a911568b37
Updated dseries submodule and reference manual.
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Remove the possibility to instantiate an empty dseries with a range of dates.
2015-09-14 14:07:51 +02:00
fbd178c5be
preprocessor: add horizon option to ms_forecast
2015-09-08 17:28:08 +02:00
c96b8392d3
doc: fix typo that caused repeated entries in index
2015-09-07 11:49:17 +02:00
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
d280cbfb1a
doc: fix typos
2015-08-31 14:33:00 +02:00
edcddd9008
Merge pull request #1037 from JohannesPfeifer/rolling_window
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Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
ae49cddd1d
preprocessor: allow for [paths] block in dynare config file. closes #1039
2015-08-28 18:06:30 +02:00
2518f6c83c
preprocessor: macroprocessor: add @#includepath macro. #1039
2015-08-28 14:43:26 +02:00
c9a808f704
doc: add documentation related to 1ba04976aa
2015-08-27 17:49:32 +02:00
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +02:00
de9f5cd8e1
Merge pull request #1023 from JohannesPfeifer/posterior_std
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Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
670de60a72
Fixed typo (missing macro in texinfo doc).
2015-08-13 14:24:01 +02:00
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
8a09c61adb
Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
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Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
2015-08-11 11:24:58 +02:00
9a7aac65de
fixing type in documentation
2015-07-29 09:23:16 +02:00
0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
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Closes #979
2015-07-28 15:23:53 +02:00
2209944c7c
Merge pull request #1000 from JohannesPfeifer/collect_latex
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Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
7541cf0132
Merge pull request #996 from JohannesPfeifer/doc_allowed_names
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Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
19b7f5ea7f
Bugfixes related to collect_LaTeX_Files.m
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- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
d4629d4ba4
Add info on allowed variable names to manual
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Closes #341
2015-07-24 13:13:43 +02:00
36e7bcdbcd
Add headers and more documentation to shock_decomposition.m and graph_decomp.m
2015-07-24 10:08:43 +02:00
08b42f9adb
Add disclaimer to manual regarding reset of mode-file.
2015-07-23 17:19:09 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2cb58be875
Merge pull request #969 from JohannesPfeifer/documentation
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Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
a4cee3929d
doc: change xref to ref
2015-07-20 10:55:17 +02:00
722036aea5
doc: change xref to ref, fix grammar
2015-07-20 10:52:17 +02:00
e7239fe0fc
change xref to ref
2015-07-20 10:49:45 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
33e6b873e6
fix typo
2015-07-15 08:41:10 +02:00
b5a0114872
Fixed bug in reference manual (missing escape parameter).
2015-07-08 23:34:33 +02:00
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
387fd6698b
Add to manual that DSGE-VAR is incompatible with presample.
2015-07-08 10:14:27 +02:00
01605edda3
Cosmetic fixes to manual
2015-07-08 10:09:43 +02:00
8e7a4bd805
Clarify nobs statement.
2015-07-08 10:06:08 +02:00
723754d057
Elaborate on mode_check graphs for particle filter
2015-07-08 09:43:18 +02:00
a3c4c40ed0
Add restriction for first_obs with DSGE-VAR to manual
2015-07-08 09:22:21 +02:00
df55ddc6ac
Improve documentation of presample option
2015-07-08 08:54:11 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
20c292a730
Update manual entries related to TeX-Output
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Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
f0167d8cd5
Cosmetic fixes to manual
2015-06-08 16:49:40 +02:00
dec37f372a
Document options for silent mode-finding
2015-06-08 16:49:40 +02:00
35040725bb
Document TaRB algorithm
2015-06-08 16:49:39 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
6b69297c27
Improve documentation of relative_irf option
2015-06-08 16:39:07 +02:00
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
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This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
c9b05575f5
Add missing anchor to manual
2015-06-05 21:52:11 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer
Michel Juillard
Johannes Pfeifer