Sébastien Villemot
a99ca9f450
Remove obsolete “var_estimation” statement
2020-11-26 16:13:52 +01:00
Sébastien Villemot
1b40327639
Remove obsolete “restrictions” block
2020-11-26 16:13:49 +01:00
Sébastien Villemot
c697a63119
Fix typo
2020-11-25 18:08:49 +01:00
Sébastien Villemot
9292b0692e
Rename DetCondForecast to DetCondForecastStatement, for naming consistency
2020-11-25 17:40:00 +01:00
Johannes Pfeifer
9d9a4bd4d1
Remove matched_moments_ as input of method_of_moments
...
Now a subfield of M_
2020-08-05 13:46:09 +02:00
Sébastien Villemot
09054e11dc
Add new “matched_moments” block
...
Closes : #51
2020-07-28 18:30:24 +02:00
Johannes Pfeifer
eb464665ac
Fix faulty logic in checks
2020-07-21 10:48:45 +02:00
Johannes Pfeifer
98ddbb61ba
Method of moments: Preprocessor preparations
2020-07-10 11:18:57 +02:00
MichelJuillard
ed4c36a267
add first_simulation_period to the lexer
...
(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
Johannes Pfeifer
312edf0dba
Provide M_ as an output to stoch_simul and discretionary_policy
...
Related to https://git.dynare.org/Dynare/dynare/issues/1711
2020-02-24 13:06:59 +00:00
Houtan Bastani
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
Sébastien Villemot
c4a9f93d40
Do not allow the estimation of a parameter that appears in “planner_discount”
...
Ref. dynare#1173
2020-02-04 17:49:53 +01:00
Sébastien Villemot
b0c819cb03
Compute 3rd order dynamic derivatives for “dynare_sensitivity(identification)”
...
Ref. #40
2020-01-20 17:26:31 +01:00
Houtan Bastani
acdfeb4ee6
simplify calls to `symbol_list.checkPass`
2020-01-07 15:58:30 +01:00
Houtan Bastani
98a9c88880
Allow `dynasave` and `dynatype` to support exogenous variables in their var_list
...
issue dynare#1691
2020-01-06 10:52:18 +01:00
Houtan Bastani
54f73e0864
Symbol List check pass: allow caller to specify the valid types of variables in a Symbol List
...
dynare#1355
2019-12-23 21:16:00 +01:00
Sébastien Villemot
e2d5a83592
Global reindentation
2019-12-20 16:59:30 +01:00
Houtan Bastani
42106f85a8
det_cond_forecast: fix output aesthetics
...
- 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
Houtan Bastani
9d3be05a2d
remove superfluous comma
2019-12-20 14:51:16 +01:00
Houtan Bastani
76b461de4a
organize function with other members of the same class
2019-12-20 14:51:16 +01:00
Houtan Bastani
32c3910e18
allow symbol list to accept auxiliary variables
...
dynare#1355
2019-12-20 14:51:15 +01:00
Sébastien Villemot
5f451ebc99
Cosmetic fixes to 8baec1e0ec
...
Ref. #1673
2019-12-20 11:48:50 +01:00
Sébastien Villemot
82c2682bb2
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition”
...
Ref. dynare!1688
2019-12-20 11:47:54 +01:00
Stéphane Adjemian (Charybdis)
8baec1e0ec
Allow k order estimation.
...
Automatically switch to k_order_solver if order>2. Use old mex file if
order==2 (since it seems unexpectedly significantly faster than
local_state_space_iteration_k, and because it can deal with pruning).
2019-12-20 11:15:16 +01:00
Sébastien Villemot
044258b0a2
Make “datafile” option of “perfect_foresight_setup” (and “simul”) equivalent to “initval_file”
...
Ref. dynare#1663
2019-12-19 14:53:52 +01:00
Sébastien Villemot
c2461981d2
Various provisions for improvements to shock decomposition commands
...
– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
2019-12-18 11:39:44 +01:00
Sébastien Villemot
031c0cff5f
Various code simplifications and modernizations
2019-12-16 19:42:59 +01:00
Sébastien Villemot
b58bbb8e84
Ramsey: do not warn if instruments are not defined in steady_state_model block
...
