712ca5be89
fix typo
2015-10-13 15:13:40 +02:00
4979fbd190
Merge pull request #1015 from JohannesPfeifer/model_comparison
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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'"
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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
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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
8719bbff32
preprocessor: take care of extra exos in ramsey_model instruments option
2015-04-09 16:29:52 +02:00
bddcc87c6e
preprocessor: replace catch all exceptions in catch statements for clone/reindex methods
2015-04-09 16:17:22 +02:00
cb08675696
preprocessor: pointer to symbol_table unnecessary
2015-04-09 16:08:55 +02:00
da72162dbe
preprocessor: remove commented code
2015-04-09 12:36:07 +02:00
f329a2686e
preprocessor: take care of extra exos in plot_conditional_forecast
2015-04-09 12:16:52 +02:00
6b79c05e45
preprocessor: take care of extra exos in conditional_forecast
2015-04-09 12:12:09 +02:00
1b81049cb0
preprocessor: take care of extra exos in shock_decomposition
2015-04-09 12:04:36 +02:00
5b029637e7
preprocessor: take care of extra exos in ms_sbvar_irf
2015-04-08 17:30:45 +02:00
c22d5f6b2b
preprocessor: take care of extra exos in planner_objective
2015-04-08 16:35:09 +02:00
47d0516d4f
preprocessor: take care of extra exos in dynatype
2015-04-03 17:15:01 +02:00
0c6f84bdcf
preprocessor: take care of extra exos in dynasave
2015-04-03 17:11:28 +02:00
de1af95604
preprocessor: take care of extra exos in optim_weights
2015-04-03 17:07:26 +02:00
9dda8c4058
preprocessor: take care of extra exos in osr
2015-04-03 17:07:25 +02:00
6a634ba104
preprocessor: take care of extra exos in osr_params
2015-04-03 17:07:25 +02:00
e7218bd26a
preprocessor: take care of extra exos in observation_trends
2015-04-03 17:07:18 +02:00
fd5b9279da
take care of extra exos in estimated_params_bounds
2015-04-02 18:03:16 +02:00
5a60f2d9d7
take care of extra exos in estimated_params_init
2015-04-02 17:57:12 +02:00
27a69b8cec
take care of extra exos in estimated_params
2015-04-02 17:42:01 +02:00
e4b10c4ec6
preprocessor: take care of extra exos in rplot
2015-04-01 15:48:07 +02:00
e3ef0b12c4
Merge branch 'master' into rmExtraExo
2015-04-01 15:22:10 +02:00
84e680adef
preprocessor: remove unnecessary options_list argument to rplot
2015-04-01 15:18:09 +02:00
c5b58ee1d9
preprocessor: take care of extra exos in dynare_sensitivity
2015-04-01 15:06:04 +02:00
18624e0f8f
preprocessor: take care of extra exos in estimation
2015-04-01 14:36:56 +02:00
5163f28871
preprocessor: take care of extra exos in discretionary_policy
2015-04-01 14:26:07 +02:00
33420148dd
preprocessor: take care of extra exos in ramsey_policy
2015-04-01 14:19:51 +02:00
e82958222e
preprocessor: take care of extra exos in ramsey_model statement
2015-03-31 17:50:16 +02:00
71f76cdaa6
preprocessor: take care of extra exos in forecast statement
2015-03-31 17:41:41 +02:00
8a92da9c5a
preprocessor: take care of extra exos in stoch_simul
2015-03-31 16:59:47 +02:00
30395147fb
preprocessor: remove use of tables completely as they were introduced in Matlab R2013b. #824
2015-03-09 17:59:05 +01:00
8aa35a4c0c
preprocessor: cell2table doesn’t exist in Octave
2015-03-09 17:16:59 +01:00
2a108ba38f
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
4ba729fdd6
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
904c93a75e
preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844
2015-02-10 03:39:18 +01:00
20216b127a
preprocessor: replace \n with endl
2014-12-15 11:44:27 +01:00
6ae5cf8496
preprocessor: add return argument to dynare_estimation, #812
2014-12-15 11:35:28 +01:00
4fc785f8d5
preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520
2014-12-12 18:02:07 +01:00
1aea6b4d4c
fixing bug introduced in commit 4185e8af14704e83e1c5d8fd3d14c33c4cb1f7f4
2014-09-30 07:58:51 +02:00
0e7100d176
fixed bug in handling options for ramsey_model
2014-09-28 10:07:08 +02:00
78c72dad5f
Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).
