Commit Graph

947 Commits (9dfcf897f7c2162782e5b6d94b136ea76f1d1072)

Author SHA1 Message Date
Michel Juillard 9dfcf897f7 adding 3rd order derivatives to Static Model for evaluation of Ramsey
policy computed at order = 2
2013-12-11 19:24:29 +01:00
Houtan Bastani 1d7646a6e5 For Matlab >= 2013a on osx, use renamed SDKROOT macro, MW_SDKROOT 2013-12-10 18:18:46 +01:00
Houtan Bastani 973f20dab5 preprocessor: streamline addSymbol 2013-12-10 11:41:30 +01:00
Houtan Bastani 0d1fe6899f allow long_name to be used without specifying a latex name, #478 2013-12-09 17:04:32 +01:00
Sébastien Villemot 64d3cfa601 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
Closes #549
2013-12-09 16:23:49 +01:00
Stéphane Adjemian (Scylla) 3c433ad6ea Copy the generated time series in Base workspace (extended_path). 2013-12-09 11:08:08 +01:00
Sébastien Villemot 78ea064592 Cleanup more preprocessor-generated files at each run 2013-12-02 17:22:16 +01:00
Sébastien Villemot 58d6f01708 Fix bug with DSGE-VAR introduced in f7cdc39f 2013-12-02 17:22:16 +01:00
Sébastien Villemot 8d2c28f3bf Forbid the use of trend variables in expressions outside the model block 2013-11-29 16:29:25 +01:00
Sébastien Villemot 6ba0980460 Add a warning when some exogenous are not used in the model 2013-11-29 16:03:45 +01:00
Sébastien Villemot 1414f98cff Refactor code for collecting variables appearing in expressions
- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
Sébastien Villemot 173dc32e60 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani 645b830dc9 preprocessor: allow empty estimated_params_init block 2013-11-21 15:11:57 +01:00
Houtan Bastani c9d7971df2 preprocessor: ExprNodeLess is a struct 2013-11-21 14:48:11 +01:00
Houtan Bastani 8ed5bc2a97 preprocessor: eliminate clang warning about using namespace std 2013-11-21 14:47:44 +01:00
Houtan Bastani 790b138042 preprocessor: remove unused private field in ConditionalForecastPathsStatement 2013-11-20 12:17:07 +01:00
Houtan Bastani 07f29031ec preprocessor: remove unused private field in EstimationStatement 2013-11-20 12:06:26 +01:00
Houtan Bastani d22047a284 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani e12726a353 preprocessor: deal with dates in NativeStatement 2013-11-19 16:35:12 +01:00
Houtan Bastani d2e93452c3 preprocessor: match dates in dynare syntax 2013-11-19 13:05:54 +01:00
Houtan Bastani fae00ea729 fix bug introduced by ee812f38816294450a307ccb8f2fb2a27fc032f0 2013-11-19 13:05:08 +01:00
Houtan Bastani 1707e6aa96 preprocessor: bug fix: return oo 2013-11-19 11:56:39 +01:00
Houtan Bastani 29507f8e45 proprocessor: block code bug fix: M and oo not being passed to solve_two_boundaries 2013-11-19 11:54:00 +01:00
Houtan Bastani 9d5d6b713d Revert "macroprocessor: substitute dates, don't substitute dates preceded by $ or dates('"
This reverts commit 9be1d084fd2b510e7d229c7b0e02bde500e34ce1.
2013-11-18 12:53:55 +01:00
Houtan Bastani 71cd4c1a52 Revert macro/MacroFlex.ll of 858159a4f53e23a4654d5cb447e7a937faf30168 2013-11-18 12:53:42 +01:00
Houtan Bastani 0e6c4735ff Revert "macroprocessor: if you encounter dates(date), insert quotes"
This reverts commit 9eb34cee4a68d54a0943f41a7977899a36a60a80.
2013-11-18 12:42:48 +01:00
Houtan Bastani 9a28f4103d Revert "macroprocessor: copy anything within "dates()" straight to preprocessing stage"
This reverts commit 4f93207a30478d28f026cc1c9ac51640bd134f88.
2013-11-18 12:42:25 +01:00
Houtan Bastani 2acb921e99 Revert "simplify flex code"
This reverts commit 3d57c1e5e95de4fc36e2dee095aa8a9c187ddfc4.
2013-11-18 12:42:01 +01:00
Houtan Bastani c23cbb5edd clang compilation: replace ostringstream array with vector of strings 2013-11-18 12:16:37 +01:00
Houtan Bastani c03f89eb8d preprocessor: simplify if statement 2013-11-18 12:16:37 +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
Stéphane Adjemian (Penelope) d2363c9cf6 Merge branch 'preprocessor-dates' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
	preprocessor/DynareFlex.ll
	preprocessor/macro/MacroFlex.ll
2013-11-14 15:50:20 +01:00
Sébastien Villemot eabad03581 Preprocessor interface for irf_plot_threshold
Closes #498
2013-11-13 14:34:46 +01:00
Houtan Bastani f964d06e22 saves variables if they exist at end of dynare run. closes #517 2013-11-13 11:29:27 +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
Stéphane Adjemian (Scylla) aa4753f9ec Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Houtan Bastani 6d6701aa50 revert change that breaks gcc build 2013-11-05 18:21:12 +01:00
Sébastien Villemot 74ad93e0f4 Remove select1st (GNU extension), replace it by a call to boost::bind 2013-11-05 18:13:29 +01:00
Houtan Bastani 1ae5832e13 preprocessor and matlab mex fixes for clang compilation 2013-11-05 18:04:57 +01:00
Sébastien Villemot b34a55b36a Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot 1634c7c50f Always initialize M_.maximum_{endo,exo}_{lead,lag} and M_.params
Closes #515
2013-11-04 16:02:28 +01:00
Sébastien Villemot 49060c3abd Allow a custom function named 'prior' as a value for 'mode_compute' option
Closes #507
2013-11-04 15:42:59 +01:00
Houtan Bastani bd9e8acdab preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392 2013-10-29 15:02:07 +01:00
Houtan Bastani 4852c12099 fix header to remove compilation warning 2013-10-29 12:47:40 +01:00
Houtan Bastani 114cb8bc25 missing semicolon 2013-10-29 12:38:28 +01:00
Sébastien Villemot e487dab6bb Refuse non-stationary endogenous variables in deflators.
It is not clear what we should do in that case anyways.
2013-10-29 18:47:59 +08:00