Commit Graph

547 Commits (0de34265c1d244ac11a8e4856c5e591a6f96b60d)

Author SHA1 Message Date
assia d999166b14 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1533 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 12:00:54 +00:00
assia 0db897f0af header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1532 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:48:28 +00:00
assia 1f29e89eea header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1531 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:36:48 +00:00
assia 0392bb55a5 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1530 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:31:19 +00:00
assia 713f2ed1d9 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1529 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:16:18 +00:00
assia a80aa9eb17 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1528 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:12:25 +00:00
michel 759e94fe63 v4: uploading version w32/2007b of dlls
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1527 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 09:13:07 +00:00
michel b63703fcf3 v4: modified build.m for R2007b Windows. mjdgges.mexw32 is still crashing
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1526 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 09:08:34 +00:00
sebastien 4c95507b66 v4: unified build system for MEX files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1519 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-28 15:37:26 +00:00
sebastien c4e78163b8 v4: removed mex/common/
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1518 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-28 13:51:34 +00:00
assia 59e8deea2e header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1517 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:27:11 +00:00
assia 1c5f5f2b69 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1516 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:25:26 +00:00
assia b3bdbb0f22 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1515 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:13:52 +00:00
assia 218ca21202 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1514 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:06:34 +00:00
assia c28961e7fe header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1513 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 16:57:36 +00:00
assia 7112bd6006 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1512 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 16:32:21 +00:00
michel ed0b94f402 v4: added build.m for gensylv f or glnxa64. Needs to be generalized for other OS/ARCH
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1511 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 11:47:19 +00:00
michel 9d9826766c v4: corrected bugs in kronecker dlls for Linux 64
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1510 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 11:21:20 +00:00
michel 33baab148b v4 check.m: corrected bug when no exogenous variable and save results in oo_.dr
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1509 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 19:42:19 +00:00
assia 2f7b6c4037 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1508 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:32:02 +00:00
assia 01f0f35314 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1507 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:30:56 +00:00
assia ef3a16535f header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1506 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:29:30 +00:00
assia e4a722710a header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1505 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:28:15 +00:00
assia 56c3a4db32 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1504 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:27:02 +00:00
assia 08aa815359 header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1503 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:21:18 +00:00
assia 25e3fe8e3b header updated
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1502 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 15:48:12 +00:00
michel 8c023c9b5c v4: updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1501 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 11:54:14 +00:00
michel 374d590835 v4: adapted kroneker dlls for Matlab versions < 7.5 (Windows) Linux versions < 7.5 still to be done
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1500 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 10:52:31 +00:00
adjemian 13241ddc68 Removed useless conditions.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1499 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 18:04:05 +00:00
adjemian 7108106807 Deleted dlls.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1498 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 17:53:20 +00:00
adjemian 47a3549a81 Deleted call to different versions of gensylv.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1497 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 17:00:01 +00:00
adjemian 99a6889d95 Declaration of the paths to the mex files (depending on the version of matlab).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1496 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 16:40:48 +00:00
adjemian 598a6363f1 Creation of a subdirectory mex in the matlab folder (sources + mex files).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1495 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 15:58:38 +00:00
michel a60ab498f6 v4: corrected bugs for option SMOOTHER. There are still problems with variable and file names
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1486 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-13 20:34:07 +00:00
michel 22247c809f v4: correcting bug with deterministic exogenous variables in stochastic models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1485 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-11 15:41:48 +00:00
adjemian 3eea736e30 Corrected bug related to the constant in bvar-dsge.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 16:31:15 +00:00
sebastien ddc81ce534 v4 bvar_forecast: added storage of results in oo_
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 14:27:37 +00:00
michel 5a7379091d v4 dr.m: changed the test for identifying operating system
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1480 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:23:57 +00:00
michel 1e226a9783 v4 dr1: corrected typo in 'computer == 'PCWIN'
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1479 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:20:33 +00:00
michel b5669458e6 v4: under Windows, kronecker dlls are only available for version 2007b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1478 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-06 20:12:20 +00:00
michel d0f0887580 v4: adding DLLs for fast A*kron(B,C)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1474 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-06 00:06:52 +00:00
adjemian 7823073f6c Added calls to mex files in dr1 + Correction of bugs.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1470 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-02 21:18:10 +00:00
michel 17bfdcc1d9 v4 resid.m: added test for case with no exogenous variable
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1467 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-29 14:33:18 +00:00
michel 522e27e636 v4: csolve uses analytical Jacobian when possible
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1465 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:16:13 +00:00
michel 05fcaed7d2 v4 ramsey_dynamic.m: corrected bug variable is absent at the current period
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1464 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:12:45 +00:00
michel fab7d08c0e v4 ramsey_static.m: corrected bug when there are more than one instrument
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1463 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:10:53 +00:00
michel f60bb42588 v4 parser: corrected bug for normcdf in DynareBison.yy
begin implementation of homotopy (not finished)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1461 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-26 16:31:48 +00:00
ferhat d884d8a397 New features:
- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code: 
  New option in model : sparse
  Example:
  Model(SPARSE);
  ….
