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149 Commits (0ec62c6360a28b03e4b0da0f43500199394ce23a)

Author SHA1 Message Date
adjemian 897a084881 New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-10 19:37:26 +00:00
ratto d98d723d2c fixed bug in forecast call 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@934 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 07:31:43 +00:00
michel f49e236a7d v4: another correction for restricted states with multiple lags 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@933 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-27 19:49:03 +00:00
michel 79a93c9adb v4: corrected bug around restricted steadystate 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@932 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-26 12:13:38 +00:00
michel 4691f6d1c6 v4: restricted state debugging 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-18 19:36:10 +00:00
michel cb9fb1b353 v4: changes around restricted state space representation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-17 15:23:45 +00:00
adjemian 66722531f8 Added the steady state provided by the _steadystate file is checked in steady_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:16:34 +00:00
adjemian 9e266024f8 Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-13 12:39:23 +00:00
michel e2882021d4 v4: various updates to Matlab code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-24 13:07:26 +00:00
michel 9ca72bce64 v3+v4 dynare_estimation.m: allow for computation of posterior and nothing else 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@867 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-10 13:44:54 +00:00
adjemian 6c9f5e4b66 Corrections related to the use of options posterior_mode_estimation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@844 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-28 10:00:31 +00:00
adjemian 455493c132 Added, option logdata (=1 if data provided to dynare are in log, default is 0) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@833 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-25 13:08:43 +00:00
adjemian ae9416c6a5 Removed rawdata = log(rawdata) if option_.loglinear = 1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@823 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-18 12:28:12 +00:00
adjemian 6eac49b1d7 Correction of bugs related to the _steadystate file. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@822 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-17 08:47:30 +00:00
adjemian 70d622c027 Changed call to metropolis.m. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@816 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-05 14:06:45 +00:00
adjemian 0fd478dd6f Small changes in gmhmaxlik.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-05 12:42:01 +00:00
adjemian 07d09ed858 Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-06-28 17:35:05 +00:00
michel e424c799ce adding dynare_v4/matlab/doc with m2html documentation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@805 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-06-27 19:46:58 +00:00
michel 21f989819e v4: reduced state space for likelihood computation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@781 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-06-03 19:45:05 +00:00
adjemian 757a5f4af2 Added theoretical spectral density (in stoch_simul.m) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-05-24 16:46:32 +00:00
adjemian b41e93a3c1 Plot the priors if and only if mode_compute>0 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@777 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-05-23 19:47:07 +00:00
michel c3af16b444 v4 dynare_estimation.m: changed default of options_.irf to 40 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-29 17:06:24 +00:00
ratto 682ff004d9 corrected bug with options_filtered_step_ahead 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@689 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-23 13:10:32 +00:00
adjemian 7b4807632c Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@684 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-17 11:20:25 +00:00
michel 71cf74483f v4: sensitivity code reshaped and optimizer updated [Marco] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@679 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-13 11:46:43 +00:00
adjemian 3a4db43a83 various bugs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@666 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 13:04:50 +00:00
adjemian 5752b399d7 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-03-08 17:27:09 +00:00
adjemian 58cb6e42b6 TeX formatting and various things... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@656 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-06 08:38:11 +00:00
michel 00fac4544c v4 updating computing statistics from Metropolis (not finihesd) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@655 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-05 21:01:27 +00:00
michel 50ab0c0473 v4 dynare_estimation.m: added options filter_step_ahead and nk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@648 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-05 15:09:06 +00:00
adjemian 0f8add00e6 Correction of bugs related to TeX formatting. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@642 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-03 14:06:44 +00:00
michel 742df69762 v4 added M.Ratto's change to diffuse filter/smoother and optmizer 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@641 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-03 13:13:00 +00:00
michel 158b4b13d2 v4: modifying data handling 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@626 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-02-14 10:35:34 +00:00
adjemian d000e3ae0b Removed empty arguments () 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@613 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-19 15:38:00 +00:00
michel 6e23ddbf6d v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-18 16:50:33 +00:00
michel cabb3f9820 v4 dynare_estimation.m: added tests mh_replic > 1000 & mh_nblocks > 1 before calling McMcDiagnositcs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@601 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-16 12:41:42 +00:00
michel 2e66335d0b v4 dynare_estimation.m: corrected bug on options_.trend_coeffs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@597 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-13 16:07:06 +00:00
michel 71a4fd49c8 v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@590 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-08 08:39:00 +00:00
michel de1ad98111 v3 dynare_estimation: corrected bug whith mean_varobs when prefilter==1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@548 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-12-13 12:53:57 +00:00
michel 0b1416872b v4, dynare_estimation.m: moved optimset instructions and set MH file size to 1e6 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@496 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-10-13 20:21:14 +00:00
adjemian a6ec6bd2ec Added posterior impulse response functions. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@477 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-10-02 15:16:18 +00:00
adjemian 884bff3678 posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@462 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-26 12:40:14 +00:00
adjemian b425351404 Added posterior densities 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@461 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-25 14:10:41 +00:00
adjemian 51798798db Correction of a bug in dynare_estimation.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@460 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-24 11:48:17 +00:00
adjemian 36eed29a91 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@459 ac1d8469-bf42-47a9-8791-bf33cf982152 2005-09-24 10:36:26 +00:00
michel 1eb9483cc5 dynare_estimation: adapted handling of parameter names 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@455 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-11 16:15:22 +00:00
michel c449f14021 adding M. Ratto's optimizer 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@449 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-11 09:48:39 +00:00
adjemian 21f4445d2e New version with equal length mh files 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@443 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-10 10:04:22 +00:00
michel 9a9872fd33 dynare_v4 from CVS 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-02-18 19:54:39 +00:00