2014-06-17 16:03:30 +02:00
90e2837bcb
Fix initialization of the fields in options_.dataset + Cosmetic changes.
2014-05-21 16:47:58 +02:00
7df88a57e5
Merge branch 'master' into use-dynSeries
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Conflicts:
matlab/dynare_estimation_init.m
matlab/global_initialization.m
matlab/prior_posterior_statistics.m
matlab/read_variables.m
matlab/set_prior.m
matlab/utilities/dataset/initialize_dataset.m
preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
d44cb3af93
Introduce two new command: perfect_foresight_{setup,solver}.
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simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
e040e4d0d6
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156.
Closes #35
2014-04-08 17:53:10 +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
66baffaee5
add missing semicolon
2014-03-25 15:42:33 +01:00
8d042b8121
finishing ramsey_model implementation
2014-03-09 12:15:32 +01:00
6364e74a3e
adding ramsey_model to ComputingTasks
2014-03-09 12:15:32 +01:00
96513df4bf
rebase fixes
2014-02-24 12:41:02 +01:00
109045a97b
ms-dsge: add options statement
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
preprocessor/ParsingDriver.cc
2014-02-24 12:41:02 +01:00
1424f34eed
ms-dsge: write C output
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Conflicts:
preprocessor/ComputingTasks.cc
preprocessor/ComputingTasks.hh
2014-02-24 12:41:02 +01:00
053ee41ac0
ms-dsge: create C driver file without statements
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Conflicts:
preprocessor/DynareMain2.cc
preprocessor/ModFile.cc
preprocessor/ModFile.hh
preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
12b9d6d8b9
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
16ac13a9ab
osr: added optimal value of parameters to oo_.osr.optim_params; moved
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osr_example to ./tests/optimal_policy
2013-12-11 19:24:29 +01:00
9dfcf897f7
adding 3rd order derivatives to Static Model for evaluation of Ramsey
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policy computed at order = 2
2013-12-11 19:24:29 +01:00
64d3cfa601
Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
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Closes #549
2013-12-09 16:23:49 +01:00
3c433ad6ea
Copy the generated time series in Base workspace (extended_path).
2013-12-09 11:08:08 +01:00
58d6f01708
Fix bug with DSGE-VAR introduced in f7cdc39f
2013-12-02 17:22:16 +01:00
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
07f29031ec
preprocessor: remove unused private field in EstimationStatement
2013-11-20 12:06:26 +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
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
b6c0850fb7
Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
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- Add auxiliary variables for leaded and lagged exogenous
- Set the cutoff applied to the Jacobian at zero for the static and the dynamic models
2013-10-28 14:22:23 +01:00
aee8202a20
preprocessor: only accept dates of the form: dates('date') in mod file
2013-10-14 09:58:05 +02:00
aaa50d6a40
Fix a bug similar to #476 in estimated_params_bounds
2013-09-25 14:44:49 +02:00
d7eef34707
Merge branch 'master' into use-dynSeries
2013-09-24 16:49:38 +02:00
cd50a2bcb3
estim_params: remove short-circuit ops, #476
2013-09-24 16:01:47 +02:00
e85770ba0b
estim_params: remove extraneous find, ref #476
2013-09-24 15:39:15 +02:00
fe6f66e2af
estim_params: correct for symmetry of correlation, closes #476
2013-09-24 15:31:41 +02:00
c1ecabbb77
estim_params: fix parenthesis bug, ref #476
2013-09-24 15:12:52 +02:00
f6dd99b15c
estim_params: use short-circuit AND
2013-09-24 15:10:35 +02:00
28022e5530
Removed test on datafile option. This option is no more mandatory
2013-09-12 13:52:24 +02:00
2c367e2aa2
Fixed typo.
2013-09-07 16:05:01 +02:00
2464c330b3
fix typo
2013-08-06 16:02:55 -04:00
ef5893fdbc
Make calib_smoother command call evaluate_smoother matlab routine.
2013-06-28 11:14:24 +02:00
Houtan Bastani
Stéphane Adjemian
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
ferhat