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53 Commits (master)

Author SHA1 Message Date
Stéphane Adjemian (Argos) 415a86d1d9
Add example for PAC equation (with estimation). 2024-01-29 15:23:03 +01:00
Johannes Pfeifer b215eedb4b NK_baseline.mod: set up shocks block in a way that standard deviation parameters can be estimated 2023-12-20 08:39:21 +01:00
Stéphane Adjemian (Guts) 1983dc13a3
Make examples/fs2000.mod closer to the original code. 
- Use (old default) mode_compute=4 which is closer to the algorithm
   used by Frank Schorfheide and ensures that the hessian matrix is well
   behaved (contrary to the new default, because of the asymptote at 0
   in the beta prior for autoregressive parameter ρ).

 - Change parameterization for mst. A normal prior on mst is not
   equivalent to a normal prior on log(mst) (which is done the
   parameterization in the JAE paper).

Closes #2177.
 2023-12-14 14:05:37 +01:00
Johannes Pfeifer 162813225d
fs2000.mod: provide actual replication 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1905
 2023-12-14 14:05:37 +01:00
Sébastien Villemot 56289c72d0
Drop obsolete Dynare++ example 
[skip ci]
 2023-12-07 16:04:33 +01:00
Johannes Pfeifer 3a115d4fcc Remove full oo_ input from likelihood functions 2023-10-02 09:48:34 +02:00
Willi Mutschler 649f668dd1
cosmetical: don't use hh for figure/plot/table handles 
We use it to denote the hessian and even store it in many mat files.
 2023-09-19 13:26:33 +02:00
Johannes Pfeifer ce4da25a5c Ramsey_Example.mod: add welfare measure for Taylor rule 2022-09-14 15:44:37 +02:00
Johannes Pfeifer c2283443df fs2000.mod: add mode_check plots and fix datatomfile command 2022-08-03 10:30:38 +02:00
Johannes Pfeifer b3a5a44c2b Fix typo in Ramsey_steady_file.mod 2022-07-12 09:48:36 +02:00
Johannes Pfeifer ab6b642596 NK_baseline_steadystate.m: provide proper error handling 2022-05-17 12:34:48 +02:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files 
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
 2022-04-13 14:54:25 +02:00
Johannes Pfeifer 51fdb6b1cb NK_baseline.mod: correct comment 
[skip CI]
 2021-12-08 11:01:31 +01:00
Johannes Pfeifer cf6621187e
Add example for system prior 
(@stepan removed trailing spaces)
 2021-08-17 19:39:02 +02:00
Stéphane Adjemian (Charybdis) c46f661669
Cosmetic changes (remove trailing spaces). 2021-08-16 12:26:20 +02:00
Johannes Pfeifer 564855af4a
Occbin: add example 2021-08-16 11:37:53 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Johannes Pfeifer 1ce2ad22c5 Add example for user-defined steady state file 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1576
 2020-11-13 14:29:36 +01:00
Stéphane Adjemian (Odysseus) 248ad18846 Merge remote-tracking branch 'Dynare/master' into enterprise 
Fixed conflicts in:

 - .gitlab-ci.yml
 - matlab/dynare_config.m
 - matlab/dynare_solve.m
 - matlab/initvalf.m
 - matlab/perfect-foresight-models/make_ex_.m
 - matlab/perfect-foresight-models/perfect_foresight_setup.m
 - mex/build/matlab/Makefile.am
 - mex/build/matlab/configure.ac
 - mex/build/octave/Makefile.am
 - mex/build/octave/configure.ac
 - mex/sources/Makefile.am
 - preprocessor
 - tests/Makefile.am
 2020-09-17 14:53:32 +02:00
Sébastien Villemot 82ec87933a
Examples: convert some files to UTF-8 
Those files were in ISO-8859-1 encoding, which is being phased out.

By the way, use typographic quotes.

