Commit Graph

255 Commits (a01b34756471eab60373416c3242912f19a18cae)

Author SHA1 Message Date
Houtan Bastani 84e680adef preprocessor: remove unnecessary options_list argument to rplot 2015-04-01 15:18:09 +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
Houtan Bastani 73caec3185 more explicit warning when dividing by zero in conversion to static model and when reading model #730 2014-10-03 17:04:07 +02:00
Sébastien Villemot 3c548d6f5d Clarify error message for external functions misuse in model block.
Thanks to Johannes Pfeifer.
2014-07-15 16:54:30 +02:00
Sébastien Villemot 5916768bdd More explicit error message when using the derivative of an external function in the model block.
Closes #678
2014-07-01 17:41:37 +02:00
Sébastien Villemot 63706abf2b Forbid model local variables in planner_objective.
Otherwise the preprocessor crashes.
2014-05-13 11:46:19 +02:00
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 c2cec94af8 Verify types of the symbols in estimated_params{,_init,_bounds} statements.
Closes #624
2014-02-28 18:01:03 +01:00
Houtan Bastani 516491941d ms-dsge: add number_of_lags and parameters option to front end 2014-02-24 12:37:18 +01:00
Sébastien Villemot 58d71bb44e Implement syntaxes for moment_calibration and irf_calibration.
Ref #267
2014-02-10 19:23:06 +01:00
Sébastien Villemot 9624478766 Exit gracefully if an external function name is used as a model local variable.
Closes #599
2014-02-03 16:23:29 +01:00
Sébastien Villemot 47a8fd0147 Add line numbers of equations in preprocessor error messages.
Closes #584
2014-01-27 16:41:43 +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
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 8d2c28f3bf Forbid the use of trend variables in expressions outside the model block 2013-11-29 16:29:25 +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
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
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
Stéphane Adjemian (Scylla) aa4753f9ec Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +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
Houtan Bastani aee8202a20 preprocessor: only accept dates of the form: dates('date') in mod file 2013-10-14 09:58:05 +02:00
Houtan Bastani 496036d770 Revert "preprocessor: replace dates with dynDates"
This reverts commit 030fe52affb763f11766801f6deeb797e90365e2.

Conflicts:
	preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Houtan Bastani b42790cd6e preprocessor: replace dates with dynDates 2013-10-02 17:21:55 +02:00
Houtan Bastani 0d5ab71482 nostrict option works for endval too 2013-09-16 17:25:41 -04:00
Houtan Bastani f6c982c51b nostrict command-line option ignores extraneous assignments in initval. closes #1 2013-09-16 16:14:34 -04:00
Sébastien Villemot 3e1cc9a2d3 Move check on variables types within 'shocks' block to the checking pass stage
Closes #448
2013-08-27 10:38:54 +02:00
Houtan Bastani e84ad24f6e preprocessor: pretty print error info 2013-05-31 18:27:24 +02:00
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 dbec61ba62 Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +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
Michel Juillard 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
Houtan Bastani d5b8adedac estamiton: check variable types in copy statements 2012-04-04 10:43:29 +02:00
Houtan Bastani 5e68f15f04 estimation: clear subsamples substructure whenever a subsamples copy statement is encountered 2012-04-03 18:33:24 +02:00
Houtan Bastani 2cf488ca42 estimation: clear subsamples substructure whenever a subsamples statement is encountered 2012-04-03 18:33:23 +02:00
Houtan Bastani 36a56199c4 estimation: introduce options = options syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani c9aa2d7b23 estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani d459b0ea7b estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani 2ac49123d6 estimation: add subsample name to index 2012-03-27 13:03:10 +02:00
Houtan Bastani ad8096edb8 estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani b3e2823c82 estimation: fixes to options statement 2012-03-09 11:47:25 +01:00
Ferhat Mihoubi 6e75fc31ca Error message for external function provides more details 2012-03-06 11:33:02 +01:00
Houtan Bastani 631924ef16 bug fix: quotes in warnings do not comply with Matlab disp 2012-02-10 17:05:37 +01:00
Houtan Bastani e4916a1d84 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Houtan Bastani d2c03a206b preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani c62d52a576 preprocessor: bug fix in setting prior_variance 2011-12-23 18:22:40 +01:00
Houtan Bastani 9cbaf6200a ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 37bfa41518 ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani f9f745716d ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 744b5abf1e preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani 6ea0dd59e4 preprocessor: allow symbol.subsample=symbol.subsample 2011-12-21 12:21:30 +01:00
Houtan Bastani 1d68887387 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani 29d8028fc4 preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1c733dd55f preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani b89eb4931c preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard a1a42b69ee unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +01:00
Michel Juillard 7854b06743 ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard b8dcb71b78 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Michel Juillard 99075d38c8 ms-sbvar: fixing bug in linear restrictions 2011-11-05 21:36:36 +01:00
Houtan Bastani b75d0e733f Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Sébastien Villemot 895f8a25bd Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Michel Juillard 4befcde035 ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani e94ea4839e fix typo 2011-09-15 18:02:38 -04:00
Houtan Bastani 973105ace3 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 6a0f8b4d93 MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard dcf5273b26 adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani b93bbebabd fix typo 2011-07-07 15:15:44 +02:00
Michel Juillard b65bb7e2c3 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Michel Juillard f9287ac796 renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy 2011-05-24 16:02:42 +02:00
Houtan Bastani 48c7ee6788 SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani 1d6d94818d bug fix: nonstationary vars and tex names 2011-04-08 13:37:05 +02:00
Houtan Bastani c2dc34c79e IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani 212ac6b452 fixed typo 2011-03-22 10:38:58 +01:00
Michel Juillard 8adee6b673 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Sébastien Villemot 47b828489b Preprocessor: more explicit error message when users enter invalid floating
point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
Sébastien Villemot 89118b86a2 Preprocessor: fix error message for conditional_forecast_paths 2011-02-07 11:51:13 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00