Commit Graph

7 Commits (008f30ea0718c7924b24804a656334f75a87ce96)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 904ce4b4c9 Fixed backward model IRFs and added an interface for baseline scenario.
Note that there is an additional argument (2nd position) for the shocks
baseline scenario.
2017-10-10 09:29:26 +02:00
Stéphane Adjemian (Scylla) 510eccd965 Fixed routines for backward model simulation (with IRFs and forecasts). 2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla) e5bbcf41b6 Efficiency change.
find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
Stéphane Adjemian (Scylla) 637b0b0212 Fixed bug (missing 'exact' when calling strmatch). 2017-08-10 13:15:06 +02:00
Stéphane Adjemian (Scylla) 44cadbd51b Fixed errors introduced by recent changes in simul_backward_model.
(cherry picked from commit f7399f4d74)
2017-07-31 16:31:43 +02:00
Stéphane Adjemian (Charybdis) a1f86b97e2 Allow lags on exogenous variables for backward models forecasts and IRFs.
TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis) cfd82e28e4 Added routine computing IRFs of backward looking model.
(cherry picked from commit 647505526a)
2017-06-14 00:05:16 +02:00