Stéphane Adjemian (Hermes)
|
3a5b221dde
|
Reduced the number of periods in integration tests for Extended Path.
|
2015-06-03 08:26:23 +02:00 |
Michel Juillard
|
a7ec5c7258
|
extended_path: adding missing files
|
2014-05-18 21:49:52 +02:00 |
Michel Juillard
|
23134353e3
|
extended_path: update tests models; correct bugs introduced in
previous commit
|
2014-05-12 14:17:19 +02:00 |
Stéphane Adjemian (Charybdis)
|
94fa6144bd
|
Fixed example ep/rbcii.mod (RBC model with endogenous labour supply and irreversible investment).
The leaded lagrange multiplier (associated with the positivity constraint on investment) was missing in the Euler equation.
|
2014-01-17 12:06:16 +01:00 |
Stéphane Adjemian (Scylla)
|
80868b2955
|
Bug fix (max function not yet implemented for dseries objects).
|
2013-12-16 09:54:49 +01:00 |
Stéphane Adjemian (Scylla)
|
8f8bfe6cc3
|
Renamed tests/ep/linear.mod as tests/ep/linearmodel.mod to avoid conflict with matlab's system identification toolbox.
|
2013-12-16 09:50:12 +01:00 |
Stéphane Adjemian (Charybdis)
|
cc0d9b42f0
|
Changed name of options_.maxit as options_.simul.maxit.
|
2013-10-09 13:06:06 +02:00 |
Michel Juillard
|
dd75baa9b4
|
stochastic extended path: new algorithm with leaner tree, new hybrid
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
|
2013-03-11 16:09:08 +01:00 |
Michel Juillard
|
5c893f501b
|
making extended path ready for parallel computing with parfor
|
2012-11-17 20:55:01 +01:00 |
Stéphane Adjemian (Charybdis)
|
34bcc9a20a
|
Added burnside asset pricing model in tests/ep.
|
2012-11-09 14:32:44 +01:00 |
Stéphane Adjemian (Charybdis)
|
b82813d3f9
|
Removed call to mean_preserving_spread routine in tests/rbc.mod.
|
2012-11-07 10:13:12 +01:00 |
Stéphane Adjemian (Charybdis)
|
63e4bb3f87
|
Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
|
2012-11-07 10:13:12 +01:00 |
Stéphane Adjemian (Charybdis)
|
9e0e025eba
|
Changed computing tasks in tests/rbcii.mod.
|
2012-11-07 10:13:12 +01:00 |
Stéphane Adjemian (Charybdis)
|
3271296592
|
Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).
|
2012-11-07 10:13:12 +01:00 |
Stéphane Adjemian (Charybdis)
|
f823bcf5fa
|
Deleted useless matlab routine for steady state (tests/rbcii.mod).
|
2012-11-07 10:13:11 +01:00 |
Stéphane Adjemian (Charybdis)
|
e75a54d35c
|
Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
|
2012-11-07 10:13:11 +01:00 |
Stéphane Adjemian (Charybdis)
|
a219a4b9e7
|
Fixed bug and cosmetic changes.
|
2012-11-07 10:13:11 +01:00 |
Stéphane Adjemian (Charybdis)
|
f9d8ee682c
|
Reduced the number of simulations.
|
2012-11-07 10:13:11 +01:00 |
Stéphane Adjemian (Charybdis)
|
59a62d87af
|
Fixed bugs.
|
2012-11-07 10:13:11 +01:00 |
Sébastien Villemot
|
02efbd31a8
|
Convert files to Unix EOL
|
2012-06-08 19:10:19 +02:00 |
Michel Juillard
|
1fc2d78ddf
|
dminished number of nodes and order of computation in
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
|
2012-06-08 18:38:36 +02:00 |
Sébastien Villemot
|
a87cac34ca
|
Preprocessor iface to extended_path
|
2012-06-08 17:36:32 +02:00 |
Michel Juillard
|
e98aa4df90
|
fixing problem with irreversible investment tests case ep/rbcii.mod
|
2012-06-05 15:57:40 +02:00 |
Michel Juillard
|
62b1b9a2cc
|
extend test case rbcii until stochastic order = 3
|
2012-06-02 16:21:02 +02:00 |
Michel Juillard
|
944c19ab51
|
fixing extended_path test case
|
2012-06-02 11:36:00 +02:00 |
Michel Juillard
|
ec05f302b7
|
Removing debugging code for extended path. Updating test cases.