Closes: dynare#1677
2019-12-12 16:19:15 +01:00
Sébastien Villemot
1d3265acb7
C++17: further code simplifications (assignments in if)
2019-12-12 16:19:14 +01:00
Houtan Bastani
8dfa79a0f5
new command `evaluate_planner_objective`
...
dynare#1678
2019-12-12 11:35:26 +01:00
Dóra Kocsis
f11048f2dc
Pass oo_ as function input for plot_icforecast. Dynare/dynare#1672
2019-11-29 12:17:02 +01:00
Dóra Kocsis
c23e136f93
Revert "Merge branch 'master' into 'master'"
...
This reverts commit 3ae92499b8
, reversing
changes made to 3ec01b8612
.
2019-11-26 16:46:12 +01:00
Dóra Kocsis
8bfcefe7fb
Add interface for forecast_shock_decomposition. Dynare/dynare#1657
2019-11-25 17:08:59 +01:00
Sébastien Villemot
d839aea08b
Drop unused functions for writing C and C++ output
...
These functions should have been deleted in
946d105c04
.
2019-10-24 10:54:46 +02:00
Sébastien Villemot
ecdca502aa
Modernization: stop using make_pair() and make_tuple()
...
In many cases, they can be replaced by the curly braces syntax.
Otherwise, we can now use the pair() and tuple() constructors, without the need
to specify template parameters, thanks to class template argument
deduction (new in C++17).
2019-10-24 10:49:13 +02:00
Sébastien Villemot
8a83e08e79
Fix bug with diff or unary ops that have same static representation
...
Previously, for testing whether two diff() expressions or two unary ops were
the lead/lag of each other, the preprocessor would test whether they have the
same static representation. This is ok for simple expressions (e.g.
diff(x(-1))), but not for more complex ones (e.g. diff(x-y) and diff(x(-1)-y)
should not be given the same auxiliary variable).
This commit fixes this by properly constructing the equivalence relationship
and choosing a representative within each equivalence class. See the comments
above lag_equivalence_table_t in ExprNode.hh for more details.
Closes #27
2019-10-22 15:01:06 +02:00
Houtan Bastani
0b3cd3ec90
pac: fix parsing of linear combination for growth option
2019-10-03 18:26:09 +02:00
Sébastien Villemot
b0ac4a4e51
Cosmetic change
2019-09-24 18:47:43 +02:00
Houtan Bastani
04b6a68aef
new calling structure for stoch_simul, discretionary_policy. dynare#1197
2019-09-11 18:05:40 +02:00
Sébastien Villemot
2c6fa34a1f
C++17: use structured bindings instead of std::tie whenever possible
2019-09-11 16:40:19 +02:00
Houtan Bastani
d1be4f4946
remove duplicates from stoch_simul symbol_list. closes dynare#1519
2019-09-10 11:13:33 +02:00
Sébastien Villemot
fbf535e819
Fix typo
2019-08-27 14:20:00 +02:00
Sébastien Villemot
db6d4fb0cd
Support identification(order=3)
...
In that case, the preprocessor outputs g4 (4th derivatives of model) and
g3p (1st derivs of g3 w.r.t. parameters).
Ref #10
2019-08-22 17:02:40 +02:00
Sébastien Villemot
24d4b2dc77
identification command now accepts the order option
...
Note that this option does not modify the global options_.order, for
consistency with the semantics of the identification command.
The preprocessor will compute dynamic derivatives up to at least order+1.
Closes #10
2019-07-05 17:49:16 +02:00
Sébastien Villemot
d59f9f75ff
Simplification of previous commit
2019-06-05 15:03:48 +02:00
Houtan Bastani
d873414728
pac_model growth: allow single parameters
2019-05-27 16:06:14 +02:00
Houtan Bastani
3509291b74
pac_model: only write growth fields if growth was passed to pac_model
2019-05-20 16:14:40 +02:00
Houtan Bastani
2753ab9887
pac: collect exogenous variables in growth argument to pass exo use test in ModFile.cc
2019-05-17 15:06:16 +02:00