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Author SHA1 Message Date
Johannes Pfeifer ec55e6b7c6 Use official English translation of Johannes's affiliation 2023-06-21 13:15:43 -04:00
Johannes Pfeifer 3ba57f497f
Documentation: various LaTeX modernizations 
- Use UTF8-encoding
- Remove useless options and packages
- Use doi where possible
 2021-08-16 11:25:39 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Johannes Pfeifer a02beb825c bvar: fix description of lag lengths 2021-04-28 11:39:47 +02:00
Johannes Pfeifer 91563e50ac Update Johannes's affiliation 2020-08-04 18:09:40 +02:00
Johannes Pfeifer 6dde340c1e Document how to set options for BVAR Irfs 2017-05-14 18:37:34 +02:00
Johannes Pfeifer b64aa57bc3 Update affiliation of Johannes 2017-04-01 19:59:29 +02:00
Houtan Bastani 392829ef40 doc: fix typo 2016-11-24 15:19:50 +01:00
Stéphane Adjemian (Charybdis) a4fc0cb1a6 Fixed typo. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) f303378f54 Added warnings about the BVAR identification scheme. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) 9900c05560 Added missing command in list of BVAR commands. 2016-11-03 17:22:44 +01:00
Johannes Pfeifer fac3348dfe Add information on bvar_irf to bvar-a-la-sims.tex 2016-11-03 17:22:44 +01:00
Johannes Pfeifer c156a5907c BVAR: Save prior and posterior information in oo_ 2016-08-01 10:41:04 +02:00
Houtan Bastani 939ac02bad fix copyright dates 2016-03-15 12:45:57 +01:00
Johannes Pfeifer 6b31363d10 Save marginal data density from BVAR in oo_ 
Closes #1090
 2016-03-15 11:49:25 +01:00
Sébastien Villemot c031b463ff Use my @dynare.org address 2012-10-01 16:41:18 +02:00
Sébastien Villemot a1204b579a bvar_forecast does not provide in-sample forecasting capabilities 2012-08-10 15:18:46 +02:00
Sébastien Villemot 6dd8e9201b Cosmetic changes to the documentation of BVAR "à la Sims" 2011-09-08 18:09:37 +02:00
Sébastien Villemot ff7792a728 The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the 
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
 2011-09-08 18:09:21 +02:00
sebastien 4d50db71dd Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-13 17:39:30 +00:00
sebastien fbff270180 * Added BVAR a la sims examples in Octave testsuite 
* Switched BVAR example data to M-file instead of XLS


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2801 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-01 13:23:28 +00:00
sebastien 94433146d5 trunk: upgraded to GFDL 1.3 for all documentation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2321 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-18 13:39:46 +00:00
adjemian 4da95da54c v4.1: Posterior forecasts plots of bvar à la Sims report the median instead of the mean (because the median is less affected by the posterior draws such that the eigenvalues of the companion matrix are outside the unit circle). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2057 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-10 15:40:31 +00:00
sebastien ada0a05f49 v4 doc: 
* updates to the manual: added an empty entry for every new command, removed old commands
* fixed a typo in bvar_a_la_sims.tex
* added a warning in the Makefile about package docbook-xsl


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1957 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-16 10:47:39 +00:00
sebastien 81fae5c1a3 v4 bvar: changed nane of datafile for BVAR example (test.xls was too common a name) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1817 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-02 08:29:50 +00:00
sebastien ddc81ce534 v4 bvar_forecast: added storage of results in oo_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-07 14:27:37 +00:00
sebastien 3e6e5fcd28 v4 doc: updated documentation of BVAR commands 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1396 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 11:48:57 +00:00
sebastien 1a16b2c75c v4 doc: added documentation for BVAR 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1375 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 18:27:49 +00:00