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  1. Nov 20, 2024
  2. Sep 09, 2024
    • Sébastien Villemot's avatar
      Initial HANK support · 1e68b2fc
      Sébastien Villemot authored
      – New “heterogeneity_dimension” statement
      – New option “heterogeneity” to “var”, “varexo”, “parameters”, “model” and
        “shocks” statements
      – New “SUM()” operator in “model” block
      1e68b2fc
  3. Jun 07, 2024
  4. May 22, 2024
  5. May 16, 2024
    • Sébastien Villemot's avatar
      Refactor output for complementarity conditions · dc1ec15f
      Sébastien Villemot authored
      The vector of lower and upper bounds is now provided by
      {static,dynamic}_complementarity_conditions.m (which accepts parameters as an
      argument, in preparation for the possibility of having parameters in
      complementarity conditions).
      
      The index that denotes the reordering of equation residuals (so that the
      residual of an equation appears at the index of the endogenous appearing in the
      complementarity condition) is now in “M_.{static,dynamic}_mcp_equations_reordering”.
      
      Constraints declared through the ramsey_constraints block are also incorporated
      in this new interface (and therefore “M_.ramsey_model_constraints” has been
      removed).
      dc1ec15f
  6. Apr 25, 2024
  7. Jan 26, 2024
  8. Jan 24, 2024
  9. Dec 13, 2023
  10. Dec 01, 2023
  11. Nov 30, 2023
  12. Nov 15, 2023
  13. Nov 14, 2023
  14. Oct 16, 2023
  15. Mar 28, 2023
    • Sébastien Villemot's avatar
    • Sébastien Villemot's avatar
      Ramsey: write derivatives of static model w.r.t. Lagrange multipliers in a new file · 0169240f
      Sébastien Villemot authored
      The computing of the Ramsey steady state relies on the fact that Lagrange
      multipliers appear linearly in the system to be solved. Instead of directly
      solving for the Lagrange multipliers along with the other variables,
      dyn_ramsey_static.m reduces the size of the problem by always computing the
      value of the multipliers that minimizes the residuals, given the other
      variables (using a minimum norm solution, easy to compute because of the
      linearity property). That function thus needs the derivatives of the optimality
      FOCs with respect to the multipliers. The problem is that, when multipliers
      appear in an auxiliary variable related to a lead/lag, then those derivatives
      need to be retrieved by a chain rule derivation, which cannot be easily done
      with the regular static file.
      
      This commit implements the creation of a new file,
      ramsey_multipliers_static_g1.{m,mex}, that provides exactly the needed
      derivatives w.r.t. Lagrange multipliers through chain rule derivation.
      
      Ref. dynare#633, dynare#1119, dynare#1133
      0169240f
  16. Mar 20, 2023
  17. Jan 23, 2023
  18. Jan 19, 2023
  19. Jan 17, 2023
  20. Jan 13, 2023
  21. Jan 04, 2023
  22. Dec 14, 2022
  23. Nov 22, 2022
  24. Nov 04, 2022
  25. Nov 02, 2022
  26. Oct 11, 2022
    • Sébastien Villemot's avatar
      Various filesystem refactorings · 93054cf6
      Sébastien Villemot authored
      – DataTree::packageDir() now takes a std::string_view, returns a
        std::filesystem::path, and no longer creates that directory
      – DataTree::writeToFileIfModified() now takes a std::filesystem::path as
        argument
      – Do not call DataTree::writeToFileIfModified() for generating MATLAB/Octave
        files, since it does not work (the directory inside which the file is written
        has been deleted by the preprocessor just before)
      – Consistently use DataTree::packageDir() everywhere (for compatibility with
        planner_objective)
      93054cf6
  27. Oct 07, 2022
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