Merge pull request #977 from JohannesPfeifer/calib_smoother_fix
Account for unset options/fields after yesterday's PRtime-shift
commit
1fd63b0dd2
|
@ -301,7 +301,7 @@ if options_.use_calibration_initialization %set calibration as starting values
|
||||||
[xparam1,estim_params_]=do_parameter_initialization(estim_params_,xparam1_calib,xparam1); %get explicitly initialized parameters that have precedence to calibrated values
|
[xparam1,estim_params_]=do_parameter_initialization(estim_params_,xparam1_calib,xparam1); %get explicitly initialized parameters that have precedence to calibrated values
|
||||||
end
|
end
|
||||||
|
|
||||||
if ~isempty(estim_params_)
|
if ~isempty(estim_params_) && ~strmatch(fieldnames(estim_params_),'full_calibration_detected')
|
||||||
if ~isempty(bayestopt_) && any(bayestopt_.pshape > 0)
|
if ~isempty(bayestopt_) && any(bayestopt_.pshape > 0)
|
||||||
% Plot prior densities.
|
% Plot prior densities.
|
||||||
if ~options_.nograph && options_.plot_priors
|
if ~options_.nograph && options_.plot_priors
|
||||||
|
@ -332,7 +332,7 @@ if ~isempty(estim_params_)
|
||||||
end
|
end
|
||||||
end
|
end
|
||||||
|
|
||||||
if isempty(estim_params_)% If estim_params_ is empty (e.g. when running the smoother on a calibrated model)
|
if isempty(estim_params_) || strmatch(fieldnames(estim_params_),'full_calibration_detected')% If estim_params_ is empty (e.g. when running the smoother on a calibrated model)
|
||||||
if ~options_.smoother
|
if ~options_.smoother
|
||||||
error('Estimation: the ''estimated_params'' block is mandatory (unless you are running a smoother)')
|
error('Estimation: the ''estimated_params'' block is mandatory (unless you are running a smoother)')
|
||||||
end
|
end
|
||||||
|
|
|
@ -29,7 +29,11 @@ nc = 4;
|
||||||
nr = 3;
|
nr = 3;
|
||||||
endo_names = M_.endo_names;
|
endo_names = M_.endo_names;
|
||||||
fname = M_.fname;
|
fname = M_.fname;
|
||||||
dname = M_.dname;
|
if ~isfield(M_,'dname')
|
||||||
|
dname = options_.dirname;
|
||||||
|
else
|
||||||
|
dname = M_.dname;
|
||||||
|
end
|
||||||
yf = oo_.forecast.Mean;
|
yf = oo_.forecast.Mean;
|
||||||
hpdinf = oo_.forecast.HPDinf;
|
hpdinf = oo_.forecast.HPDinf;
|
||||||
hpdsup = oo_.forecast.HPDsup;
|
hpdsup = oo_.forecast.HPDsup;
|
||||||
|
|
|
@ -32,11 +32,19 @@ function xparam1=get_all_parameters(estim_params_,M_)
|
||||||
% You should have received a copy of the GNU General Public License
|
% You should have received a copy of the GNU General Public License
|
||||||
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
|
||||||
|
|
||||||
nvx = estim_params_.nvx;
|
if ~isempty(estim_params_)
|
||||||
ncx = estim_params_.ncx;
|
nvx = estim_params_.nvx;
|
||||||
nvn = estim_params_.nvn;
|
ncx = estim_params_.ncx;
|
||||||
ncn = estim_params_.ncn;
|
nvn = estim_params_.nvn;
|
||||||
np = estim_params_.np;
|
ncn = estim_params_.ncn;
|
||||||
|
np = estim_params_.np;
|
||||||
|
else
|
||||||
|
nvx = 0;
|
||||||
|
ncx = 0;
|
||||||
|
nvn = 0;
|
||||||
|
ncn = 0;
|
||||||
|
np = 0;
|
||||||
|
end
|
||||||
Sigma_e = M_.Sigma_e;
|
Sigma_e = M_.Sigma_e;
|
||||||
Correlation_matrix = M_.Correlation_matrix;
|
Correlation_matrix = M_.Correlation_matrix;
|
||||||
H = M_.H;
|
H = M_.H;
|
||||||
|
|
|
@ -96,34 +96,6 @@ var e_a; stderr 0.014;
|
||||||
var e_m; stderr 0.005;
|
var e_m; stderr 0.005;
|
||||||
end;
|
end;
|
||||||
|
|
||||||
steady_state_model;
|
|
||||||
dA = exp(gam);
|
|
||||||
gst = 1/dA;
|
|
||||||
m = mst;
|
|
||||||
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
|
|
||||||
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
|
|
||||||
nust = psi*mst^2/( (1-alp)*(1-psi)*bet*gst^alp*khst^alp );
|
|
||||||
n = xist/(nust+xist);
|
|
||||||
P = xist + nust;
|
|
||||||
k = khst*n;
|
|
||||||
|
|
||||||
l = psi*mst*n/( (1-psi)*(1-n) );
|
|
||||||
c = mst/P;
|
|
||||||
d = l - mst + 1;
|
|
||||||
y = k^alp*n^(1-alp)*gst^alp;
|
|
||||||
R = mst/bet;
|
|
||||||
W = l/n;
|
|
||||||
ist = y-c;
|
|
||||||
q = 1 - d;
|
|
||||||
|
|
||||||
e = 1;
|
|
||||||
|
|
||||||
gp_obs = m/dA;
|
|
||||||
gy_obs = dA;
|
|
||||||
end;
|
|
||||||
|
|
||||||
steady;
|
|
||||||
|
|
||||||
check;
|
check;
|
||||||
|
|
||||||
varobs gp_obs gy_obs;
|
varobs gp_obs gy_obs;
|
||||||
|
|
Loading…
Reference in New Issue