02ee077663
Fix handling of undeclared variables in the planner_objective statement
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Closes : #81
2021-11-19 17:32:45 +01:00
127361971f
PAC: refactor with new PacModelTable that replaces PacModelStatement(s)
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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
b496c4ba2c
ramsey_model: Fix error message logic
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one of the statements being present is sufficient
2021-09-24 09:14:41 +02:00
eb006ecaeb
Remove unused steady_state_growth option to pac_model
2021-09-22 16:26:42 +02:00
989347f448
Fix bug introduced in previous commit that triggers a crash for DSGE-VAR models
2021-09-08 19:00:15 +02:00
cb19ece049
estimated_params*: add a check that prevents (apparently) recursive prior definitions
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Closes : #77
2021-09-08 17:10:56 +02:00
62ba9a434a
estimated_params_{bounds,init} now check that a parameter (or correlation) is never declared twice
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This check was previously only implemented in estimated_params.
2021-09-08 16:38:15 +02:00
3f37d9692c
method_of_moments: move to namespace
2021-08-15 20:44:24 +02:00
15d7432105
Occbin: add more sanity checks on expressions in “occbin_constraints” block
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— 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
ebd9954d33
Occbin: new syntax for constructing multi-regime equations
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Ref. #68
2021-07-20 18:18:24 +02:00
81d4fd5d83
Occbin: generate +<basename>/occbin_difference.m
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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
08ac455fcd
Implement “occbin_constraints” block
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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
61b37942ab
First part of Occbin interface
2021-07-13 13:38:25 +00:00
6aeef11bb2
New perfect_foresight_with_expectation_errors_{setup,solver} commands
2021-07-09 17:14:22 +02:00
221daeab6f
New time_shift option to var_expectation_model
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Ref. dynare#1787
2021-07-01 17:56:07 +02:00
f354458418
method_of_moments: remove var_list_
2021-06-24 15:10:24 +02:00
d0ec5eb155
Allows to write M_.objective_tmp_nbr in the driver.m file
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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
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
86b2b4c2da
When order option > 3, compute planner objective derivatives at that order
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Ref. dynare!1866
2021-06-04 16:20:29 +02:00
c5f9ae89e7
Implement new “occbin” option to “model” block
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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
0213c9be73
Merge branch 'ramsey_k_order' into 'master'
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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
22fbfb0fba
Allows to write M_.NNZDerivatives_objective in the driver.m file
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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
d511e3ec3a
add deterministic_trends statement (only used by Dynare Julia)
2021-04-22 15:19:21 +02:00
54365b16ed
Remove unfinished “occbin” option to perfect_foresight_solver and extended_path
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Partially reverts f914837aff567156aad4
2021-02-22 16:22:17 +01:00
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
af9bd8f109
Remove the unfinished decomposition in linear and nonlinear blocks
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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
a87b2753ed
MoM: Add option analytic_jacobian
2021-01-08 18:57:06 +01:00
78f6d48601
GMM: introduce option analytic_standard_errors
2020-12-12 09:36:40 +01:00
638b4c7ac5
Ensure that all statements produce an output in JSON mode
2020-11-26 16:25:22 +01:00
a99ca9f450
Remove obsolete “var_estimation” statement
2020-11-26 16:13:52 +01:00
1b40327639
Remove obsolete “restrictions” block
2020-11-26 16:13:49 +01:00
c697a63119
Fix typo
2020-11-25 18:08:49 +01:00
9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency
2020-11-25 17:40:00 +01:00
9d9a4bd4d1
Remove matched_moments_ as input of method_of_moments
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Now a subfield of M_
2020-08-05 13:46:09 +02:00
09054e11dc
Add new “matched_moments” block
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Closes : #51
2020-07-28 18:30:24 +02:00
eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
ed4c36a267
add first_simulation_period to the lexer
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(cherry picked from commit c8575e11d2f81ad606ab50849c52127653699a93)
2020-05-14 14:36:35 +00:00
Stéphane Adjemian (Charybdis)
2a048a487c
Throw an error if mh_tune_guess is used without mh_tune_jscale.
2020-02-29 09:54:18 +01:00
Stéphane Adjemian (Charybdis)
3c6a23137b
Throw an error if mh_tune_jscale is used with mh_jscale.
2020-02-28 18:28:09 +01:00
312edf0dba
Provide M_ as an output to stoch_simul and discretionary_policy
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Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
14be6bad00
occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
2020-02-11 14:24:06 +01:00
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
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Ref. dynare#1173
2020-02-04 17:49:53 +01:00
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
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Ref. #40
2020-01-20 17:26:31 +01:00
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
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issue dynare#1691
2020-01-06 10:52:18 +01:00
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
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dynare#1355
2019-12-23 21:16:00 +01:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
42106f85a8
det_cond_forecast: fix output aesthetics
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- remove semicolon after `end`
- don't test for existence of `oo_`
- fix spacing to conform with MATLAB/Octave spacing
issue #39
2019-12-20 14:51:16 +01:00
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
Sébastien Villemot
Johannes Pfeifer
NormannR
Michel Juillard
Willi Mutschler
Stéphane Adjemian (Charybdis)
Houtan Bastani