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
e8d8e96165
ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization)
2012-09-27 15:32:33 +02:00
5feeabfda7
removing preprocessor check about pruning at 3rd order
2012-08-01 10:01:59 +02:00
1c98c34724
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +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
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
73a503eba4
Generate derivs wrt params when anaytic_derivation=1
2012-06-07 15:33:43 +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
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
e9387f6081
corrected but in plot of conditional forecast
2012-04-28 15:11:49 +02:00
4d6b3a073e
estimation: instatiate date output as dynDate class
2012-04-04 11:44:07 +02:00
6006579de8
bug fix: output not correct for corr(a,b).prior statement
2012-04-03 18:33:24 +02:00
11ceb8422e
estimation: simplify output using estimation_info.empty_* structures
2012-04-03 18:33:24 +02:00
cb925f3557
estimation: bug fix: clear range_index
2012-04-03 18:33:24 +02:00
5e68f15f04
estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
2012-04-03 18:33:24 +02:00
2cf488ca42
estimation: clear subsamples substructure whenever a subsamples statement is encountered
2012-04-03 18:33:23 +02:00
2c0c294f75
estimation: remove s from parameters substructure
2012-04-03 18:33:23 +02:00
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
87fba231fd
estimation: reorganize options output
2012-03-30 15:37:15 +02:00
b0db2bf4e7
cosmetic change
2012-03-30 15:37:15 +02:00
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
a54214b7e8
estimation: remove unnecessary function
2012-03-30 15:37:14 +02:00
95df2edf07
estimation: reorganize Matlab structure output
2012-03-30 15:37:14 +02:00
6e4c60d27f
estimation: change name handling for correlation statements
2012-03-30 15:37:14 +02:00
0b0d4d0455
estimation: rewrite options output
2012-03-29 16:45:46 +02:00
aa21ef6ec5
estimation: rewrite prior output
2012-03-29 16:07:01 +02:00
79b9d6a66e
estimation: check that appropriate options are passed to prior statement
2012-03-28 19:07:08 +02:00
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
2ac49123d6
estimation: add subsample name to index
2012-03-27 13:03:10 +02:00
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
de89835b69
estimation: remove deprecation warnings
2012-03-09 11:52:32 +01:00
b3e2823c82
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
9cf485d88e
estimation: place parameter priors in their own substructure
2012-03-09 11:46:09 +01:00
ea0b176395
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
894ff9c1e7
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
fb0b0ae4ce
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
e4916a1d84
preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
2012-01-30 10:44:14 +01:00
32061f4f9d
preprocessor: replace if checks with asserts
2012-01-04 14:42:06 +01:00
9bc6945b10
aesthetic fix: remove commented code
2012-01-04 14:42:06 +01:00
e8e84b970b
bug_fix: missing exit statement
2012-01-04 14:42:06 +01:00
83b6b0145d
bug_fix: add missing assertion
2012-01-04 14:42:06 +01:00
d865c0f4d6
ms-sbvar: enforce consecutive chain numbers for markov_switching
2012-01-04 14:42:06 +01:00
633eb15f9a
preprocessor: check size of domain argument
2012-01-02 22:44:50 +01:00
c22022cfb0
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
6b056640e1
preprocessor: remove unnecessary class prefix
2011-12-30 15:41:51 +01:00
e18eb880f0
fix typo
2011-12-30 15:41:51 +01:00
8d369bd710
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
340a9fb5d0
Initialize empirical simulations with information provided in histval
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Closes : #195 , #157
2011-12-21 18:37:45 +01:00
9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
93ee14c7ad
Preprocessor: fix forecast command
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It was broken since the renaming of forecast.m in
8f1326e2f84543cadce311048640856665025469
2011-12-14 10:35:25 +01:00
a1a42b69ee
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
b8c22d128f
MS-SBVAR: argument check for ms_compute_probabilities
2011-10-26 11:33:18 +02:00
895f8a25bd
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +02:00
8c0e8aa672
ms-sbvar: correcting bug introduced in commit 90e4d4027290b6dddc3b8efba444e10240140b3b
2011-10-13 13:34:28 +02:00
4befcde035
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
5aefe283d2
Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
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of the check command).
