10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
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It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Stéphane Adjemian (Charybdis)
04b0e8aaa1
Bug fix related to missing aux variables if fourth argument is empty.
2020-05-26 17:43:07 +02:00
Stéphane Adjemian (Charybdis)
84ec142463
Return paths for the exogenous variables.
2020-04-09 10:40:46 +02:00
Stéphane Adjemian (Charybdis)
f8bb514632
Return paths for all the endogenous variables if fourth argument is empty.
2020-04-08 17:59:23 +02:00
Stéphane Adjemian (Charybdis)
6ffbda470e
Use merge instead of horcat.
2020-03-13 17:44:35 +01:00
Stéphane Adjemian (Charybdis)
4bd775948e
Allow empty argument.
2020-03-13 17:44:09 +01:00
3e3f8fbfbc
Cosmetic changes.
2019-02-13 15:19:19 +01:00
3cfd588d3f
Allow initialization with histval block.
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[skip ci]
(cherry picked from commit e9688560f6
2019-02-13 15:19:18 +01:00
5a55448ff4
Set default initial conditions of varexo for IRFs and forecasts in backward models.
2018-02-28 15:31:21 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
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# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
af4d0bc9f5
Make backward model IRF routine also return the impulses.
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- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
(cherry picked from commit 6e527b467d
2017-11-16 18:01:38 +01:00
6e527b467d
Make backward model IRF routine also return the impulses.
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- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
2017-11-16 17:54:00 +01:00
b274fd4716
Fixed test on M_.Sigma_e (backward model irf routine).
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(cherry picked from commit dc670e0199
2017-11-15 15:04:46 +01:00
dc670e0199
Fixed test on M_.Sigma_e (backward model irf routine).
2017-11-15 15:01:34 +01:00
edf89bf1d7
backward_model_irf: fix typo
2017-11-10 10:35:12 +01:00
27375f7272
backward_model_irf: remove useless assignment of variables
2017-10-30 11:31:37 +01:00
1397c53438
backward_model_irf: fix typo
2017-10-30 11:28:11 +01:00
4b4c3db3b9
Allow shocks over multiple periods in backward model routine.
2017-10-14 16:35:01 +02:00
56d3adb778
Chek if variance of the shocks in backward model IRF routines are defined when required.
2017-10-14 16:05:55 +02:00
bc76988b01
Fixed bug in bakward model IRF routine.
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Missing index.
2017-10-14 15:31:52 +02:00
1b042f01e0
Added new interface for specifying shocks in backward models IRFs.
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By passing dseries objects to backward_model_irf routine.
(cherry picked from commit 366acf5bac
2017-10-12 12:18:18 +02:00
904ce4b4c9
Fixed backward model IRFs and added an interface for baseline scenario.
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Note that there is an additional argument (2nd position) for the shocks
baseline scenario.
2017-10-10 09:29:26 +02:00
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00
e5bbcf41b6
Efficiency change.
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find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
637b0b0212
Fixed bug (missing 'exact' when calling strmatch).
2017-08-10 13:15:06 +02:00
44cadbd51b
Fixed errors introduced by recent changes in simul_backward_model.
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(cherry picked from commit f7399f4d74
2017-07-31 16:31:43 +02:00
a1f86b97e2
Allow lags on exogenous variables for backward models forecasts and IRFs.
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TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7
2017-06-14 00:08:14 +02:00
cfd82e28e4
Added routine computing IRFs of backward looking model.
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(cherry picked from commit 647505526a
2017-06-14 00:05:16 +02:00
Sébastien Villemot
Stéphane Adjemian (Charybdis)
Stéphane Adjemia (Scylla)
Stéphane Adjemian (Charybdis)
Houtan Bastani