stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'master' into new_ep

time-shift
Michel Juillard 2015-07-21 14:05:47 +02:00
parent 9b8077fc28 1a2dbdc4d8
commit 808fc067e2
3 changed files with 33 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
license.txt
View File

@ -177,19 +177,11 @@ License: GPL-3+ with Autoconf exception
Files: m4/ax_boost_base.m4
Copyright: 2008 Thomas Porschberg <thomas@randspringer.de>
2009 Peter Adolphs
License: other
Copying and distribution of this file, with or without modification, are
permitted in any medium without royalty provided the copyright notice
and this notice are preserved. This file is offered as-is, without any
warranty.
License: permissive-autoconf
Files: m4/ax_compare_version.m4
Copyright: 2008 Tim Toolan <toolan@ele.uri.edu>
License: other
Copying and distribution of this file, with or without modification, are
permitted in any medium without royalty provided the copyright notice
and this notice are preserved. This file is offered as-is, without any
warranty.
License: permissive-autoconf
Files: m4/ax_latex_bibtex_test.m4 m4/ax_latex_class.m4 m4/ax_tex_test.m4
Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
@ -859,3 +851,9 @@ License: CC-BY-SA-4.0
licenses.
.
Creative Commons may be contacted at creativecommons.org.
License: permissive-autoconf
Copying and distribution of this file, with or without modification, are
permitted in any medium without royalty provided the copyright notice
and this notice are preserved. This file is offered as-is, without any
warranty.

4
matlab/dynare_estimation_1.m
View File

@ -504,7 +504,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
oo_.Smoother.TrendCoeffs = trend_coeff;
oo_.Smoother.Variance = P;
i_endo = bayestopt_.smoother_saved_var_list;
if options_.nk ~= 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
if ~isempty(options_.nk) && options_.nk ~= 0 && (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file)))
oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead, ...
i_endo,:);
if isfield(options_,'kalman_algo')
@ -522,7 +522,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
i1 = dr.order_var(bayestopt_.smoother_var_list(i));
eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = ' ...
'atT(i,:)'';']);
if options_.nk > 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
if ~isempty(options_.nk) && options_.nk > 0 && ~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.pshape> 0) && options_.load_mh_file))
eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ...
' = squeeze(aK(1,i,2:end-(options_.nk-1)));']);
end

23
tests/steady_state/Linear_steady_state_xfail.mod Normal file
View File

@ -0,0 +1,23 @@
// Test whether a nonlinear equation specfied as a linear model is correctly filtered out
var A;
varexo epsilona;
parameters rho;
rho = .42;
model(linear);
log(A) = rho*log(A(-1)) + epsilona;
end;
initval;
A = 1.34;
end;
steady;