  End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model. 
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of  the Newton Method. Two Krylov's solvers are considered : 
   + Generalized Minimum Residual Method (GMRES) 
   + BiConjugate Gradients Stabilized (BICGSTAB)
  To call them the SIMULATE command has to be completed with a new option : METHOD which could have three   different values : 
   + LU : (default value)  Sparse LU resolution
   + GMRES 
   + BICGSTAB
	 	Example:
 			simul(periods=100, method=lu);
                        or        simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:24:01 +00:00
michel 7f2ea748b3 v4: updated dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1446 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-19 10:43:11 +00:00
adjemian 1795e5d6f6 Moved AkronBC.cc
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1445 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-16 12:59:55 +00:00
adjemian d9db719b7b Added mex file to compute A*kron(B,B) or A*kron(B,C).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1443 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 14:58:56 +00:00
michel 8204b9abd6 v4 global_initialization.m: added default for options_.dsample = 0
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1442 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 13:00:35 +00:00
adjemian c14493361b Added estimation of bvar-dsge models with constant.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1441 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-14 17:42:18 +00:00
michel a82c653ab2 v4 matlab: removed empty () for compatibility with older version of Matlab
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1439 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-09 10:22:08 +00:00
adjemian 3ca2614711 Bug correction and headers.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1438 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-08 17:23:53 +00:00
michel 2f904524dc v4: added gensylv75 for compatibility with Matlab 2007b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1436 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:53:38 +00:00
michel 7152bfb6e5 call gensylv75() for Matlab release 2007b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1435 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:52:11 +00:00
adjemian 2e41644573 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1434 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-10-19 20:28:48 +00:00
adjemian 14e1a06d06 Bug correction (Second order solution for big models).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1432 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 14:55:17 +00:00
adjemian f5f4ecea26 Bug correction (Second order solution for big models)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1431 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 13:58:59 +00:00
adjemian 020035a81b Add posterior variance decomposition.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1426 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-12 17:02:04 +00:00
adjemian 130a947a7e Bug correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1423 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 16:11:55 +00:00
adjemian 3d4ae90e22 Code factorization.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1422 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 13:20:09 +00:00
adjemian aa9b217788 Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 15:36:00 +00:00
michel 396a3306cc update of dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1415 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:49:43 +00:00
michel 221e230e21 update of dynare_m.exe
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1414 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:47:12 +00:00
adjemian 0480677d66 Bug correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 15:44:06 +00:00
adjemian d9f56bfde9 Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 14:40:43 +00:00
michel e62027a296 v4 initial_estimation_checks: added a check for *_steadystate.m accuracy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1403 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-01 11:53:28 +00:00
michel 7a87a7b200 v4: corrected bug in handling of trend_coeff
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1402 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-01 09:39:32 +00:00
michel 23277f1f87 v4 steady_: corrected bug when checking values returned by *_steadystate.m
Triggers an error when *_steadystate.m returns wrong values


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1401 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-29 08:20:06 +00:00
sebastien b619eef664 v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-28 13:43:21 +00:00
michel f3375020fc v4: bug in handling of options_.trend_coeffs
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1399 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-27 15:35:40 +00:00
adjemian 4a0aeb12de Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 16:25:25 +00:00
adjemian 0c3d36eb11 Bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 13:10:50 +00:00
sebastien 3bc0201f59 v4 bvar_toolbox.m: fixed bug and documentation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 11:48:20 +00:00
adjemian 07965db080 Estimation of the posterior theoretical 2nd order moments. Results are saved in oo_. This function can be called directly from the *.mod file by the user (no input argument needed).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1393 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 22:54:23 +00:00
adjemian 7b7339cad4 Other cosmetic changes...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:50:36 +00:00
adjemian a53e4db7ab Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:22:16 +00:00
adjemian 6ea51663a6 Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:15:49 +00:00
adjemian 01f5e9aa1f Just some cosmetic changes!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 12:34:30 +00:00
