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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
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18
license.txt
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@ -177,19 +177,11 @@ License: GPL-3+ with Autoconf exception
Files: m4/ax_boost_base.m4 Files: m4/ax_boost_base.m4
Copyright: 2008 Thomas Porschberg <thomas@randspringer.de> Copyright: 2008 Thomas Porschberg <thomas@randspringer.de>
2009 Peter Adolphs 2009 Peter Adolphs
License: other 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.
Files: m4/ax_compare_version.m4 Files: m4/ax_compare_version.m4
Copyright: 2008 Tim Toolan <toolan@ele.uri.edu> Copyright: 2008 Tim Toolan <toolan@ele.uri.edu>
License: other 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.
Files: m4/ax_latex_bibtex_test.m4 m4/ax_latex_class.m4 m4/ax_tex_test.m4 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> Copyright: 2008 Boretti Mathieu <boretti@eig.unige.ch>
@ -859,3 +851,9 @@ License: CC-BY-SA-4.0
licenses. licenses.
. .
Creative Commons may be contacted at creativecommons.org. 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
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@ -504,7 +504,7 @@ if (~((any(bayestopt_.pshape > 0) && options_.mh_replic) || (any(bayestopt_.psha
oo_.Smoother.TrendCoeffs = trend_coeff; oo_.Smoother.TrendCoeffs = trend_coeff;
oo_.Smoother.Variance = P; oo_.Smoother.Variance = P;
i_endo = bayestopt_.smoother_saved_var_list; 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, ... oo_.FilteredVariablesKStepAhead = aK(options_.filter_step_ahead, ...
i_endo,:); i_endo,:);
if isfield(options_,'kalman_algo') 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)); i1 = dr.order_var(bayestopt_.smoother_var_list(i));
eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = ' ... eval(['oo_.SmoothedVariables.' deblank(M_.endo_names(i1,:)) ' = ' ...
'atT(i,:)'';']); '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,:)) ... eval(['oo_.FilteredVariables.' deblank(M_.endo_names(i1,:)) ...
' = squeeze(aK(1,i,2:end-(options_.nk-1)));']); ' = squeeze(aK(1,i,2:end-(options_.nk-1)));']);
end end

23
tests/steady_state/Linear_steady_state_xfail.mod Normal file
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@ -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;