Commit Graph

13 Commits (1007ea13015fddf673683eaa0e7f420c288a356d)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 95076d5c72 Fixed initial condition of stochastic simulation of backward looking models.
Do not initialize with the steady state. Use histval if available,
default initialization is 0 (which may be problematic).
2016-12-01 13:32:54 +01:00
Stéphane Adjemian (Charybdis) 80f1baad7e Changed solver in simul_backward_nonlinear_model. 2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Charybdis) 6c7f3f1932 Added input to pass sequence of shocks. 2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes) ea1ebfa911 Added argument to simul_backward_nonlinear_model.
First input argument is a vector for the initial condition of the
endogenous variables. If empty, the steady state of the model is used.
2016-05-24 17:28:24 +02:00
Stéphane Adjemian (Hermes) e507a6d0a9 Fixed copyright header. 2016-05-24 17:28:24 +02:00
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Stéphane Adjemian (Hermes) 472f6c4a1c Fixed typo. 2016-02-29 15:46:40 +01:00
Stéphane Adjemian (Hermes) 87955c61d0 Fixed bug in the routine simulating backward looking non linear stochastic models. 2016-02-26 21:31:50 +01:00
Sébastien Villemot 3fe5a728c6 Remove bad_cond_flag argument from solve1.
This flag was not grounded on any solid theoretical foundation.

This commit actually makes solve_algo=2 to be exactly the same than solve_algo=4.
2014-02-04 17:56:27 +01:00
Stéphane Adjemian (Charybdis) 6d71f76762 Renamed options_.solve_maxit as options_.simul.maxit 2013-10-09 15:38:35 +02:00
Sébastien Villemot 0ab230b474 Fix copyright notices 2012-10-31 17:03:49 +01:00
Michel Juillard 70e162c736 removed globals from solve1.m 2012-08-06 23:32:40 +02:00
Stéphane Adjemian (Charybdis) 9c5bbd5c09 Added a routine to simulate a backward looking stochastic model with arbitrary precision (needed for PEA). 2012-06-18 14:59:52 +02:00