[skip ci]
 2020-09-07 17:24:53 +02:00
Johannes Pfeifer 00747b497c Modernize NK_baseline.mod 2020-02-25 19:38:11 +01:00
Johannes Pfeifer c48542c3f3 NK_baseline_steadystate.m: add copyright notice 2020-02-25 19:33:57 +01:00
Johannes Pfeifer 647ba4e99b Add example mod-file for Ramsey and OSR 
Closes https://git.dynare.org/Dynare/dynare/issues/1645
 2020-01-10 17:56:22 +01:00
Johannes Pfeifer 0c01c31491 Remove global variables from user-defined steady state files 
M_ and options_ are now passed as an input; params is an output as in the _steadystate2.m files
 2019-11-26 17:05:14 +01:00
Houtan Bastani afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE 2019-10-02 14:09:21 +02:00
Johannes Pfeifer 2d03ca3e62 NK_baseline_steadystate.m: Cosmetic changes 2019-08-10 09:02:27 +02:00
Sébastien Villemot b080e5d7b1 Convert the ramst.mod example to new perfect foresight syntax 2018-06-06 16:43:16 +02:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Johannes Pfeifer a940bed446 NK_baseline.mod: handle forgotten parameter dependence 2017-05-26 10:19:01 +02:00
Stéphane Adjemian (Charybdis) feee6f8b7a Fixed typo. 2017-03-15 17:24:45 +01:00
Stéphane Adjemian (Charybdis) 284df20445 Closes #1403. 2017-03-15 16:51:59 +01:00
Johannes Pfeifer 90affdd775 Clarify the timing convention in dynare++ 
Closes #1244
 2016-08-21 10:22:56 +02:00
Stéphane Adjemian (Charybdis) adb1471a3a Added example for dynare++ in windows package. 
Closes #1178.
 2016-05-26 15:05:59 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Johannes Pfeifer 69e8535a91 Add missing author name in NK_baseline.mod 2016-03-27 19:45:10 +02:00
Houtan Bastani 943db6fb24 testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111 2015-12-01 13:53:08 +01:00
Johannes Pfeifer 0eb834ae25 Replace fsolve by fzero to not use a Matlab toolbox 
Closes #1095
 2015-10-17 08:52:57 +02:00
Johannes Pfeifer c56ad96c86 Add disclaimer on prior for rho to fs2000.mod 
Closes #357
 2015-08-06 15:19:23 +02:00
Johannes Pfeifer 85099e0fb7 Use steady_state_model block in fs2000_nonstationary.mod 2015-07-09 08:34:45 +02:00
Johannes Pfeifer 5cea6e6ef2 Clarify which model variant is used in fs2000.mod 2015-07-09 08:34:22 +02:00
Johannes Pfeifer 024ea6973e Get rid of redundant initval in fs2000.mod 
Was replaced by steady_state-model-block
 2014-01-30 08:57:01 +01:00
Sébastien Villemot 771113f8b9 Merge pull request #548 from JohannesPfeifer/master 
Clean up steady state file examples/NK_baseline_steadystate.m to make it...
 2013-12-03 05:46:30 -08:00
Johannes Pfeifer a0934d0c57 Add example3 that uses steady_state_model block to call fsolve 2013-12-03 14:41:38 +01:00
Johannes Pfeifer 1b5641575f Clean up steady state file examples/NK_baseline_steadystate.m to make it Dynare 4 compatible. 
Also shows how to use file to impose restrictions using the check indicator
 2013-12-03 14:41:07 +01:00
Sébastien Villemot ed7f17b06f Rewrite examples/fs2000.mod with a steady_state_model block. Improve the doc. 2013-12-03 13:04:39 +01:00
Johannes Pfeifer cdb8f793b5 Fix agtrend.mod 2013-09-10 16:49:21 +02:00
Johannes Pfeifer 5798501da0 Adds mod-file of a well-documented non-linear New Keynesian model with 
recursive formulation of price setting equations where the steady state
file is used to update parameters and invoke a non-linear solver.
 2013-04-27 21:12:50 +02:00
Sébastien Villemot ab40dca690 Fix typo 2012-04-03 15:01:22 +02:00
Sébastien Villemot aaad44e192 Add example from Aguiar and Gopinath (2004) 2012-04-03 12:49:58 +02:00