- Nov 28, 2024
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Sébastien Villemot authored
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- Nov 20, 2024
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Sébastien Villemot authored
– enable new options InsertNewlineAtEOF and RemoveSemicolon – reformat the code accordingly
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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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- Apr 12, 2024
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Sébastien Villemot authored
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- Dec 01, 2023
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Sébastien Villemot authored
Automatically detected using clang-tidy with bugprone-reserved-identifier check. By the way, homogeneize the define identifiers in relation to camel case convention.
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Sébastien Villemot authored
Automatically detected using clang-tidy with modernize-use-nodiscard check.
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- Nov 30, 2023
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Sébastien Villemot authored
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- Nov 14, 2023
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Sébastien Villemot authored
Closes: #104
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- Sep 12, 2023
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Johannes Pfeifer authored
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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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- Mar 28, 2023
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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
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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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- Sep 20, 2022
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Sébastien Villemot authored
In particular, use a std::variant to store the values of options. This ensures that a given option name can have only one value (previously, for a given option name, it was possible to store several values as long as they were of different types).
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- May 18, 2022
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Sébastien Villemot authored
The vectors were previously stored as strings internally, which would not necessarily contain the commas which are required in JSON (but not in MATLAB/Octave). The fix consists in internally storing those options as std::vector. Closes: #96
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Sébastien Villemot authored
We follow the advice given by Josuttis in his book about move semantics. Deleting those member fuctions can be a bug if we want to allow copy semantics, because overload resolution will no longer fallback to the copy constructor/assignment operator when given an rvalue. In particular, this explain why it was not possible to delete the move assignment operator of the StaticModel class.
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- May 17, 2022
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Sébastien Villemot authored
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- Apr 21, 2022
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Sébastien Villemot authored
For use with perfect_foresight_with_expectation_errors_setup.
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- Apr 11, 2022
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Sébastien Villemot authored
The existing check would incorrectly fail if ramsey_constraints appeared before ramsey_{model,policy}. Also, the check would not terminate the processing in case of error. Closes: #91
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- Jul 16, 2021
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Sébastien Villemot authored
Consequently drop “occbin” option to “model”. Incidentally, allow more values in equation tag names (previously some keywords such as “alpha” were disallowed). Ref. #68
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- Jul 13, 2021
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Sébastien Villemot authored
Ref. #68
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- Jul 09, 2021
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Sébastien Villemot authored
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- Jun 09, 2021
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Sébastien Villemot authored
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- Jun 04, 2021
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Sébastien Villemot authored
Ref. dynare!1866
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- Apr 19, 2021
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Sébastien Villemot authored
The Julia code now uses the JSON output for retrieving the information that previously was in the driver file.
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- Feb 22, 2021
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Sébastien Villemot authored
Partially reverts f914837a and 567156aa.
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- Jan 08, 2021
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- Dec 12, 2020
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Johannes Pfeifer authored
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- Nov 26, 2020
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Sébastien Villemot authored
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- Jul 10, 2020
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Johannes Pfeifer authored
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- Feb 04, 2020
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Sébastien Villemot authored
Ref. dynare#1173
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- Dec 20, 2019
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Sébastien Villemot authored
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Sébastien Villemot authored
New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition” Ref. dynare!1688
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- Dec 12, 2019
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Sébastien Villemot authored
Closes: dynare#1677
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- Oct 24, 2019
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Sébastien Villemot authored
These functions should have been deleted in 946d105c.
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- Jul 05, 2019
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Sébastien Villemot authored
Note that this option does not modify the global options_.order, for consistency with the semantics of the identification command. The preprocessor will compute dynamic derivatives up to at least order+1. Closes #10
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- Apr 16, 2019
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Sébastien Villemot authored
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- Jan 15, 2019
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Sébastien Villemot authored
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- Jan 09, 2019
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Houtan Bastani authored
substitute leads/lags appropriately when identification or sensitivity statements are present. Issue: dynare#1631
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- Dec 11, 2018
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Sébastien Villemot authored
The idea is to make use of the dynamic_set_auxiliary_dseries.m file to generate the initial conditions for all auxiliary variables, including the diffs. Also remove the check done by the preprocessor for the lags in histval, since it does not work correctly with the diff operator.
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