94e6f569b8
Add new model option 'differentiate_forward_vars' (ref. #351 )
2013-04-25 18:09:31 +02:00
75f8467803
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
24cac29cdf
removed changes linked with transforming variables to avoid log or
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power of negative numbers
2013-04-09 16:35:57 +02:00
08c2b6e1c6
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
8610453baf
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
514db5f801
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
dbec61ba62
Preprocessor: handle underflows and overflows as MATLAB and Octave do
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i.e. don't fail when they happen and instead return 0 or Inf
2012-07-12 12:46:22 +02:00
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
d5b8adedac
estamiton: check variable types in copy statements
2012-04-04 10:43:29 +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
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +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
b3e2823c82
estimation: fixes to options statement
2012-03-09 11:47:25 +01:00
6e75fc31ca
Error message for external function provides more details
2012-03-06 11:33:02 +01:00
631924ef16
bug fix: quotes in warnings do not comply with Matlab disp
2012-02-10 17:05:37 +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
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
c62d52a576
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +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
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
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
a1a42b69ee
unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
2011-11-20 20:16:02 +01:00
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
99075d38c8
ms-sbvar: fixing bug in linear restrictions
2011-11-05 21:36:36 +01:00
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
895f8a25bd
Clean-up last remnants of unit_root_vars ( Closes : #167 )
2011-10-14 16:22:47 +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
e94ea4839e
fix typo
2011-09-15 18:02:38 -04:00
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
b93bbebabd
fix typo
2011-07-07 15:15:44 +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
f9287ac796
renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
2011-05-24 16:02:42 +02:00
48c7ee6788
SWZ: changes for new code
2011-05-13 17:23:41 +02:00
1d6d94818d
bug fix: nonstationary vars and tex names
2011-04-08 13:37:05 +02:00
c2dc34c79e
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
be4c5c92ef
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
212ac6b452
fixed typo
2011-03-22 10:38:58 +01:00
8adee6b673
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
47b828489b
Preprocessor: more explicit error message when users enter invalid floating
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point numbers (like "1e-10000")
2011-02-16 11:08:40 +01:00
89118b86a2
Preprocessor: fix error message for conditional_forecast_paths
2011-02-07 11:51:13 +01:00
d264b7b2e3
Reindentation of the preprocessor
2011-02-04 16:25:38 +01:00
9b3d611a0b
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
baccf9e8f5
Preprocessor: minor refactoring of ParsingDriver::add_model_var_or_external_function
2011-01-13 19:10:16 +01:00
091c7961a2
Removed remnants of calib commands
2011-01-10 12:25:42 +01:00
751c0da2a1
- external functions are compatible with block decomposition and/or bytecode
2010-12-10 12:06:50 +01:00
eaad0b1263
Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues
2010-11-25 13:45:35 +01:00
973c795db8
Change the syntax for values of deterministic shocks:
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Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
615f2ae322
Histval block:
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- fail when user tries to initialize a variable at a period which is not in the model, and make the error message explicit
- correctly handle exogenous variables in stochastic mode, which are also substituted with an aux var
- added test files
2010-10-20 14:47:03 +02:00
a7fc3361ac
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
d973c2ead7
Preprocessor: give more explicit error message when lead or lag is used inside 'planner_objective'
2010-10-11 14:49:23 +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
ee9b19fadc
DSGE-VAR: support deprecated way of declaring dsge_prior_weight
2010-06-22 10:38:54 +02:00
5a9f972cc1
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
2010-06-22 10:38:43 +02:00
c0cc384956
enable multi-line native matlab statements
2010-06-21 13:08:42 +02:00
74b0b9c198
remove comments that are placed on the same line as native Matlab code in a .mod file
2010-06-18 16:21:28 +02:00
2356ef7460
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
851dcc88a6
steady_state_model: authorizing change in parameter values in steady_state_model block + removing ys_ initialization to zero
2010-06-03 15:59:35 +02:00
211056f552
Steady state file: in the presence of 'ramsey_policy', no longer check that the declarations are recursive, and use input vector of steady state file as initial values
2010-05-31 17:43:17 +02:00
d68e984fd6
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
2906c63f48
Preprocessor: removed useless version of DataTree::AddVariable()
2010-04-23 18:32:25 +02:00
5364cdea25
Preprocessor: removed useless version of DataTree::AddExternalFunction()
2010-04-23 18:32:19 +02:00
d8dcfa131e
Preprocessor: changed the prototype of DataTree::AddLocalVariable()
2010-04-23 18:32:14 +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
e50f555585
Preprocessor: minor fix in header inclusion
2010-04-06 11:07:19 +02:00
f9cac656d1
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
9d5e280b82
bug fix: prevent vars with leads/lags from being used outside of the model block.
2010-03-15 10:47:44 +01:00
9c2e06a091
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
50258dae49
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
a70b60604c
Modified external functions to enforce consistent number of function arguments within model_block
2010-03-03 11:40:13 +01:00
46e56b59c0
Restricted syntactical variances in the implementation of the external_functions statement.
2010-02-24 15:37:52 +01:00
e24c9c5ad1
Preprocessor: minor cosmetic changes related to external functions
2010-02-23 19:08:54 +01:00
9abc7563c1
Add support for external functions
2010-02-23 18:15:18 +01:00
e616667f75
expectation conditional on a restricted information set
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +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
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
Sébastien Villemot
Michel Juillard
Ferhat Mihoubi
Houtan Bastani
Sébastien Villemot
Houtan Bastani
Houtan Bastani
Michel Juillard
houtanb
ferhat
sebastien