Stéphane Adjemian (Charybdis)
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2f5ce2403d
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Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
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2012-02-03 11:25:03 +01:00 |
Michel Juillard
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c6849a0194
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relaxing slightly the accuracy check in ep/linear.mod (the higher
accuracy didn't pass the test in Octave and could generate problems
accross machine or Matlab versions)
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2012-02-02 21:26:49 +01:00 |
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Stéphane Adjemian (Charybdis)
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119a8eee3b
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Added plot (Lagrange multiplier).
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2012-01-23 14:47:01 +01:00 |
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Stéphane Adjemian (Charybdis)
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0f1dd850ed
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Added one variable (LM) and one equation to ensure that the Lagrange multiplier is positive.
It appeared that the Lagrange multiplier simulated by EP is positive,
but the series simulated by SEP are most of the time negative.
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2012-01-23 14:46:25 +01:00 |
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Michel Juillard
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62b1ed7923
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correcting bug in extended path and added a test
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2012-01-21 17:50:11 +01:00 |
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Stéphane Adjemian (Charybdis)
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5c6d93d3f0
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Fixed bug (same problem as in f9dc4574).
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2011-12-26 11:53:08 +01:00 |
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Stéphane Adjemian (Charybdis)
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327f2cf3f0
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Fixed bug (related to the last changes in options_.ep structure).
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2011-12-26 11:53:08 +01:00 |
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Stéphane Adjemian (Charybdis)
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3e35dea96d
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Added plots. Comparison of SEP and EP.
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2011-12-22 11:17:24 +01:00 |
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Stéphane Adjemian (Charybdis)
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7a875fe562
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Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
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2011-12-21 18:54:32 +01:00 |
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Stéphane Adjemian (Charybdis)
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5ec78139c0
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Added variable for the expected term. Changed calibration.
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2011-12-20 17:05:35 +01:00 |
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Stéphane Adjemian (Charybdis)
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74e95eae61
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Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results...
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2011-12-19 18:13:34 +01:00 |
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Stéphane Adjemian (Charybdis)
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f6cc14eebf
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Reduced the size of the innovation, increased the number of simulations.
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2011-12-12 14:20:14 +01:00 |
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Stéphane Adjemian (Charybdis)
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20bd67a7aa
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Added test mod file for the extended path approach (with steady state file and a routine computing
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
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2011-12-09 18:08:12 +01:00 |