Commit Graph

119 Commits (915bea91a101ba009f30387d02cc3c1cbd0d9698)

Author SHA1 Message Date
Houtan Bastani e3fe88d9d8 preprocessor: handle undeclared external functions and lagged variables 2017-01-27 20:36:26 +01:00
Houtan Bastani ff3b2d0ae3 keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
Houtan Bastani a9de8dd0a0 preprocessor: issue warnings for undeclared model variables when the end of the model block is encountered. #1286 2017-01-27 20:36:26 +01:00
Houtan Bastani 9b0fbdb4fe ramsey_policy: accept all endogenous variables in var_list_, even auxiliary variables. closes #1355 2016-12-27 14:08:50 +01:00
Stéphane Adjemian (Hermes) db44b7337f Revert "Revert "preprocessor: allow for partitioning of variables along multiple dimensions""
This reverts commit b0e7f1cfd7d7b26305f6434de2869c1f19e8ff6d.
2016-06-24 17:38:54 +02:00
Houtan Bastani 24e25fd151 Revert "preprocessor: allow for partitioning of variables along multiple dimensions"
This reverts commit 7a29f50d99e20c2a5872f77592585b3dbd9fa00c.
2016-06-23 15:59:35 +02:00
Houtan Bastani f2afcb8094 preprocessor: allow for partitioning of variables along multiple dimensions 2016-06-23 15:36:42 +02:00
Houtan Bastani 50ead246b1 preprocessor: add all_values_required option to histval. closes #261 2016-06-02 12:57:11 +02:00
Houtan Bastani 275cb6c2b0 preprocessor: support sub lists in posterior_sampling_opt option, hence removing tarb_optim. #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani 57afa7d80f preprocessor: rework posterior sampler options, #1177 2016-05-19 14:37:05 +02:00
Houtan Bastani ca1879fe7d preprocessor: interface for osr_params_bounds. #948 2016-05-10 18:01:00 +02:00
Michel Juillard 94f1f9883a adding groups of shocks for shock_decomposition
consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Houtan Bastani f0ff0d911b preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani d587a5133f preprocessor: change prior_posterior_function into two arguments. closes #1076 2015-10-14 11:02:35 +02:00
Houtan Bastani 863e13db55 preprocessor: interface for prior_posterior_function command. closes #1076 2015-10-13 17:16:10 +02:00
Michel Juillard 203ddeba3d finalize svar_global_identification_check 2015-08-24 14:53:27 +02:00
Houtan Bastani f94c7ab332 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Michel Juillard 60a33fb4a1 Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Houtan Bastani 691af085cd preprocessor: add tarb_optim option to estimation. #940 2015-05-13 16:50:07 +02:00
Houtan Bastani 2a108ba38f preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
Houtan Bastani 4ba729fdd6 preprocessor: new command write_latex_original_model. closes #657 2015-02-16 08:31:30 +01:00
Sébastien Villemot 1644412875 New option "overwrite" to "shocks" and "mshocks".
Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
Sébastien Villemot 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
Sébastien Villemot 8c2e9b3c02 Improvements to smoother2histval (ref #594)
- 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
Sébastien Villemot 8507409d97 Allow ranges in lags/periods specification of {irf,moment}_calibration.
Ref #267
2014-03-17 18:12:04 +01:00
Michel Juillard bb67c63599 adding ramsey_model to ParsingDriver 2014-03-09 12:15:32 +01:00
Sébastien Villemot 58d71bb44e Implement syntaxes for moment_calibration and irf_calibration.
Ref #267
2014-02-10 19:23:06 +01:00
ferhat 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
Sébastien Villemot 57d62a3171 Fix bug in deterministic conditional forecast.
The type of the first shock was not set according to the user request.
Concretely, it would be random, and almost always a perfect foresight shock.
2013-12-27 12:20:25 +01:00
Stéphane Adjemian (Scylla) cef58f7646 Merge branch 'master' into remove-dynDate-class 2013-11-15 18:36:10 +01:00
Houtan Bastani 14b6cf98fb preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani 8b34189bc3 preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +01:00
Houtan Bastani d368a501d7 preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope) 966ed438c1 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Houtan Bastani 8513c59c9e preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Houtan Bastani 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
Houtan Bastani f6c982c51b nostrict command-line option ignores extraneous assignments in initval. closes #1 2013-09-16 16:14:34 -04:00
Sébastien Villemot a595a83b16 Add new option parallel_local_files to model block
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot 55a548282c Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 94e6f569b8 Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot 75f8467803 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Michel Juillard 24cac29cdf removed changes linked with transforming variables to avoid log or
power of negative numbers
2013-04-09 16:35:57 +02:00
Sébastien Villemot 08c2b6e1c6 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Sébastien Villemot 8610453baf Reorganization of warnings
- at the end of the computation, don't display all preprocessor warnings but
   only their number
 - also display if there has been a MATLAB/Octave warning (counting their
   number does not seem feasible). Closes #181
 - add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
Ferhat Mihoubi c709053202 Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot 823d5a51a6 Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Houtan Bastani d8cbb55ee7 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Sébastien Villemot 514db5f801 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +02:00
Sébastien Villemot 6fb2562f13 Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot 381c6aeee8 Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00