d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
...
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
8c2e9b3c02
Improvements to smoother2histval (ref #594 )
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- fix handling of auxiliary variables related to lagged endogenous
- add preprocessor interface
- add histval_file
- add tests (for smoother2histval with outfile, and for histval_file)
2014-04-03 15:05:20 +02:00
491e70ab7b
dmm/estimation: add dirichlet prior shape front end, #642
2014-03-26 11:12:43 +01:00
8507409d97
Allow ranges in lags/periods specification of {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
46bcfea9e5
adding ramsey_model to Dynare grammar
2014-03-09 12:15:32 +01:00
d43a2bce09
Add option mh_conf_sig
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Fixes #598
2014-03-06 10:06:55 +01:00
516491941d
ms-dsge: add number_of_lags and parameters option to front end
2014-02-24 12:37:18 +01:00
58d71bb44e
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
9e962e7a93
Add new options consider_all_endogenous and consider_only_observed.
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Closes #336
2014-02-04 14:49:06 +01:00
1ae4bebf5e
Added logdata option. Closes #600 .
2014-01-31 11:27:36 +01:00
314f9ccb0d
It's bison 2.5 that's actually required now.
2014-01-13 14:56:56 +01:00
e2d9f2476c
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
4d95aa8d42
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
e0f662129a
preprocessor: namespace fixes to remove clang warnings
2013-12-30 14:54:00 +01:00
1afd46b880
Refactor bison files using new prologue syntax.
2013-12-28 21:16:47 +01:00
10c4b8a080
Fix compatibility issue with Bison 3.
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Closes #570
2013-12-28 21:02:15 +01:00
2975072c1b
Added new option for perfect foresight simulations (sim1 routine, available only with stack_solve_algo==0).
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Try to reduce the size of the nonlinear system of equations by skipping the (last) periods for wich the residuals are
already (almost) zero. The number of periods is not constant during the Newton, the effective number of periods for
each iteration of the Newton is available in oo_.deterministic_simulation.vperiods.
2013-12-27 18:35:53 +01:00
fe24d9bcab
Closes #567 .
2013-12-18 16:44:31 +01:00
0d1fe6899f
allow long_name to be used without specifying a latex name, #478
2013-12-09 17:04:32 +01:00
645b830dc9
preprocessor: allow empty estimated_params_init block
2013-11-21 15:11:57 +01:00
cef58f7646
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
14b6cf98fb
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
8b34189bc3
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
d368a501d7
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
966ed438c1
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
d2363c9cf6
Merge branch 'preprocessor-dates' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
eabad03581
Preprocessor interface for irf_plot_threshold
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Closes #498
2013-11-13 14:34:46 +01:00
8513c59c9e
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
aa4753f9ec
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
b34a55b36a
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
49060c3abd
Allow a custom function named 'prior' as a value for 'mode_compute' option
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Closes #507
2013-11-04 15:42:59 +01:00
d56393da98
Merge branch 'master' into remove-dynDate-class
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Conflicts:
matlab/reports/@report_series/getLine.m
matlab/reports/@report_series/write.m
matlab/reports/@report_table/report_table.m
matlab/reports/@report_table/write.m
2013-10-28 15:04:21 +01:00
3706338bf4
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
7d3dcb74c9
preprocessor: allow anything of the form dates(*) to be accepted as a valid date by the preprocessor
2013-10-23 16:09:32 +02:00
e19da3777c
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-22 14:06:57 +02:00
aee8202a20
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
0aa3e823c7
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
5f2bf10521
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
3019c80f56
front end for Geweke convergence diagnostics for single chains
2013-09-23 15:40:19 +02:00
8051c547ff
stoch_simul: add loglinear option #431
2013-08-14 12:02:51 -04:00
4295a48dc8
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
e7b300039b
osr: add tolf option closes #423
2013-06-26 12:33:48 +02:00
de32eeece5
osr: add maxit option ref #423
2013-06-26 12:32:30 +02:00
c07ce32687
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
cc7e5c4dec
Added qz_zero_threshold to check, stoch_simul and estimation commands.
