04-14 14:42:17 +02:00
1165c2608b
preprocessor: take care of exos in options statements
2015-04-14 12:49:15 +02:00
7cc464b5ea
preprocessor: take care of exos in prior statements
2015-04-14 12:06:53 +02:00
c8a7e47f6f
Merge branch 'master' into rmExtraExo
2015-04-14 11:33:57 +02:00
f0efea3025
preprocessor: method out of order
2015-04-14 11:33:02 +02:00
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Hermes)
Johannes Pfeifer
Michel Juillard