ee891948e0
Moved IntegrationAgorithm under options_.ep.stochastic
2019-04-18 18:03:57 +02:00
13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
3a5b221dde
Reduced the number of periods in integration tests for Extended Path.
2015-06-03 08:26:23 +02:00
23134353e3
extended_path: update tests models; correct bugs introduced in
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previous commit
2014-05-12 14:17:19 +02:00
b82813d3f9
Removed call to mean_preserving_spread routine in tests/rbc.mod.
2012-11-07 10:13:12 +01:00
a219a4b9e7
Fixed bug and cosmetic changes.
2012-11-07 10:13:11 +01:00
944c19ab51
fixing extended_path test case
2012-06-02 11:36:00 +02:00
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
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correctly with ZLB)
2012-04-21 21:41:07 +02:00
bad8746e77
corrected bugs in extended path. The code works now with
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./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
133e51e6d6
Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
2012-02-04 18:44:57 +01:00
327f2cf3f0
Fixed bug (related to the last changes in options_.ep structure).
2011-12-26 11:53:08 +01:00
5ec78139c0
Added variable for the expected term. Changed calibration.
2011-12-20 17:05:35 +01:00
f6cc14eebf
Reduced the size of the innovation, increased the number of simulations.
2011-12-12 14:20:14 +01:00
20bd67a7aa
Added test mod file for the extended path approach (with steady state file and a routine computing
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the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
2011-12-09 18:08:12 +01:00
Stéphane Adjemian
Stéphane Adjemian (Hermes)
Michel Juillard