adjemian 1224cec429 Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 12:17:56 +00:00
gary c96ce67a80 test of commit
added blank line at line 3


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1382 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-08-30 13:33:54 +00:00
adjemian a1c0424585 Correction of a bug related to the penalty on dsge_prior_weight.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-26 08:50:38 +00:00
adjemian 9549b0dd42 Correction of a bug related to info.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-26 08:21:54 +00:00
adjemian ac15bfa388 Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-25 13:25:38 +00:00
sebastien 185ebc09bd v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 14:00:22 +00:00
sebastien b241abc87e v4 bvar_*: minor changes in comments
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 13:43:44 +00:00
adjemian daef6d60b6 Correction of a bug related to BVAR-DSGE. After the estimation of the DSGE posterior mode, dynare was computing the hessian matrix associated to the BVAR-DSGE...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1369 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-13 14:55:21 +00:00
adjemian 01e7407d76 Correction of a bug with mh_recover.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1344 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 14:50:09 +00:00
adjemian 6d6174d6ae Added a penalty when the bvar-dsge prior is not proper (too small values of dsge_prior_weight).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 14:43:00 +00:00
adjemian 269329cac2 Corrections for bvar-dsge estimation and irfs.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 08:43:25 +00:00
sebastien 2074327cd9 v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:49:26 +00:00
sebastien 52ee61764a v4 bvar_forecast.m: fixed bug in RMSE computation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:37:57 +00:00
adjemian 254a2df272 Correction of a bug in bvar-dsge estimation.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:32:28 +00:00
michel d75d2a459b v4 stoch_simul.m: added storage of IRFs in oo_.irfs
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 04:34:24 +00:00
michel 125b4c004a v4: added graphs of smoothed variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1334 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-30 06:39:02 +00:00
michel 40733b85bb v4: new function for ramsey_policy; correction in ramsey_dynamic.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1333 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-30 06:33:17 +00:00
sebastien 86360d9eb4 v4: added BVAR code for computing marginal density and forecasting
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 22:42:30 +00:00
michel ec4d29935d v4 solve1.m: corrected convergence criterium max(abs(fvec)) < tolf instead of f < tolf
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1330 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 14:48:55 +00:00
sebastien 4074588719 v4 read_variables.m: added missing semicolon
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1329 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 10:04:23 +00:00
adjemian d1820cd778 Correction of a bug related to mode_compute=6 (displayed progress information was wrong).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1328 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-22 14:35:56 +00:00
adjemian e48f546b4c mode_check option for bvar-dsge.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1326 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-22 09:23:45 +00:00
michel 01ecabb717 v4 set_parameters.m: corrected bug when estimating covariances
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1325 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 14:52:18 +00:00
michel 482c5d2c3a v4 osr1: correcting the correction ...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1324 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 13:57:31 +00:00
michel 9c935698a5 v4 osr1: corrected bug in call to dynare_solve
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1323 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 13:51:53 +00:00
michel fd8ebccfbc v4 dynare_estimation: added call to PosteriorMomentsVarendo (not yet completed)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1320 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-17 13:01:02 +00:00
adjemian 50137ebfb3 documentation update.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1318 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:59:31 +00:00
adjemian 0fa73bb1f3 Set the parameters to the posterior mean after a metropolis.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1317 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:52:53 +00:00
adjemian 5d9c00ccf4 Correction of bugs
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 19:56:31 +00:00
michel de75d3a682 v4: put back dynare_m.exe: users expect it
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1313 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 18:39:43 +00:00
michel 2aef3f5e9d v4: resurrecting ramsey_dynamic.m and ramsey_static.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1312 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-10 16:00:47 +00:00
michel 188a128446 v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1311 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:49:55 +00:00
michel 51d6ff2d85 v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1310 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:45:38 +00:00
michel 85ea921bc1 v4: changed initialization for steady state solver tolerances
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1309 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:35:05 +00:00
michel fc69acc2ec v4: removing dynare_m.exe from the archive
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1308 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:27:06 +00:00
michel 5167246461 v4 state_space.m: tried to protect the code against the fact that in some version of Matlab the union of 2 scalars is a column vector and in others a row vector ....
