0da05ae29d
Removed globals from set_all_parameters routine.
2012-06-07 15:13:39 +02:00
9ce6eeebc6
test: add [hooks] to config file
2012-06-07 13:45:50 +02:00
1c2bc9120a
config file: only allow GlobalInitFile option to hooks block, one more error check
2012-06-07 13:45:50 +02:00
585c98e515
change file type to unix
2012-06-07 13:45:50 +02:00
8dc1b9037d
Fixed bug in conditional forecasts (wrong indexing of the controlled variables).
2012-06-07 11:07:22 +02:00
e12748329b
Fixed bug reported by Johannes ( http://www.dynare.org/pipermail/dev/2012-May/002015.html ), see also trac#257.
2012-06-06 18:25:08 +02:00
fac9528014
Do not compute smoothed variables or forecasts if the model is
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estimated with a particle filter (the non linear smoother is not yet
implemented).
2012-06-06 18:25:08 +02:00
2b84951f4e
Added an entry in the manual for the particle filter.
2012-06-06 18:25:08 +02:00
ef1146f5a3
Fixed bug trac#202. Define the sigma_e_is_diagonal flag when no shocks block is declared in the mod file.
2012-06-06 18:25:08 +02:00
a341a4f8a3
Fixed bug in steady state check (issue with mean preserving spread corrections).
2012-06-06 18:25:07 +02:00
3cbd702b3e
Fixed bugs (initialization of the Kalman filter with the fixed point of the Riccatti equation).
2012-06-06 18:25:07 +02:00
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
9bea42f411
order=2 in estimation command now triggers particle filter
2012-06-06 17:08:53 +02:00
40fc16e618
Remove MATLAB short-circuit operators
2012-06-06 17:08:53 +02:00
425aabbc41
Fix function name
2012-06-06 17:08:53 +02:00
c666f92d01
Ref. manual: add note about default value of order option of stoch_simul
2012-06-06 17:08:53 +02:00
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
6cb7a5f1e5
Corrects a bug in the arguments returned by bytecode
2012-06-06 16:32:01 +02:00
72b25638e0
preprocessor: handle compilation warnings
2012-06-06 16:30:36 +02:00
7dbd826d7e
Code cleaning
2012-06-06 16:30:28 +02:00
a3e1d17b9e
Ramsey_policy is now compatible with bytecode option
2012-06-06 16:29:26 +02:00
976b807310
preprocessor: remove unused enum types (added in commit c6495dfc9d)
2012-06-06 16:27:44 +02:00
e2315e587e
oo_.dr needs also to be updated when bytecode option is used
2012-06-06 16:26:47 +02:00
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
bd9aeef1d0
Give the references to Dennis (2007) for discretionary_policy
2012-06-06 12:55:36 +02:00
a50e65fb6c
Rename set_stationary_variables_list to get_variables_list
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This function has nothing to do with stationary variables now that
unit_root_vars has been removed.
Closes : #218
2012-06-06 12:27:46 +02:00
6be50d5417
Add more info about analytic_derivation option
2012-06-06 11:45:36 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
9867003dc9
build system: set min autoconf version to 2.62
2012-06-05 16:25:15 +02:00
e98aa4df90
fixing problem with irreversible investment tests case ep/rbcii.mod
2012-06-05 15:57:40 +02:00
5fdcd124c4
Require Automake 1.11
2012-06-05 15:49:08 +02:00
008d95935c
Fix bug introduced in 4b86df05
2012-06-05 09:48:03 +02:00
4395259b74
Fix MATLAB compatibility issue
2012-06-05 09:23:30 +02:00
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
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The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
4b86df0581
Preprocessor: remove MATLAB short-circuit operators
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They emit a warning under Octave
2012-06-04 17:18:13 +02:00
5dd9c844b3
Implement determistic simulation of purely backward models
2012-06-04 16:14:01 +02:00
b727aa1b92
Simplify sim1_purely_forward
2012-06-04 16:13:03 +02:00
4b2405a014
New function for deterministic simulation of purely forward models
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Deprecates simk.m which can now be removed
Closes : #143
2012-06-04 15:26:39 +02:00
bda8dd9505
Fix header of sim1a.m
2012-06-04 12:07:30 +02:00
25b6638522
Remove duplicate test file
2012-06-04 12:03:32 +02:00
8ad27aba0c
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
62b1b9a2cc
extend test case rbcii until stochastic order = 3
2012-06-02 16:21:02 +02:00
6e555a1539
removed specialized code for solving purely forward models: it is true
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that it is possible to derive the solution function by a simple
inversion, but this doesn't check that all eigenvalues are larger than
one. It is better to use the standard algorithm with QZ decomposition
2012-06-02 14:14:24 +02:00
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
dc7c0fa74d
Include prior info in penalty with Bayesian estimation.
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This can improve a bit optimization routines when parameter go beyond prior bounds during line search algorithms or when numerical gradient is computed.
2012-05-31 14:44:16 +02:00
32c6c50d9c
Fixed optimizer = 5 for dsge-vars and all other cases that do not allow computing the outer product of gradient (non-linear optimizers as well).
2012-05-31 14:42:52 +02:00
82e9336346
Fixed call to renamed bfgsi1.m
2012-05-31 14:41:41 +02:00
842f2ea875
fixed bug related to clear priordens;
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(manual cherry pick from 4.2 branch
Commit:a5ab2d0d4f2f0f5da3d79b13b90ac1754b12c2ea)
2012-05-31 14:40:23 +02:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Ferhat Mihoubi
Michel Juillard
Marco Ratto