056548ba76
Merge pull request #1152 from JohannesPfeifer/headers
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Cosmetic changes to various function headers
2016-04-08 23:29:16 +02:00
3af546fa7a
simplify writing of auxiliary variables definitions
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This will fail if external function are used in
auxiliary variables definition
2016-04-08 09:33:57 +02:00
e0dfba10ce
Merge pull request #1159 from MichelJuillard/auxiliary
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fixed bug with external function introduced in the
2016-04-07 18:30:07 +02:00
cffef33543
fixed bug with external function introduced in the
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refactoring to the _static file
2016-04-07 18:27:44 +02:00
6e514b7d1b
Merge pull request #1156 from MichelJuillard/auxiliary
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Auxiliary variables in static model
2016-04-05 08:48:04 +02:00
1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
00b605c084
Correct and clarify manual on shock_decomposition command
2016-04-02 17:36:53 +02:00
70bcef4933
analytic derivation: cleaning up
2016-04-01 18:45:19 +02:00
e446aaddb1
analytic derivation: use <fname>_static_params_deriv where needed
2016-04-01 18:45:19 +02:00
911d2c3d33
build full static model for analytical derivatives
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estimation code
2016-04-01 18:45:19 +02:00
c2a1975194
skipt expectation operator in substitution of auxiliary variables
2016-04-01 18:45:19 +02:00
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
5199638b3a
replacing auxiliary variables by their definition
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in static model. Doesn't work right yet.
2016-04-01 18:45:19 +02:00
7ce07c9abd
put orig_eq_nbr and ramsey_eq_nbr in mod_file_struct
2016-04-01 18:45:19 +02:00
bf5a3ab6da
Add headers to identification routines
2016-03-31 11:20:01 +02:00
62bdb510ab
Clarify documentation on oo_.FilteredVariablesShockDecomposition
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(cherry picked from commit b68304e1e8bda36269e87cc500b59ad7bc556d09)
2016-03-30 17:10:53 +02:00
ddb8e8f6e1
Clarify selected_variables_only option behavior
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(cherry picked from commit dcdd1e7f7a324cc8de653bf56e43091b546883a0)
2016-03-30 17:10:37 +02:00
bdb5068235
Added documentation for prior command (CLI).
2016-03-29 17:15:52 +02:00
f37d3afb14
Add headers for param_derivs-files
2016-03-29 15:57:49 +02:00
a40214ae8d
Document calib_smoother options.
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Closes #1146
2016-03-29 15:08:00 +02:00
69e8535a91
Add missing author name in NK_baseline.mod
2016-03-27 19:45:10 +02:00
16d8ee0c7b
Cosmetic changes to various function headers
2016-03-25 22:05:36 +01:00
a84be98454
Merge pull request #1151 from FerhatMihoubi/Branch_block_with_cutoff_0
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Fix :
2016-03-25 16:10:22 +01:00
d1a2b21639
Fix :
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"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
2016-03-25 15:38:49 +01:00
b688cbe5b2
Merge branch 'master' into johannes_perfect_foresight_test
2016-03-24 23:01:11 +01:00
e714dc1a9f
Fixed bug in homotopy.
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Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
45ed4662ac
Merge pull request #1142 from JohannesPfeifer/spectral_density
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Document spectral_density option of stoch_simul
2016-03-23 14:22:33 +01:00
d3f702f47b
Fixed bug (wrong number of arguments count).
2016-03-23 13:59:10 +01:00
109b57c35c
Fixed typo (misplaced underscore).
2016-03-23 12:24:19 +01:00
703cc97421
Merge branch 'master' into johannes-prefiltering_rebased
2016-03-23 11:32:20 +01:00
b4f06dd2d6
Account for options_.nk potentially being empty
2016-03-23 10:48:28 +01:00
94fe1de08a
Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m
2016-03-23 10:48:27 +01:00
f597709228
Condition setting of nobs and first_obs on existence of dataset
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Required in identification.
2016-03-23 10:48:26 +01:00
c17de9f6b8
Fix accounting for third input argument in dyn_forecast.m
2016-03-23 10:48:25 +01:00
14a15ec68b
Make sure options_-field logged_steady_state is correctly set in stoch_simul.m
2016-03-23 10:48:24 +01:00
da5f7243e9
Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
2016-03-23 10:48:23 +01:00
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
ee6b81284a
Correct header of DsgeSmoother.m and write_smoother_results.m
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Definition of updated variables was incorrect
2016-03-23 10:47:26 +01:00
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +01:00
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
a534b63383
Add constant to filtered and updated ML variables
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Harmonizes treatment across ML and Bayesian estimation
2016-03-23 10:46:29 +01:00
f3d7e946e3
Make simult_.m account for logged steady state
2016-03-23 10:36:00 +01:00
de4d90f88e
Make sure oo_.logged_steady_state is always correctly set
2016-03-23 10:35:59 +01:00
df1c7fce8a
Do not condition handing over of observable index on requesting forecasts
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Already the smoother uses them due to potential trends being present
2016-03-23 10:35:58 +01:00
018fed21cd
Add unit test for calibrated smoother
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Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
6f8ca74490
Factorize saving of smoother results
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Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
2016-03-23 10:31:11 +01:00
369d8dd7a4
Allow prefilter_decomposition as option if calib_smoother
2016-03-23 10:31:10 +01:00
fb20b464d4
Remove bayestopt_.mean_varobs and use dataset_info instead
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Closes #255
2016-03-23 10:31:09 +01:00
Stéphane Adjemian
Michel Juillard
Johannes Pfeifer
Houtan Bastani
Ferhat Mihoubi
Johannes Pfeifer