2013-06-12 11:46:56 +02:00
98daf662aa
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
a595a83b16
Add new option parallel_local_files to model block
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Ref #389
2013-05-31 14:47:38 +02:00
e8353673fe
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
6d7242b6e8
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
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Closes #320
2013-05-24 12:13:32 +02:00
55a548282c
Possibility of restricting differentiate_forward_vars to some variables
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Closes #351
2013-05-17 16:53:15 +02:00
94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
91f3f578a0
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
00c95ea352
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
c50cd383c0
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
823d5a51a6
Add interface and documentation to model_diagnostics
...
Closes : #205
2012-11-16 12:34:49 +01:00
b3f3619ca8
Allow infinite values in threshold_reform option of GSA
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Closes : #266
2012-11-16 11:08:49 +01:00
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
bc4a2bffe4
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
4509136dba
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
d01d952a6f
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
39d68a9614
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
514db5f801
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
25e042f67a
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
156b86665b
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
d80d7aa1e7
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
683fdae2ad
Fix option simul_replic
2012-06-26 17:01:13 +02:00
f60aedd095
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
7442179a65
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
16239fd665
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
dc8907d472
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
35bf1d5ec2
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
c19f62b2e3
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
381c6aeee8
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
...
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
2fbd5d33c6
fixed issues relative to homotopy (type I) when the user wants to
...
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
7221aa486f
added check_options are the same as steady_options. Added option
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nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
30e0b81643
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
3172022bbf
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
8001e19b9e
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
60fb8aeaae
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
ea0b176395
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
894ff9c1e7
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
fb0b0ae4ce
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
ffb5119807
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
23f9c5e418
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
f61f3ebf35
Add kalman_algo option to identification and dynare_sensitivity
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Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
c22022cfb0
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
8d369bd710
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
c62d52a576
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
8c87ba38a4
preprocessor: allow vec_value to accept commas
2011-12-21 12:21:30 +01:00
9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
9771e68875
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
4f881cc826
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
8dde155e28
ms-sbvar: adding missing case for linear restriction
2011-11-07 15:47:16 +01:00
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
b91dd27096
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
4befcde035
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
5edaa0d4b7
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
b9c9b784a1
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
068b74ae6e
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
7942eaba59
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
25c80c45a3
svar: constants is not yet supported
2011-09-15 18:15:54 -04:00
bd2cd16bf0
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
cacd1a27f7
aesthetic fix
2011-09-15 18:03:30 -04:00
8e366e3bcd
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
f42bb46370
MS-SBVAR: support xls datafile
2011-09-15 18:03:12 -04:00
9207896a6b
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
e5a98735f6
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
e8e2bf8f14
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
07a0b1bbfa
remove unused option
2011-09-14 12:04:47 -04:00
f4bd48eb45
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
db8e953228
remove unused token
2011-09-14 11:53:45 -04:00
d43cb40752
remove unused varlist option
2011-09-14 11:53:45 -04:00
a70e25b182
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
5fcb759749
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
2011-09-14 11:53:45 -04:00
3f689a5076
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
44396d0bac
remove load_mh_file option from ms-sbvar code
2011-09-12 16:29:57 -04:00
cdfd5c7e76
sbvar: deprecate restriction_fname
2011-09-09 13:27:01 -04:00
237fffe05d
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
3de20c4d76
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
3af111abe7
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
2d5f22394f
MS-SBVAR: preprocessor bug fixes
2011-08-04 00:40:26 +02:00
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
6d549cc66f
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
ed81eb22e9
MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
2011-07-14 21:10:01 +02:00
4973ee893d
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
Sébastien Villemot
Houtan Bastani
Michel Juillard
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Scylla)
ferhat
Sébastien Villemot
Ferhat
Michel Juillard
Michel Juillard