2011-09-17 12:53:38 +02:00
db8905f9ef
MS-SBVAR: change default for drop option
2011-09-15 18:02:48 -04:00
08ab51f0d0
MS-SBVAR bugfix: reinitialize drop if necessary
2011-09-14 14:28:28 -04:00
5c48733f55
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
7a23e4e332
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
7a70facdea
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
2011-08-02 10:49:50 +02:00
7e20a92e70
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
4973ee893d
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
1673cfeed8
ms-sbvar: correcting bug with restriction of lagged variables
2011-07-12 14:30:07 +02:00
4197d3008d
preprocessor: remove initialization of option to make conisistent
2011-06-23 11:53:15 +02:00
241b6efd98
clean up sbvar code
2011-05-31 16:07:05 +02:00
ba7ad522a5
removed extraneous flag
2011-05-30 17:46:35 +02:00
b65bb7e2c3
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
2011-05-30 15:54:46 +02:00
28c59fae51
SWZ: updates for irf, forecast and variance decomposition mex calls
2011-05-20 14:34:26 +02:00
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
eea358eae7
identification: added advanced and max_dim_cova_group to the preprocessor
2011-04-20 12:14:47 +02:00
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
d2a6f0f42c
Implement explicit writing of first order conditions of Ramsey problem (ticket #5 )
2011-03-24 17:17:15 +01:00
8adee6b673
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
f8a717b496
bug fix: check that osr, osr_params and optim_weights appear together
2011-03-03 16:31:36 +01:00
d430ea8e43
bug fix: check that planner_objective and ramsey_policy statements appear together
2011-03-03 16:31:33 +01:00
73066865db
SWZ: remove instances of swz throughout
2011-02-22 15:06:38 +01:00
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
5ddc0a595b
Workaround for ticket #157
2011-02-04 12:38:12 +01:00
091c7961a2
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
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
83648a6d53
- Correct the simul call without input argument
2010-09-24 11:07:43 +02:00
2c10d03368
Preprocessor: rename "NodeID" in "expr_t"
2010-09-17 12:13:26 +02:00
c8fdd5d9d1
Preprocessor: uniformize typedef names (with a "_t" suffix)
2010-09-16 19:00:48 +02:00
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
d3c4f7f3e6
preprocessor: fixing bug for OSR optim_weights with covariances
2010-08-10 20:16:59 +02:00
4a76532c29
move validation check from constructor to checkpass
2010-06-24 19:42:38 +02:00
5a9f972cc1
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
6b0b5a8065
fix error message
2010-06-10 15:16:54 +02:00
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
743db26cb4
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
71d577bcb8
Preprocessor:
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* 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
f9cac656d1
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
9a8331da83
SWZ:
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- 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
1849436c0a
- reversed ordering for lower and upper Cholesky
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- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
f13b95cb87
"bytecode" option can be used without "block" option
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
0808ba42b7
Add new model option no_static : avoid to compute the static model. Useful for models without steady-state.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3319 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 11:06:25 +00:00
3aa8876538
Beautified preprocessor code (uncrustify + emacs + manual adjustments, in particular with templates in MacroValue)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3249 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:13:23 +00:00
160ec5d7ca
preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +00:00
04aa1dbdb3
changed preprocessor internals to support vector<int> type. changed svar_identification to store symbols by symbol ids. Added missing Doxygen comments.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3240 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 15:54:00 +00:00
e1f043485f
allow for vector <int> to be passed by Bison and modified processing of svar statement accordingly.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3221 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-10 22:49:50 +00:00
c1cecba2be
svar: allow for two options to be passed instead of only three.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3218 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:32:30 +00:00
bf73286226
fixed svar so when the equations option is passed a vec_int it outputs a column vector.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3217 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 16:17:12 +00:00
270f8d7b1d
k-order:
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* 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
65a6e5cf6e
swz: implementation of svar
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
0adc9f8842
swz: markov switching statement
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
1f72431ec4
swz: svar_identification
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
f2ea29254d
M-files and preprocessor:
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* 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
4419f4aa51
preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
4cd9e87d37
4.1: removed preprocessor useless initialization of
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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
5d013c6017
preprocessor: fixed bug in "plot_conditional_forecast"
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
ab7bcdd304
Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
2761b4c016
preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
337bde2589
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* 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
c8080438ad
Preprocessor:
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* 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
fea9c4a2f0
Remove obsolete "cutoff" and "markowitz" statements
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2884 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-03 09:50:45 +00:00
b17886ee12
- get rid of block and bytcode variable in SimulStatement and StochSimulStatement
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- 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
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Ferhat Mihoubi
Michel Juillard
Houtan Bastani
Sébastien Villemot
Michel Juillard
Michel Juillard
Houtan Bastani
ferhat
sebastien
houtanb
michel