Commit Graph

55 Commits (f0ff0d911b6ddd5b29a55e30f551493580c464a9)

Author SHA1 Message Date
Houtan Bastani f94c7ab332 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Houtan Bastani 4102e0cc56 Revert "Merge branch 'rmExtraExo'"
This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Michel Juillard 567156aad4 option occbin allows for more equations than variables 2015-06-04 14:18:46 +02:00
Houtan Bastani 6d727f534e Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani 35cd407f5f preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Houtan Bastani 96a5949d9e preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00
Sébastien Villemot d44cb3af93 Introduce two new command: perfect_foresight_{setup,solver}.
simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
2014-04-09 17:57:17 +02:00
Sébastien Villemot e040e4d0d6 Remove workaround preventing the use of "shocks" before "endval".
It now works correctly since 82b31156.

Closes #35
2014-04-08 17:53:10 +02:00
Michel Juillard 8d042b8121 finishing ramsey_model implementation 2014-03-09 12:15:32 +01:00
Houtan Bastani e1cebde83a ms-dsge: add param initialization to C output 2014-02-24 12:41:02 +01:00
Houtan Bastani 053ee41ac0 ms-dsge: create C driver file without statements
Conflicts:
	preprocessor/DynareMain2.cc
	preprocessor/ModFile.cc
	preprocessor/ModFile.hh
	preprocessor/Statement.hh
2014-02-24 12:41:02 +01:00
Sébastien Villemot 64d3cfa601 Forbid the combination of estimation/mode_file and estimated_params_init/use_calibration
Closes #549
2013-12-09 16:23:49 +01:00
Sébastien Villemot 173dc32e60 Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
Closes #469
2013-11-29 14:51:17 +01:00
Houtan Bastani d22047a284 preprocessor: remove "using namespace std" where not needed 2013-11-20 11:36:01 +01:00
Houtan Bastani 4852c12099 fix header to remove compilation warning 2013-10-29 12:47:40 +01:00
ferhat b6c0850fb7 Add a flag for calib_smoother command and apply a setup similar to the one used for stoch_simul command:
- 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
Houtan Bastani 496036d770 Revert "preprocessor: replace dates with dynDates"
This reverts commit 030fe52affb763f11766801f6deeb797e90365e2.

Conflicts:
	preprocessor/Statement.cc
2013-10-10 11:04:56 +02:00
Houtan Bastani b42790cd6e preprocessor: replace dates with dynDates 2013-10-02 17:21:55 +02:00
Sébastien Villemot c882994056 Detect if an extended_path statement is present
Unused for the time being
2013-04-25 18:07:32 +02:00
Sébastien Villemot 1c98c34724 Amend the workaround for ticket #35, so that shocks+endval+simul can looped over 2012-07-30 17:01:42 +02:00
Sébastien Villemot 73a503eba4 Generate derivs wrt params when anaytic_derivation=1 2012-06-07 15:33:43 +02:00
Houtan Bastani 0b0d4d0455 estimation: rewrite options output 2012-03-29 16:45:46 +02:00
Houtan Bastani aa21ef6ec5 estimation: rewrite prior output 2012-03-29 16:07:01 +02:00
Sébastien Villemot 48aa15f2c5 Preprocessor: add warning message for signature of checkPass method 2012-02-06 12:16:38 +01:00
Houtan Bastani e4916a1d84 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Houtan Bastani d865c0f4d6 ms-sbvar: enforce consecutive chain numbers for markov_switching 2012-01-04 14:42:06 +01:00
Houtan Bastani 744b5abf1e preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani 29d8028fc4 preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1c733dd55f preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani b89eb4931c preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
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
Sébastien Villemot 5ddc0a595b Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Sébastien Villemot c8fdd5d9d1 Preprocessor: uniformize typedef names (with a "_t" suffix) 2010-09-16 19:00:48 +02:00
Houtan Bastani ee9b19fadc DSGE-VAR: support deprecated way of declaring dsge_prior_weight 2010-06-22 10:38:54 +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 8b03f0d2fd fix typo 2010-06-18 16:21:28 +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
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
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
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 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 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
sebastien 760085d6fe preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +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 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 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
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