d80d7aa1e7
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
683fdae2ad
Fix option simul_replic
2012-06-26 17:01:13 +02:00
02e886c744
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
2b901fef80
fix bug with @#ifdef in macroprocessor
2012-06-26 14:50:16 +02:00
f60aedd095
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
6d76ec94f7
preprocessor: require instruments option for discretionary_policy
2012-06-19 12:07:21 +02:00
93d08ba45e
Preprocessor: fixes for identification and dynare_sensitivity
2012-06-15 15:35:00 +02:00
67f29dbbd9
Fix nograph, nodisplay and graph_format for identification and dynare_sensitivity
2012-06-15 11:06:07 +02:00
7442179a65
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
979500a391
Macroprocessor: mention @#ifdef in error messages
2012-06-13 18:40:12 +02:00
16239fd665
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
a27e48575b
Fix unitialized variable
2012-06-09 10:24:09 +02:00
4541e17e83
Remove various compiler warnings
2012-06-08 19:06:03 +02:00
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
de80c3dade
Always compute hessian when analytic_derivation is set
2012-06-08 11:47:10 +02:00
dc8907d472
Preprocessor iface and doc for nodisplay and graph_format
...
Closes : #216
2012-06-07 18:29:30 +02:00
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +02:00
cae23db783
config file: only allow GlobalInitFile option to hooks block, one more error check
2012-06-07 13:45:50 +02:00
52f205eb22
Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
2012-06-07 11:07:22 +02:00
c5749d7762
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
49d022fd13
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
829cbb7bad
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
6d67c4b9b8
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
cf49fd3b99
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
1d69ed6cb2
preprocessor: remove unused enum types (added in commit c6495dfc9d17363bf64e4502e5833a63f1708339)
2012-06-06 16:27:44 +02:00
dc2e5e9226
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
35bf1d5ec2
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
2ac4f59489
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
3175a25663
Preprocessor: remove MATLAB short-circuit operators
...
They emit a warning under Octave
2012-06-04 17:18:13 +02:00
c19f62b2e3
Bison/Flex files: do not load C++ mode under Emacs
...
It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
381c6aeee8
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
78bd465294
finishing implementation of optional transformation of log and non
...
integer power arguments to insure that they are positive
2012-05-26 20:53:48 +02:00
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
2098528f9e
starting implementation of transformed variables to replace arguments
...
of log and pow functions so as to insure non-negative arguments
2012-05-21 22:05:19 +02:00
fa1572e674
Fix bug where the nth derivative of 0^n evaluated to 0 instead of n!
...
(complement to commit cd0bc28e)
2012-05-21 18:34:10 +02:00
7093a54f3a
fixes the correction of the Jacobian when encountering complex
...
numbers. This should be 2*imag(g1) and not imag(g1).^2
2012-05-18 16:19:07 +02:00
2fbd5d33c6
fixed issues relative to homotopy (type I) when the user wants to
...
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
b19502ab10
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
ec83afaa29
Fix compilation errors with GCC 4.7
2012-05-08 16:10:10 +02:00
e9387f6081
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
7221aa486f
added check_options are the same as steady_options. Added option
...
nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
30e0b81643
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
3172022bbf
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
...
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
e455553588
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
8001e19b9e
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
e1e77909a1
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
60fb8aeaae
added steady option stop_on_error. stop_on_error = 0 permits to
...
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
4d6b3a073e
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Michel Juillard
Stéphane Adjemian (Charybdis)
Ferhat