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107 Commits (f6f4ea70fbce9fd584c72c15a2932fa02a854d0b)

Author SHA1 Message Date
Houtan Bastani b89eb4931c preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard 7854b06743 ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard b8dcb71b78 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Michel Juillard 4befcde035 ms-sbvar: introduced more general restriction syntax for 
identification; added an example; still necessary to add error message
when restrictions are invalid
 2011-10-12 21:47:59 +02:00
Houtan Bastani 973105ace3 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 6a0f8b4d93 MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard dcf5273b26 adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Michel Juillard 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
Houtan Bastani 48c7ee6788 SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Michel Juillard 8adee6b673 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Sébastien Villemot 9b3d611a0b Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Sébastien Villemot e74c283579 Preprocessor: add "noreturn" attribute to ParsingDriver::error, to remove some warnings about unitialized variables 2011-01-13 19:04:40 +01:00
Sébastien Villemot 091c7961a2 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Sébastien Villemot eaad0b1263 Preprocessor: various cleanups related to the signed vs non-negative numerical constants issues 2010-11-25 13:45:35 +01:00
Sébastien Villemot 973c795db8 Change the syntax for values of deterministic shocks: 
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
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +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 1910d02e74 Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33aea0965d9baa9b4c66d0c875fa0aa7d0 and 6582341799d35e80c59f6f3559dbd18e70443747) 2010-08-30 14:37:48 +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 c0cc384956 enable multi-line native matlab statements 2010-06-21 13:08:42 +02:00
Houtan Bastani 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
Sébastien Villemot d68e984fd6 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +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
Houtan Bastani 9c2e06a091 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 50258dae49 Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Houtan Bastani a70b60604c Modified external functions to enforce consistent number of function arguments within model_block 2010-03-03 11:40:13 +01:00
Houtan Bastani 46e56b59c0 Restricted syntactical variances in the implementation of the external_functions statement. 2010-02-24 15:37:52 +01:00
Sébastien Villemot e24c9c5ad1 Preprocessor: minor cosmetic changes related to external functions 2010-02-23 19:08:54 +01:00
Houtan Bastani 9abc7563c1 Add support for external functions 2010-02-23 18:15:18 +01:00
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
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 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
houtanb 07ba8ebdee implements predetermined_variables operator 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-07 18:37:11 +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 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 9e73eec31b Build system: fix for FlexLexer.h 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2954 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-21 10:00:47 +00:00
sebastien e337789b54 Build system: incorporate FlexLexer.h, so that one can compile on systems without flex 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2942 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-17 16:02:55 +00:00
houtanb 5591a412a8 added steady_state operator to preprocessor 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-10 20:09:16 +00:00
sebastien d26ff57671 Cleanup "cutoff" and "mfs" options (the former is no longer in options_) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:10:06 +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
sebastien 53f4320809 Added support for equation tags (thanks to Pablo for providing a patch) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2880 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:37:59 +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
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
michel b30a00d190 v4: adding interface for shock decomposition 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2853 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-23 08:31:48 +00:00
sebastien 77590c8577 Some restructurings in the preprocessor: 
* StaticModel: dropped creation of C file in USE_DLL mode
* StaticModel: added computation of derivatives for block MFS mode
* DynamicModel: catch error codes of mkdir()
* ModelTree: moved "mode" member variable to DynamicModel
* ModFile::writeOutput(): moved manipulations relative to dynamic model file to DynamicModel


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2818 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-07 14:20:48 +00:00
sebastien 181bda4853 trunk preprocessor: added new statements "write_latex_dynamic_model" and "write_latex_static_model" which list model equations in LaTeX code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2654 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-30 13:14:33 +00:00
sebastien 34ee60fbe7 trunk preprocessor: 
* added support for derivatives of Hessian w.r. to parameters
* added "identification" command which does nothing for the moment, except triggering those derivatives w.r. to params


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2613 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-20 13:58:15 +00:00
sebastien 7afeae2fca trunk preprocessor: some cleanups related to sparse mode (removed SimulSparseStatement class and incorporated it into SimulStatement, determine mode at preprocessing time instead of runtime in StochSimulStatement) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2595 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-14 15:02:51 +00:00
sebastien 93e6dc4417 trunk preprocessor: removed the include/ directory 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2459 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-13 13:39:31 +00:00