Commit Graph

166 Commits (93dcf5031b3b98490e72c4eb123c87e53868191b)

Author SHA1 Message Date
Sébastien Villemot ef02b79486
Various minor simplifications 2022-05-04 17:36:59 +02:00
Sébastien Villemot 8e3590ee71
Reject exogenous deterministic variables in a few places where they were erroneously accepted
– heteroskedastic_shocks block
– generate_irfs command
– new estimation syntax
2022-04-21 17:59:04 +02:00
Sébastien Villemot b5a4df1608
New shocks(learnt_in=…) and endval(learnt_in=…) blocks
For use with perfect_foresight_with_expectation_errors_setup.
2022-04-21 17:07:33 +02:00
Sébastien Villemot a431682697
Fix check for the presence of ramsey_{model,policy} when ramsey_constraints is used
The existing check would incorrectly fail if ramsey_constraints appeared before
ramsey_{model,policy}.

Also, the check would not terminate the processing in case of error.

Closes: #91
2022-04-11 12:28:38 +02:00
Sébastien Villemot 46cc47266b
Refactor parsing of symbol lists
For symbol lists (such as those given to “var” or “stoch_simul”), return a
semantic value at the Bison level, rather than building the list through a
temporary object in ParsingDriver. This allows various simplifications, and
leads to a more functional code.

By the way, homogeneize the naming of the various flavours of symbol lists in
the Bison file (with TeX names, partitioning, or with a wildcard).
2022-03-29 14:59:34 +02:00
Sébastien Villemot 9db21a231c
Handle “resid” command at the preprocessor level and add “non_zero” option 2022-03-01 14:23:18 +01:00
Sébastien Villemot 7df6781982
Add interface for “static” and “incidence” options of “model_info” 2022-02-09 12:26:00 +01:00
Sébastien Villemot aa0e06bc7d
Refactor handling of var_expectation_model statements
Creates a VarExpectationModelTable analogous to PacModelTable.
2022-01-20 16:26:15 +01:00
Sébastien Villemot 75a26b6d11
Remove unused member in the RamseyPolicyStatement class 2022-01-06 14:47:34 +01:00
Sébastien Villemot 7dde09169e
estimated_params: check that no parameter is declared twice across concatenated blocks
The existing check (in AbstractEstimatedParamsStatement::commonCheckPass()) was
only working inside a given estimated_params block, but not across blocks.
2021-12-16 15:22:48 +01:00
Sébastien Villemot ea44aa19d6
New option “overwrite” to “estimated_params” block
This option provides the same behaviour as before the change in
60ef6bbdbd.

It is typically useful when doing several estimations in the same .mod file.
2021-12-16 14:22:31 +01:00
Sébastien Villemot 5ffbc5bad3
New estimated_params_remove statement 2021-12-15 16:02:57 +01:00
Sébastien Villemot 06a436fdf0
Minors simplification in EstimatedParams* classes
Also use a better name for the type-specific ID variable.
2021-12-15 16:02:53 +01:00
Sébastien Villemot 60ef6bbdbd
Allow multiple estimated_params statements 2021-12-15 12:20:29 +01:00
Johannes Pfeifer 164e2debdc occbin_write_regimes: add option to select type 2021-12-06 16:10:58 +01:00
Johannes Pfeifer befd432be7 evaluate_planner_objective: add options
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1967
2021-12-03 14:06:57 +01:00
Sébastien Villemot 02ee077663
Fix handling of undeclared variables in the planner_objective statement
Closes: #81
2021-11-19 17:32:45 +01:00
Sébastien Villemot 127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
Incidentally, the auxiliary endogenous variable representing Z₁ and created for
PAC MCE models no longer necessarily appear as the first auxiliary variable (so
this is effectively a revert of 64f55e4a5e).
2021-10-29 14:11:30 +02:00
Johannes Pfeifer b496c4ba2c ramsey_model: Fix error message logic
one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
Sébastien Villemot eb006ecaeb
Remove unused steady_state_growth option to pac_model 2021-09-22 16:26:42 +02:00
Sébastien Villemot 989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models 2021-09-08 19:00:15 +02:00
Sébastien Villemot cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
Closes: #77
2021-09-08 17:10:56 +02:00
Sébastien Villemot 62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
Johannes Pfeifer 3f37d9692c method_of_moments: move to namespace 2021-08-15 20:44:24 +02:00
Sébastien Villemot 15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
— forbid leads and lags
— forbid expectation operators

This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
2021-07-21 16:33:23 +02:00
Sébastien Villemot ebd9954d33
Occbin: new syntax for constructing multi-regime equations
Ref. #68
2021-07-20 18:18:24 +02:00
Sébastien Villemot 81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
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
Sébastien Villemot 08ac455fcd
Implement “occbin_constraints” block
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
Johannes Pfeifer 61b37942ab First part of Occbin interface 2021-07-13 13:38:25 +00:00
Sébastien Villemot 6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands 2021-07-09 17:14:22 +02:00
Sébastien Villemot 221daeab6f
New time_shift option to var_expectation_model
Ref. dynare#1787
2021-07-01 17:56:07 +02:00
Johannes Pfeifer f354458418 method_of_moments: remove var_list_ 2021-06-24 15:10:24 +02:00
NormannR d0ec5eb155 Allows to write M_.objective_tmp_nbr in the driver.m file
Writes the number of temporary terms of the planner objective function derivatives objective_tmp_nbr in the driver.m file.
Useful for the k-order approximations of welfare.
2021-06-11 12:37:31 +02:00
Sébastien Villemot 74ef3457b4
Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Sébastien Villemot 86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
Ref. dynare!1866
2021-06-04 16:20:29 +02:00
Sébastien Villemot c5f9ae89e7
Implement new “occbin” option to “model” block
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
Sébastien Villemot 0213c9be73 Merge branch 'ramsey_k_order' into 'master'
Allows to write M_.NNZDerivatives_objective in the driver.m file

See merge request Dynare/preprocessor!36
2021-04-22 13:28:18 +00:00
normann 22fbfb0fba Allows to write M_.NNZDerivatives_objective in the driver.m file
Writes the number of non-zero derivatives of the planner objective function NNZDerivatives_objective in the driver.m file. Useful for the k-order approximations of welfare.
2021-04-22 15:26:25 +02:00
Michel Juillard d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia) 2021-04-22 15:19:21 +02:00
Sébastien Villemot 54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
Partially reverts f914837aff and
567156aad4.
2021-02-22 16:22:17 +01:00
Johannes Pfeifer 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
Sébastien Villemot af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
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
Willi Mutschler a87b2753ed
MoM: Add option analytic_jacobian 2021-01-08 18:57:06 +01:00
Johannes Pfeifer 78f6d48601 GMM: introduce option analytic_standard_errors 2020-12-12 09:36:40 +01:00
Sébastien Villemot 638b4c7ac5
Ensure that all statements produce an output in JSON mode 2020-11-26 16:25:22 +01:00
Sébastien Villemot a99ca9f450
Remove obsolete “var_estimation” statement 2020-11-26 16:13:52 +01:00
Sébastien Villemot 1b40327639
Remove obsolete “restrictions” block 2020-11-26 16:13:49 +01:00
Sébastien Villemot c697a63119
Fix typo 2020-11-25 18:08:49 +01:00
Sébastien Villemot 9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency 2020-11-25 17:40:00 +01:00
Johannes Pfeifer 9d9a4bd4d1 Remove matched_moments_ as input of method_of_moments
Now a subfield of M_
2020-08-05 13:46:09 +02:00