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  1. Apr 02, 2025
  2. Nov 08, 2024
    • Sébastien Villemot's avatar
      Refactor error and warning messages printing · 760480d9
      Sébastien Villemot authored
      – Harmonize location output for warnings so that it is the same as for
        errors (i.e. more explicit about what is the line number and the column number)
      – Remove obsolete stuff for delayed error messages that should have been
        removed in db1f6c29.
      – Factorize some printing logic with ParsingDriver::undeclared_model_variable_error().
      – Simplify WarningConsolidation class
      760480d9
  3. Sep 13, 2024
  4. 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
  5. Jul 22, 2024
  6. Jul 17, 2024
  7. 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
  8. Jan 24, 2024
  9. Dec 19, 2023
  10. Dec 18, 2023
  11. Dec 11, 2023
  12. Nov 30, 2023
  13. Nov 22, 2023
  14. Oct 23, 2023
  15. Oct 19, 2023
  16. Sep 28, 2023
  17. Sep 27, 2023
  18. Sep 12, 2023
  19. Apr 11, 2023
  20. Mar 29, 2023
  21. Mar 28, 2023
    • Sébastien Villemot's avatar
      New field: M_.discretionary_orig_eq_nbr · 4282c985
      Sébastien Villemot authored
      It indicates the number of equations written in the model block by the user in
      the discretionary policy case.
      4282c985
    • Sébastien Villemot's avatar
      New fields: M_.ramsey_orig_{eq,endo}_nbr · cecc9aad
      Sébastien Villemot authored
      – M_.ramsey_orig_endo_nbr is the number of endogenous variables in the model
        present just before adding the Lagrange multipliers and computing the Ramsey
        FOC; it is by construction equal to the number of equations that will be added
        by the process of computing the FOCs
      – M_.ramsey_orig_eq_nbr is the number of equations in the model present just
        before adding the Lagrange multipliers and computing the Ramsey FOC; it is by
        construction equal to the number of Lagrange multipliers that will be added by
        the process of computing the FOCs
      
      Note that both may be greater than the number of endogenous/equations written
      by the user, because some auxiliary variables may have already been added.
      
      Also note that the number of policy instruments in M_.ramsey_orig_endo_nbr −
      M_.ramsey_orig_eq_nbr
      
      As a consequence, drop M_.ramsey_eq_nbr (which was actually equal to
      M_.ramsey_orig_endo_nbr) and M_.orig_eq_nbr (which was actually equal to
      M_.ramsey_orig_eq_nbr, but would also be set in the non-Ramsey case). The new
      names are clearer.
      cecc9aad
    • Sébastien Villemot's avatar
      Always set options_.{ramsey,discretionary}_policy at the preprocessor level · 70192aec
      Sébastien Villemot authored
      And set them before any computation is done.
      
      These fields should rather be in M_.
      70192aec
    • 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
    • Sébastien Villemot's avatar
      🐛 Incorrect cost table used when computing temporary terms in static model with “use_dll” · a8fc8e7a
      Sébastien Villemot authored
      It was erroneously using MATLAB costs, leading to possible
      inefficiencies (though those cost tables are probably not very accurate and
      should be revised).
      a8fc8e7a
  22. Mar 20, 2023
  23. Jan 23, 2023
  24. Jan 17, 2023
  25. Jan 13, 2023
  26. Jan 10, 2023
  27. Jan 05, 2023
  28. Jan 04, 2023
  29. Nov 30, 2022
    • Sébastien Villemot's avatar
      Remove call to setup_solvers.m · bb3475d5
      Sébastien Villemot authored
      It is no longer used in the new implementation of solve_algo={12,14}.
      
      However, the M_.lhs field that was created by setup_solvers.m is used from
      other places, so reimplement it at the preprocessor level.
      bb3475d5
  30. Nov 04, 2022
  31. Nov 02, 2022
  32. Oct 18, 2022
  33. Oct 11, 2022
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