6c4f7c0898
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
4102e0cc56
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56fd021cc75415aeafc13d3810d1b3132, reversing
changes made to 60b3577a09f3eb9cf3cc590241343b1f0fee8706.
Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
979fe9344e
preprocessor: fix sign comparison warning
2015-06-08 10:33:04 +02:00
6d727f534e
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
35cd407f5f
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
e2c0f5698f
preprocessor: fix bug in shocks statement for removal of exos
2015-03-31 12:45:31 +02:00
52e3bc993c
fix copyright dates
2015-03-31 12:23:36 +02:00
81a2a2ee0d
remove extra exo’s for shocks statement, nonstationary, and trend vars; fix bugs
2015-03-10 17:57:30 +01:00
1644412875
New option "overwrite" to "shocks" and "mshocks".
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Tells that a new block overwrite the previous ones instead of being cumulative.
2014-04-10 11:54:49 +02:00
75dbe4afde
Bugfix: M_.sigma_e_is_diagonal could be wrong if there were several shocks blocks.
2014-04-10 11:43:26 +02:00
ff17a871dd
Multiple "shocks" block are cumulative.
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This was the default behavior before commit 82b31156. This commit reintroduces
this behavior.
2014-04-09 15:23:20 +02:00
e040e4d0d6
Remove workaround preventing the use of "shocks" before "endval".
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It now works correctly since 82b31156.
Closes #35
2014-04-08 17:53:10 +02:00
f06da421cd
Store deterministic shocks information in M_.
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Previously, deterministic shock information was not store in M_, but rather
processed on the fly to create oo_.exo_simul and oo_.exo_det_simul. This had
several bad consequences, like for example #35 .
Closes #271
2014-04-08 17:43:58 +02:00
8507409d97
Allow ranges in lags/periods specification of {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
42487be43c
Change fields in options_ for {irf,moment}_calibration.
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Ref #267
2014-03-17 18:12:04 +01:00
58d71bb44e
Implement syntaxes for moment_calibration and irf_calibration.
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Ref #267
2014-02-10 19:23:06 +01:00
e2d9f2476c
The previous syntax used to call the conditional forecast using the extended path method was problematic. It does not allow to match the endogenous and the shock that are flipped. This is problematic as soon as the forecast periods are heterogeneous or the type of expectation (surprise or perfect foresight) are different. We get rid of the previous syntax.
2013-12-31 01:57:30 +01:00
1414f98cff
Refactor code for collecting variables appearing in expressions
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- rename ExprNode::collectVariables in ExprNode::collectDynamicVariables
- new ExprNode::collectVariables: same as above, but without lag information
- remove ExprNode::findUnusedEndogenous: essentially redundant with the above)
- remove ExprNode::collectModelLocalVariables: idem
2013-11-29 15:37:11 +01:00
173dc32e60
Refuse that estimated parameters appear in the expressions defining the variance/covariance matrix of shocks
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Closes #469
2013-11-29 14:51:17 +01:00
790b138042
preprocessor: remove unused private field in ConditionalForecastPathsStatement
2013-11-20 12:17:07 +01:00
d22047a284
preprocessor: remove "using namespace std" where not needed
2013-11-20 11:36:01 +01:00
bd9e8acdab
preprocessor: move M_.Correlation_matrix and M_.Correlation_matrix_ME to preprocessor #392
2013-10-29 15:02:07 +01:00
3e1cc9a2d3
Move check on variables types within 'shocks' block to the checking pass stage
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Closes #448
2013-08-27 10:38:54 +02:00
c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
1c98c34724
Amend the workaround for ticket #35 , so that shocks+endval+simul can looped over
2012-07-30 17:01:42 +02:00
67a1737f00
Update copyright notices
2012-06-08 18:22:34 +02:00
52f205eb22
Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
2012-06-07 11:07:22 +02:00
97bf12d6d6
propagating the change in calling sequence for CheckPass()
2012-02-02 21:10:47 +01:00
6d549cc66f
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
a57aa4359a
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +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
2356ef7460
Preprocessor: cosmetic changes related to 'size_t'
2010-06-18 15:48:46 +02:00
1c51ddf34b
Preprocessor: rename a function argument to avoid name conflict with standard error filestream
2010-04-15 17:46:05 +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
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
760085d6fe
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +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
a0fbd7d198
trunk preprocessor:
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* reorganized symbol table so that internally symbols have a unique integer ID (as a result, sparse code is temporarily in a broken state)
* rewritten from scratch ModFile::evalAllExpressions()
* {load,save}_params_and_steady_state moved to NumericalInitialization.{cc,hh}
* fixed bug related to endval block
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2441 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-27 12:19:25 +00:00
1740884d1d
trunk preprocessor: automatic reindentation of all code with emacs
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2372 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-23 10:59:37 +00:00
3d21bb422e
Fix parentheses error in corr expression in shocks block
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2130 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-10-02 08:05:11 +00:00
e0510d4a49
v4: dropped Scilab support
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1878 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-16 16:33:28 +00:00
2a69caa17b
v4: changing name of preprocessor directory
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1686 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-02-03 10:28:36 +00:00
Houtan Bastani
Sébastien Villemot
ferhat
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Michel Juillard
Houtan Bastani
sebastien
michel