Commit Graph

43 Commits (f6f4ea70fbce9fd584c72c15a2932fa02a854d0b)

Author SHA1 Message Date
Michel Juillard 32fb90d5f3 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Michel Juillard 1b4f68f934 replacing auxiliary variables by their definition
in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
Houtan Bastani f0ff0d911b preprocessor: allow arbitrary partitioning of variables (removes long_name keyword) 2016-02-26 16:47:17 +01:00
Houtan Bastani 5ad0a4a96f julia: initial preprocessor stub 2015-07-21 18:02:34 +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
Houtan Bastani 6d727f534e Merge branch 'rmExtraExo' 2015-05-28 12:33:56 +02:00
Houtan Bastani 0a2f09566f preprocessor: add new field orig_expr for expectation aux vars, closes #773 2015-05-26 15:47:56 +02:00
Houtan Bastani 3c7f96e29d preprocessor: remove unused, overload of rmExo 2015-05-19 16:47:44 +02:00
Houtan Bastani 48014c3787 preprocessor: take care of expressions_tree and steady_state_model 2015-04-21 15:06:56 +02:00
Houtan Bastani 96a5949d9e preprocessor: remove extraneous varexo, update model and statements, #841 2015-03-06 16:44:17 +01:00
Michel Juillard cd063ce3fe extended-preprocessor: starting a C interface (not finished) 2014-04-05 15:46:35 +02:00
Sébastien Villemot cb9d603edc Add a warning if some endogenous is not present in steady_state_model block.
Closes #556
2014-02-24 17:27:35 +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
Houtan Bastani 973f20dab5 preprocessor: streamline addSymbol 2013-12-10 11:41:30 +01:00
Houtan Bastani 0d1fe6899f allow long_name to be used without specifying a latex name, #478 2013-12-09 17:04:32 +01:00
Houtan Bastani d368a501d7 preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Sébastien Villemot 94e6f569b8 Add new model option 'differentiate_forward_vars' (ref. #351) 2013-04-25 18:09:31 +02:00
Sébastien Villemot 13ecc92ff4 Remove obsolete stuff from pow/log aux vars 2013-04-25 17:26:39 +02:00
Houtan Bastani d8cbb55ee7 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Sébastien Villemot 67a1737f00 Update copyright notices 2012-06-08 18:22:34 +02:00
Houtan Bastani 1d69ed6cb2 preprocessor: remove unused enum types (added in commit c6495dfc9d17363bf64e4502e5833a63f1708339) 2012-06-06 16:27:44 +02:00
Michel Juillard 73b4052f2b first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
Sébastien Villemot 2466966e3f Fixed bug introduced in ce9fe30a7aa45eed5c04bd99a7d20710e94264c2
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
2011-10-28 07:50:40 +02:00
Houtan Bastani b75d0e733f Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Houtan Bastani d2a6f0f42c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Sébastien Villemot 60b70df4c1 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 615f2ae322 Histval block:
- 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
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Michel Juillard 6612ef7a30 Preprocessor: corrected bug on HISTVAL with lags > 1 2010-09-10 11:43:48 +02:00
Sébastien Villemot a3398d3930 Preprocessor: added new SymbolTable::orig_endo_nbr() method 2010-04-23 18:36:51 +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
houtanb e616667f75 expectation conditional on a restricted information set
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3367 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-18 22:08:44 +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
sebastien 8292da37c3 Fixes for ticket #57
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
sebastien 5568e622b8 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien 6bd2cb04de predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +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 7bfeef5d7f preprocessor:
* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 16:34:42 +00:00
sebastien 021e0ebb2e preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
sebastien 2f1382fab5 preprocessor:
* In stochastic mode, now transforms the model by removing leads and lags greater or equal to 2 (creating auxiliary variables and equations in the process)
* Information about these variables is in structure M_.aux_vars
* Automatically add the necessary initialization for auxiliary vars after the initval block or load_params_and_steady_state


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3002 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-30 15:10:31 +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 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