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
98daf662aa
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
a8201e1803
Do not check for the steady state in diffuse filter mode
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Closes #400
2013-06-03 15:56:10 +02:00
c882994056
Detect if an extended_path statement is present
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Unused for the time being
2013-04-25 18:07:32 +02:00
9af724825c
estimated_params: check that no symbol is declared twice in the block
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Closes #296
2013-02-26 12:37:35 +01:00
37440c732a
check only returns eigenvalues, not the whole oo_
2013-01-15 16:45:15 +01:00
dac87a6126
Ensure that running check without stoch_simul still sets oo_.dr.eigval
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This is documented in the reference manual, but was not working.
The change consists in having check.m returning oo_ as 1st output argument, and
having the preprocessor generating the corresponding code.
2013-01-15 16:14:15 +01:00
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
dc1be70d82
Add derivatives of static model w.r.t. parameters
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The new file is <FILENAME>_static_params_derives.m
Closes : #160
2012-11-29 18:07:48 +01:00
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
e3ff0bbd32
ms-sbvar: made option final_year optional is using the entire sample
2012-10-24 14:05:54 +02:00
Michel Juillard
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Houtan Bastani
ferhat