a6add6127b
VAR models: output vector of constants in varmatrices.m
2021-07-21 17:53:54 +02:00
Stéphane Adjemian (Ryûk)
6b9d94405c
Return the reduced form of the structural VAR model optionally.
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Also
- changed the name of the generated matlab routine,
- changed initialization of matrix a0.
2021-07-16 08:33:26 +02:00
365fb27f3d
New “structural” option to “var_model”
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As the name implies, this option allows contemporaneous variables on the RHS.
The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.
Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.
Ref. dynare#1785
2021-07-08 12:55:47 +02:00
67f4777ac3
Remove support for obsolete syntax: var_model(order = 2) X Y Z;
2021-07-07 18:26:09 +02:00
5a33699f03
VAR / trend component models: cosmetic changes
2021-07-01 17:52:05 +02:00
74ef3457b4
Use secure URL for link to GNU licenses
2021-06-09 17:21:00 +02:00
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
1907249fac
Ask GCC to warn about C-style casts (-Wold-style-cast)
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Adapt the code accordingly.
2019-04-23 12:54:11 +02:00
b73d554ad2
Use Unicode copyright symbol (in UTF-8 encoding)
2019-04-16 11:35:31 +02:00
8a41a75c85
Apply modernize-raw-string-literal from clang-tidy
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Use ReplaceShorterLiterals option to enforce replacement of all strings.
https://clang.llvm.org/extra/clang-tidy/checks/modernize-raw-string-literal.html
2019-04-03 16:45:52 +02:00
a3c08f932e
simplify code to find autoregressive matrix for VARs
2019-03-15 12:26:59 +01:00
4160e48dab
output info relative to A0star column indices
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(cherry picked from commit 70f73d9bd5232044f3e31f1e4b26425bd149a869)
2019-02-21 12:57:18 +01:00
fc6d04b015
create A0 and A0star matrices for trend component models
2019-02-19 12:26:30 +01:00
b3fbb86214
relieve constraint that max lag on EC matrix is 1
2019-02-15 11:12:07 +01:00
f4837e6c94
fix AR and EC matrices when `equation = C` results in a simplified equation
2019-02-14 17:09:57 +01:00
bef7c2a193
remove need to declare equations nonstationary
2018-10-24 16:04:51 +02:00
7bb5382428
Always use brace-initializer in constructors
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The syntax makes clearer the distinction between a function call and an
initialization. Also, it prevents bugs due to implicit type conversions.
2018-10-04 17:19:18 +02:00
fbeae9619a
aesthetic fix
2018-09-25 15:48:05 +02:00
6c7d7f5d44
don’t create file if trend_component_model/var_model statement not present
2018-09-25 12:18:52 +02:00
8ec06dddc4
fix typo and remove unnecessary braces
2018-09-18 17:31:51 +02:00
eb74d48393
trend_component_model: replace `trends` option with `targets`
2018-09-13 12:21:23 +02:00
dfb0629c25
fix typo
2018-09-12 18:21:34 +02:00
dc9ecbb49a
fix bug in columns of EC matrix
2018-09-12 17:56:30 +02:00
aa120abd02
simplify code
2018-09-12 11:57:14 +02:00
f71c861d5e
output EC matrix in file for trend component models
2018-09-10 17:44:04 +02:00
46709ada3f
output AR matrix in file for trend component models
2018-09-10 14:51:33 +02:00
f5e5dea1be
support hard-coded parameters and parameter expressions in AR matrix
2018-09-07 10:14:18 +02:00
acc197f539
output AR matrix in file
2018-09-06 18:00:05 +02:00
7a438a3ce7
ensure that trend_variable found is actually a trend variable as declared in the trend_component_model statement
2018-09-03 15:05:30 +02:00
fde836d7fe
trend_component_model: find trend_vars associated with equation
2018-08-31 14:24:44 +02:00
91b7888e61
print nonstationary field for trend_component and var models
2018-08-22 14:29:07 +02:00
1918a56a70
fix bug in 539fddc9f6
2018-08-22 12:56:16 +02:00
539fddc9f6
introduce var model table
2018-08-22 12:15:02 +02:00
6015b0e57b
fixes to trend component model
2018-08-22 12:15:02 +02:00
0d5dd11106
fix typo
2018-08-20 10:50:28 +02:00
afe0e475b1
trend_component_model statement
2018-08-17 16:52:48 +02:00
Sébastien Villemot
Houtan Bastani