preprocessor/src
Sébastien Villemot 365fb27f3d
New “structural” option to “var_model”
As the name implies, this option allows contemporaneous variables on the RHS.

The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.

Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.

Ref. dynare#1785
2021-07-08 12:55:47 +02:00
..
macro Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
CodeInterpreter.hh Remove support for obsolete syntax: var_model(order = 2) X Y Z; 2021-07-07 18:26:09 +02:00
ComputingTasks.cc New time_shift option to var_expectation_model 2021-07-01 17:56:07 +02:00
ComputingTasks.hh New time_shift option to var_expectation_model 2021-07-01 17:56:07 +02:00
ConfigFile.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
ConfigFile.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
DataTree.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
DataTree.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Doxyfile move files to src directory 2018-02-15 11:48:04 +01:00
DynamicModel.cc New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
DynamicModel.hh New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
DynareBison.yy New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
DynareFlex.ll New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
DynareMain.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
EquationTags.cc VAR / trend component models: cosmetic changes 2021-07-01 17:52:05 +02:00
EquationTags.hh Cosmetic improvements 2021-07-06 19:09:25 +02:00
ExprNode.cc New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
ExprNode.hh New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
ExtendedPreprocessorTypes.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
ExternalFunctionsTable.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
ExternalFunctionsTable.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
MacroExpandModFile.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Makefile.am Rename preprocessor binary to dynare-preprocessor 2021-01-06 17:08:42 +01:00
ModFile.cc New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
ModFile.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
ModelEquationBlock.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
ModelEquationBlock.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
ModelTree.cc macOS: fix detection of GCC installed by Dynare package 2021-06-24 15:16:55 +02:00
ModelTree.hh Allows to write M_.objective_tmp_nbr in the driver.m file 2021-06-11 12:37:31 +02:00
NumericalConstants.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
NumericalConstants.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
NumericalInitialization.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
NumericalInitialization.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
ParsingDriver.cc New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
ParsingDriver.hh Remove support for obsolete syntax: var_model(order = 2) X Y Z; 2021-07-07 18:26:09 +02:00
Shocks.cc Refactor driver output for heteroskedastic_shocks 2021-06-15 12:53:40 +02:00
Shocks.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
SigmaeInitialization.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
SigmaeInitialization.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Statement.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Statement.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
StaticModel.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
StaticModel.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
SubModel.cc New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
SubModel.hh New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
SymbolList.cc Remove support for obsolete syntax: var_model(order = 2) X Y Z; 2021-07-07 18:26:09 +02:00
SymbolList.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
SymbolTable.cc Remove support for obsolete syntax: var_model(order = 2) X Y Z; 2021-07-07 18:26:09 +02:00
SymbolTable.hh Remove support for obsolete syntax: var_model(order = 2) X Y Z; 2021-07-07 18:26:09 +02:00
VariableDependencyGraph.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
VariableDependencyGraph.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
WarningConsolidation.cc Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
WarningConsolidation.hh Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00