|
2012-06-01 15:01:25 +02:00 |
Michel Juillard
|
dd5cb335fb
|
changes to stochastic perfect foresight simulation (still doesn't work
correctly with ZLB)
|
2012-04-21 21:41:07 +02:00 |
Stéphane Adjemian (Charybdis)
|
8c4f2c79b7
|
Changed options conformably to the previous commits.
|
2012-03-08 12:52:53 +01:00 |
Stéphane Adjemian (Charybdis)
|
cfed4b8aaa
|
Changed some options and the test criteria which has to depend on the value of options_.dynatol.x.
|
2012-03-08 12:50:28 +01:00 |
Michel Juillard
|
3785962519
|
fixing extended-path test
|
2012-03-06 12:42:37 +01:00 |
Michel Juillard
|
bad8746e77
|
corrected bugs in extended path. The code works now with
./tests/ep/linear.mod
|
2012-03-04 20:59:57 +01:00 |
Stéphane Adjemian (Charybdis)
|
133e51e6d6
|
Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
|
2012-02-04 18:44:57 +01:00 |
Stéphane Adjemian (Charybdis)
|
2f5ce2403d
|
Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
|
2012-02-03 11:25:03 +01:00 |
Michel Juillard
|
c6849a0194
|
relaxing slightly the accuracy check in ep/linear.mod (the higher
accuracy didn't pass the test in Octave and could generate problems
accross machine or Matlab versions)
|
2012-02-02 21:26:49 +01:00 |
Stéphane Adjemian (Charybdis)
|
119a8eee3b
|
Added plot (Lagrange multiplier).
|
2012-01-23 14:47:01 +01:00 |
Stéphane Adjemian (Charybdis)
|
0f1dd850ed
|
Added one variable (LM) and one equation to ensure that the Lagrange multiplier is positive.
It appeared that the Lagrange multiplier simulated by EP is positive,
but the series simulated by SEP are most of the time negative.
|
2012-01-23 14:46:25 +01:00 |
Michel Juillard
|
62b1ed7923
|
correcting bug in extended path and added a test
|
2012-01-21 17:50:11 +01:00 |
Stéphane Adjemian (Charybdis)
|
5c6d93d3f0
|
Fixed bug (same problem as in f9dc4574).
|
2011-12-26 11:53:08 +01:00 |
Stéphane Adjemian (Charybdis)
|
327f2cf3f0
|
Fixed bug (related to the last changes in options_.ep structure).
|
2011-12-26 11:53:08 +01:00 |
Stéphane Adjemian (Charybdis)
|
3e35dea96d
|
Added plots. Comparison of SEP and EP.
|
2011-12-22 11:17:24 +01:00 |
Stéphane Adjemian (Charybdis)
|
7a875fe562
|
Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
|
2011-12-21 18:54:32 +01:00 |
Stéphane Adjemian (Charybdis)
|
5ec78139c0
|
Added variable for the expected term. Changed calibration.
|
2011-12-20 17:05:35 +01:00 |
Stéphane Adjemian (Charybdis)
|
74e95eae61
|
Added new test file for (S)EP. For an autoregressive process SEP and EP should give the same results...
|
2011-12-19 18:13:34 +01:00 |
Stéphane Adjemian (Charybdis)
|
f6cc14eebf
|
Reduced the size of the innovation, increased the number of simulations.
|
2011-12-12 14:20:14 +01:00 |
Stéphane Adjemian (Charybdis)
|
20bd67a7aa
|
Added test mod file for the extended path approach (with steady state file and a routine computing
the mean preserving spread correction): Real Business Cycle model with endogenous labour and CES
production function.
|
2011-12-09 18:08:12 +01:00 |