Commit Graph

116 Commits (fd923d428dd867b6bf19ffe80d7e1dea64c8ca64)

Author SHA1 Message Date
Michel Juillard 8c0e8aa672 ms-sbvar: correcting bug introduced in commit 90e4d4027290b6dddc3b8efba444e10240140b3b 2011-10-13 13:34:28 +02:00
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
Stéphane Adjemian (Scylla) 5aefe283d2 Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
of the check command).
2011-09-17 12:53:38 +02:00
Houtan Bastani db8905f9ef MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani 08ab51f0d0 MS-SBVAR bugfix: reinitialize drop if necessary 2011-09-14 14:28:28 -04:00
Houtan Bastani 5c48733f55 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani 7a23e4e332 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +02:00
Houtan Bastani 6a0f8b4d93 MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard 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
Michel Juillard 7e20a92e70 bug correction for exculsion_constants 2011-08-01 10:50:07 +02:00
Michel Juillard dcf5273b26 adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani 4973ee893d add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Michel Juillard 1673cfeed8 ms-sbvar: correcting bug with restriction of lagged variables 2011-07-12 14:30:07 +02:00
Houtan Bastani 4197d3008d preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani 241b6efd98 clean up sbvar code 2011-05-31 16:07:05 +02:00
Houtan Bastani ba7ad522a5 removed extraneous flag 2011-05-30 17:46:35 +02:00
Michel Juillard 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
Houtan Bastani 28c59fae51 SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 48c7ee6788 SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani eea358eae7 identification: added advanced and max_dim_cova_group to the preprocessor 2011-04-20 12:14:47 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +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
Michel Juillard 8adee6b673 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Houtan Bastani f8a717b496 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani d430ea8e43 bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00
Houtan Bastani 73066865db SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 5ddc0a595b Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Sébastien Villemot 091c7961a2 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Michel Juillard 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
Ferhat Mihoubi 83648a6d53 - Correct the simul call without input argument 2010-09-24 11:07:43 +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 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
Michel Juillard d3c4f7f3e6 preprocessor: fixing bug for OSR optim_weights with covariances 2010-08-10 20:16:59 +02:00
Houtan Bastani 4a76532c29 move validation check from constructor to checkpass 2010-06-24 19:42:38 +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 6b0b5a8065 fix error message 2010-06-10 15:16:54 +02:00
Houtan Bastani 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
Sébastien Villemot 743db26cb4 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +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
Michel Juillard 9a8331da83 SWZ:
- 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
Michel Juillard 1849436c0a - reversed ordering for lower and upper Cholesky
- added tests
- fixed various bugs
- modified initial values
Still unfinished
2010-03-10 08:32:51 +01:00
ferhat f13b95cb87 "bytecode" option can be used without "block" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3373 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-22 10:03:29 +00:00
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
sebastien 160ec5d7ca preprocessor + bytecode DLL: various enhancements to block and bytecode options (changes by Ferhat)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3244 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 13:21:31 +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