1. 22 Jul, 2021 3 commits
  2. 21 Jul, 2021 17 commits
  3. 20 Jul, 2021 3 commits
  4. 19 Jul, 2021 3 commits
  5. 16 Jul, 2021 2 commits
  6. 15 Jul, 2021 5 commits
  7. 14 Jul, 2021 1 commit
  8. 13 Jul, 2021 1 commit
  9. 11 Jul, 2021 2 commits
  10. 09 Jul, 2021 1 commit
    • Sébastien Villemot's avatar
      New perfect_foresight_with_expectation_errors_{setup,solver} commands · abd64c25
      Sébastien Villemot authored
      These command solve the problem where agents think they know perfectly the
      future (they behave as in perfect foresight), but make expectation errors.
      Hence they can potentially be surprised in every period, and their expectations
      about the future (incl. the final steady state) may change.
      Currently the sequence of information sets needs to be passed through a CSV
      file. Another interface may be added in the future.
      The algorithm uses a sequence of (true) perfect foresight simulations (not
      necessarily as many as there are periods, because if the information set does
      not change between two periods, there is no need to do a new computation).
      There are two possibilities for guess values:
      — the default is to use the initial steady state for the simulation using the
        first-period information set; then use previously simulated values as guess
      — alternatively, with the terminal_steady_state_as_guess_value option, use the
        terminal steady state as guess value for all future periods (this is actually
        what the “true” perfect foresight solver does by default)
  11. 08 Jul, 2021 2 commits
    • Sébastien Villemot's avatar
      Manual: update several links to old Dynare wiki · 9f934bbc
      Sébastien Villemot authored
      In several places, there was only a general link to the old Dynare wiki. This
      can be confusing, because we no longer use this wiki. Rather use specific links
      to the pages that were not migrated to the new wiki.
      [skip ci]
    • Sébastien Villemot's avatar
      Preprocessor update · 11951b4f
      Sébastien Villemot authored
      — New “structural” option to “var_model” (#1785)
      — Remove support for obsolete syntax: var_model(order = 2) X Y Z;
      — “var_model” statement: make “eqtags” option mandatory