2f28aded6e
preprocessor: pac_expectation fixes
2018-02-08 18:17:08 +01:00
59ffefd1ce
pac_expectation: modify syntax
2018-02-07 16:50:49 +01:00
2d1c67ed1f
preprocessor: pac_expectation operator
2018-02-06 14:55:06 +01:00
1be77c8fc4
preprocessor: remove requirement to have symbol list after var_model statement
2018-01-15 12:46:40 +01:00
11ffe053b2
preprocessor: add eqtags option to var_model
2018-01-12 16:55:58 +01:00
3da0186774
Merge branch 'master' into ecb-master
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# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
68627a0465
Add diffuse_filter as option to dynare_sensitivity
2017-11-22 16:25:29 +01:00
0b4e987409
Correct setting of plot_shock_decomp.type
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Closes #1548
2017-11-07 20:24:29 +01:00
26bc8d50b6
Merge branch 'master' into ecb-master
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Fixed conflicts in:
matlab/backward/backward_model_irf.m
matlab/modules/dseries
matlab/utilities/general/isint.m
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
preprocessor/ModFile.cc
preprocessor/ParsingDriver.hh
2017-10-14 17:12:57 +02:00
badd9069cc
preprocessor: fix generate_irfs syntax. closes #1531
2017-10-09 12:12:48 +02:00
8c3cafb183
Merge pull request #1533 from JohannesPfeifer/interfaces
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Add preprocessor options for GMM, SMM, IRFs
2017-10-06 15:30:05 +02:00
abbddd5854
Add preprocessor options for GMM, SMM, IRFs
2017-10-06 15:06:38 +02:00
1e40e0a8a1
preprocessor: interface for generate_irfs block. Closes #1531
2017-10-06 15:00:55 +02:00
51ee883f21
preprocessor: add basic gmm smm statements, add options later. #1530
2017-10-05 15:13:17 +02:00
85409ac5be
Fixed typo introduced in previous merge.
2017-08-31 12:15:33 +02:00
9b8961d26e
Merge branch 'master' into ecb-master
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Fixed conflicts:
preprocessor/DynareBison.yy
preprocessor/Statement.hh
2017-08-31 12:09:43 +02:00
d23a684bf6
preprocessor: add write_latex_steady_steade_model command. Closes #1496
2017-08-30 14:30:06 +02:00
8e767ee720
Merge branch 'master' into ecb-master
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Fixed conflicts:
matlab/backward/backward_model_forecast.m
preprocessor/DynareBison.yy
preprocessor/ParsingDriver.hh
tests/practicing/datasaver.m
2017-08-30 11:51:56 +02:00
b6176ae406
preprocessor: add parameter_set option to evaluate_smoother command. Closes #1477
2017-08-28 18:25:37 +02:00
076fb75f98
preprocessor: add model_local_variable declaration for declaring model local variables with tex names. Closes #563
2017-08-28 17:24:56 +02:00
f0352541d5
preprocessor: ramsey_model: remove unused symbol_list syntax. Closes #1392
2017-08-24 16:43:36 +02:00
48d6155dbc
preprocessor: add write_equation_tags option to write_latex_original_model and write_latex_static_model. closes #1431
2017-08-24 16:10:53 +02:00
dc490570ab
Merge branch 'master' into ecb-master
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Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
52f3b964b2
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e96877de4ed2dd22bb579884ab292034d71
2017-07-07 12:38:20 +02:00
86443e90b9
preprocessor: add possibility to add vector to adl command
2017-07-03 17:29:58 +02:00
462f0d85f4
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +02:00
cb369b3b98
preprocessor: support adl and diff
2017-06-14 16:12:08 +02:00
2670ca8db0
Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set
2017-05-23 13:20:47 +02:00
1d079d4edf
preprocessor: var_estimation: remove unnecessary equation specifiers in syntax
2017-05-19 14:58:01 +02:00
00e8930f1f
preprocessor: fix spacing
2017-05-19 14:58:01 +02:00
b48a5d58a3
Revert "preprocessor: add options to var_model"
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This reverts commit cbb099f7d9789dc7616f770ed98412309ea6ec4d.
2017-05-16 11:21:50 +02:00
d0131f3652
var_estimation: add datafile option
2017-05-16 10:12:24 +02:00
644f1345ea
preprocessor: add var_estimation statement
2017-05-10 17:23:40 +02:00
1a1e2c1810
preprocessor: VAR restrictions
2017-05-10 16:25:01 +02:00
a2771a62ad
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
d7336eb317
Merge branch 'master' into ecb-master
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Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
d72cadeed7
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
ec6756db0e
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
bac51e0a0e
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
35adc47c14
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
40c26edcfc
preprocessor: add options to var_model
2017-04-14 11:21:47 +02:00
053407314d
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
f9a803f4a9
Added option nonlinear_filter_initialization.
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Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
5be4206092
preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition
2017-03-31 14:38:44 +02:00
bc9a619d8a
preprocessor: initial_condition_decomposition front end. closes #1425
2017-03-31 13:19:04 +02:00
5fb2ba6f7c
plot_shock_decomposition: remove argument to steadystate option
2017-03-28 12:15:00 +02:00
59322da2a7
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
1ab66f549f
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
012360c370
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
a020daef37
var_expectation: first draft
2017-03-22 09:41:09 +01:00
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian(Charybdis)