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1307 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 12:37:39 +00:00
adjemian 564cf13c2d options_.mh_recover was not declared (default value is 0)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1305 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:45:37 +00:00
michel 1a0e8b5114 v4 : removed ramsey_dynamic.m and ramsey_static.m that shouldn't be there
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1304 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:39:36 +00:00
adjemian eec90d413f Correction of a bug related to option mh_recover
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1303 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 10:41:44 +00:00
adjemian 1a4ca385a3 Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-04 14:26:49 +00:00
ferhat 77d6a24cf7 Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
michel 500727c0cb v4 PosteriorIRF.M: matched function name with filename
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 08:59:27 +00:00
ferhat 9af2e461c3 New release of deterministic simulation.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
michel 56da813fec v4 dynare.m: make it foolproof for directory names with spaces
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1291 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-25 19:18:14 +00:00
michel 708f2b992b v4 dynare_estimation.m: parameters must be set before computing the steady state
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1290 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 09:21:15 +00:00
adjemian 0826fe1b72 bug correction: an underscore was missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1287 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 06:55:40 +00:00
adjemian fc4e25adec M_ is saved with oo_ in _results.mat
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1286 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:58:55 +00:00
adjemian e1385d2cd5 More efficient code using recursive approach to compute the mean and covariance matrix.
The posterior mode, obtained from the metropolis-hastings, and the inverse of the estimated covariance matrix are saved in <NAME_OF_THE_MOD_FILE>_mh_mode.mat.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1285 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:54:39 +00:00
adjemian 243484b387 offset is updated after each call.
Documentation of the function.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1284 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:50:20 +00:00
sebastien 6e4e16a378 v4 ReshapeMatFiles.m: fixed bug introduced in r1103 when there is only one stored file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1276 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-14 08:56:39 +00:00
ratto 5ad7e3b4a1 xparam1 as a column vector for posterior mean.
This eliminates error in loading _mean file.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 07:14:34 +00:00
michel 8ee3650ac3 v3+4 parser: reverted wrong correction to histval a few months ago
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1251 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:59:29 +00:00
ratto a57ca32ce8 Enabled PosteriorSmoother.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1250 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:47:28 +00:00
adjemian e7a65da202 DsgeSmoother() returns the state equation + documentation.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1249 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 14:21:11 +00:00
adjemian cec9b756dc Do not print the steady state flag!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1248 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:58:18 +00:00
adjemian be4be64408 Prior densities are also saved in oo_ (new field).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:54:35 +00:00
adjemian 1c2d99c935 typo correction.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1246 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:52:50 +00:00
michel 5115f8430d v4 resol.m: correcting bug with linear models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:50:31 +00:00
michel 4271844ffe v4 parser: M_.params initialized with Nan rather than zeros
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1243 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:49:41 +00:00
ratto bc703117ac sensitivity toolbox: interpreter none for legends in rmse analysis;
bug when post mean not available

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1242 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 13:26:40 +00:00
ratto 5b019261bb modified rmse plots
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1241 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 11:51:33 +00:00
ratto 4b4c48adce updated for newrat using new dsgelikelihood
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1240 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 09:59:58 +00:00
michel daa8057161 v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1239 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 10:25:01 +00:00
ratto 6218d28bb8 bug with ksstat initialization for screening
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1238 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 09:25:15 +00:00
ratto 7d2fdbd595 Fixed bug with sensitivity analysis samples.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1237 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:30:50 +00:00
ratto 6d6e3020b3 _static file name defined also when _steadystate file is available
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1236 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:23:14 +00:00
ratto 28da4a09c5 Updated sensitivity package !!!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1235 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:19:51 +00:00
ratto 663fdccdec bug in last term of my_ordeig
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1234 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-23 09:44:58 +00:00
adjemian fbe123b88a A call to dr1 was missing.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1231 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:56:16 +00:00