Commit Graph

94 Commits (de28e06bc4d4a83d96e000a7a6c0b4efec8ca625)

Author SHA1 Message Date
Michel Juillard 8adee6b673 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Houtan Bastani f8a717b496 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani d430ea8e43 bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00
Houtan Bastani 73066865db SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 5ddc0a595b Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Sébastien Villemot 091c7961a2 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Michel Juillard ca73c1bd88 removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method. 2011-01-04 10:16:38 +01:00
Ferhat Mihoubi 83648a6d53 - Correct the simul call without input argument 2010-09-24 11:07:43 +02:00
Sébastien Villemot 2c10d03368 Preprocessor: rename "NodeID" in "expr_t" 2010-09-17 12:13:26 +02:00
Sébastien Villemot c8fdd5d9d1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Sébastien Villemot 75440028eb Preprocessor: fix crash when mean or stderr of an estimated parameter is specified as an expression instead of a plain value (bug introduced in 28d30d9a626a8d7be0866038924bfc52a935ee27) 2010-09-16 15:37:27 +02:00
Michel Juillard d3c4f7f3e6 preprocessor: fixing bug for OSR optim_weights with covariances 2010-08-10 20:16:59 +02:00
Houtan Bastani 4a76532c29 move validation check from constructor to checkpass 2010-06-24 19:42:38 +02:00
Houtan Bastani 5a9f972cc1 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Houtan Bastani 6b0b5a8065 fix error message 2010-06-10 15:16:54 +02:00
Houtan Bastani ed88a8e528 Bug fix: catch the case when a parameter follows a beta distribution with mean = std err = 0.5 2010-06-09 15:09:55 +02:00
Sébastien Villemot 743db26cb4 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot 71d577bcb8 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot f9cac656d1 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Michel Juillard 9a8331da83 SWZ:
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
2010-03-15 12:03:37 +01:00
Michel Juillard 1849436c0a - reversed ordering for lower and upper Cholesky
- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
ferhat f13b95cb87 "bytecode" option can be used without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
ferhat 0808ba42b7 Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
sebastien 3aa8876538 Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
sebastien 160ec5d7ca preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
houtanb 04aa1dbdb3 changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
houtanb e1f043485f allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
houtanb c1cecba2be svar: allow for two options to be passed instead of only three.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:32:30 +00:00
houtanb bf73286226 fixed svar so when the equations option is passed a vec_int it outputs a column vector.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3217 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:17:12 +00:00
sebastien 270f8d7b1d k-order:
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
houtanb 65a6e5cf6e swz: implementation of svar
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
houtanb 0adc9f8842 swz: markov switching statement
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
houtanb 1f72431ec4 swz: svar_identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien f2ea29254d M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien 4419f4aa51 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
michel 4cd9e87d37 4.1: removed preprocessor useless initialization of
estim_params_.param_names
     estim_params_.user_param_names


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 20:40:36 +00:00
sebastien 5d013c6017 preprocessor: fixed bug in "plot_conditional_forecast"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
sebastien ab7bcdd304 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien 2761b4c016 preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
sebastien 337bde2589 * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
sebastien c8080438ad Preprocessor:
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
sebastien fea9c4a2f0 Remove obsolete "cutoff" and "markowitz" statements
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
ferhat b17886ee12 - get rid of block and bytcode variable in SimulStatement and StochSimulStatement
- minimalist version of dynamicmodel when no dynamic model is needed

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2883 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 16:44:15 +00:00
ferhat ceae389dff simulate.dll has been replaced by bytecode.dll
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 14:40:54 +00:00
sebastien 00d887f984 Various cleanups related to new options "bytecode" and "block"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:36:56 +00:00
michel 4b48ff37f5 updating SWZ sbvar code
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2875 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-30 19:24:34 +00:00
ferhat 0a816a4e74 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode):
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-29 15:04:11 +00:00
ferhat 4897b602c6 - extension of normalization of equations to nonlinear equations
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-08-25 09:43:01 +00:00
michel d6ea19b487 v4: adding preprocessor interface to Sims-Wagonner-Zha code for SBVAR (regular and Markov-Switching).
This is not yet completely operational.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2855 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-26 17:07:07 +00:00