- Apr 02, 2025
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Sébastien Villemot authored
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- Nov 08, 2024
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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
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- Sep 13, 2024
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Sébastien Villemot authored
The driver was calling “clear” before “global”, hence clearing local and not global variables (unless “global” had already been called at scope). Rather use “clearvars -global”.
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- Sep 09, 2024
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Sébastien Villemot authored
– New “heterogeneity_dimension” statement – New option “heterogeneity” to “var”, “varexo”, “parameters”, “model” and “shocks” statements – New “SUM()” operator in “model” block
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- Jul 22, 2024
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Sébastien Villemot authored
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- Jul 17, 2024
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Sébastien Villemot authored
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- May 16, 2024
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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).
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- Jan 24, 2024
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Sébastien Villemot authored
In particular, emit more explicit error messages in the presence of inconsistencies. Closes: #103
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- Dec 19, 2023
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Sébastien Villemot authored
Closes: #124
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- Dec 18, 2023
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Sébastien Villemot authored
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- Dec 11, 2023
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Sébastien Villemot authored
In particular, makes clearer the distinction between configuration and configuration file. The former includes information that is not in the latter (command-line options.)
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- Nov 30, 2023
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Sébastien Villemot authored
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- Nov 22, 2023
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Sébastien Villemot authored
Ref. dynare#1907
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- Oct 23, 2023
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Sébastien Villemot authored
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- Oct 19, 2023
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Sébastien Villemot authored
The two are now compatible, even though the bytecode representation will not be used.
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- Sep 28, 2023
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Willi Mutschler authored
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- Sep 27, 2023
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Sébastien Villemot authored
“clearvars” has been implemented in Octave since version 5.
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- Sep 12, 2023
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Johannes Pfeifer authored
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- Apr 11, 2023
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Sébastien Villemot authored
Adapt the code accordingly.
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- Mar 29, 2023
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Sébastien Villemot authored
The implementation no longer relies on ramsey_policy.m at the MATLAB/Octave level. By the way, drop ModFileStructure::ramsey_model_present, which is now redundant.
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Sébastien Villemot authored
The check was only done with ramsey_policy.
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- Mar 28, 2023
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Sébastien Villemot authored
It indicates the number of equations written in the model block by the user in the discretionary policy case.
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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.
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Sébastien Villemot authored
And set them before any computation is done. These fields should rather be in M_.
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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
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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).
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- Mar 20, 2023
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Sébastien Villemot authored
Previously, the MinGW location was appended multiple times to the PATH variable, which in some cases would make the variable too long and thus dysfunctional. The variable is now initialized once when the worker threads are created. By the way, move the macOS+Octave environment variable initializations to the same place, for consistency.
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- Jan 23, 2023
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Sébastien Villemot authored
No longer needed since perfect_foresight_problem MEX has moved to the sparse representation.
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- Jan 17, 2023
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Sébastien Villemot authored
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- Jan 13, 2023
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Sébastien Villemot authored
As a consequence, and as a temporary measure, always output the non-block-decomposed legacy representation. Also drop the block kalman filter output, and drop now useless variables in M_.block_structure.
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- Jan 10, 2023
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Sébastien Villemot authored
Use std::filesystem::file_status and cached directory entries information to avoid extra filesystem operations.
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- Jan 05, 2023
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Sébastien Villemot authored
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- Jan 04, 2023
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Sébastien Villemot authored
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- Nov 30, 2022
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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.
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- Nov 04, 2022
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Sébastien Villemot authored
This is now possible since the block decomposition is always computed. Of course, the information is not printed if the decomposition failed.
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- Nov 02, 2022
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Sébastien Villemot authored
Ref. dynare#1859
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Sébastien Villemot authored
The new representation is only supported for MATLAB/Octave, C and Julia output for the time being. Bytecode and JSON are unsupported. This commit adds new fields in M_. This is a preliminary step for dynare#1859.
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- Oct 18, 2022
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Sébastien Villemot authored
In that case, the block-DR routines will not be called.
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- Oct 11, 2022
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Sébastien Villemot authored
This simplifes the treatment of the new sparse representation, which creates several subdirectories in the “+” package folder.
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