Stéphane Adjemian (Charybdis)
a59a2fae2d
Merge branch 'master' into ecb-master
2017-06-29 13:33:29 +02:00
Houtan Bastani
9a13adb111
preprocessor: print JSON deriv detail by default; use option to print less-detailed versions of dynamic/static models
2017-06-29 13:08:41 +02:00
Sébastien Villemot
f1ed349d6b
Enfore standard tmp directory when calling latex2html.
2017-06-29 12:32:21 +02:00
Sébastien Villemot
5feea2fc72
Update macro-processor slides (new @#include variant).
2017-06-28 18:19:10 +02:00
Sébastien Villemot
1270f12439
Drop texi2html requirement (obsolete software), use texi2any instead.
2017-06-28 17:24:26 +02:00
Stéphane Adjemian (Charybdis)
684861ce87
Fixed typos.
2017-06-28 15:35:05 +02:00
Houtan Bastani
c245edcd91
Merge branch 'master' into ecb-master
2017-06-28 12:16:05 +02:00
Houtan Bastani
1c2d116a0f
doc: fix up wording of JSON description
2017-06-28 12:13:23 +02:00
Houtan Bastani
3938381e99
preprocessor: write JSON output for original model when writing after transform pass
2017-06-28 12:04:04 +02:00
Houtan Bastani
170d90bd84
doc: fix bug introduced in 8e0791d05c
2017-06-28 11:08:17 +02:00
Houtan Bastani
8f6d66cb54
Merge branch 'master' into ecb-master
2017-06-28 11:06:08 +02:00
Houtan Bastani
8e0791d05c
doc: add info about JSON output
2017-06-28 11:02:16 +02:00
Houtan Bastani
d8ffd5e83c
Merge branch 'master' into ecb-master
2017-06-19 18:02:57 +02:00
Houtan Bastani
f917869439
doc: macOS related updates
2017-06-15 14:03:59 +02:00
Stéphane Adjemian (Charybdis)
0ed62fb476
Fixed authors ordering.
2017-06-11 02:25:05 +02:00
Stéphane Adjemian (Charybdis)
7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
Stéphane Adjemian (Charybdis)
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
Johannes Pfeifer
ac15f60ec6
Fix typo in manual and clarify analytic_derivation option
2017-05-27 18:30:40 +02:00
Houtan Bastani
ba5bbbb657
doc: fix menu typo
2017-05-17 10:16:08 +02:00
Houtan Bastani
20a453f1e7
doc: var_estimation (new), var_model (modify), var_forecast (modify)
2017-05-16 14:33:05 +02:00
Stéphane Adjemian
502612a5a5
Merge pull request #1451 from JohannesPfeifer/bvar_doc
...
Document how to set options for BVAR Irfs
2017-05-16 12:49:30 +02:00
Johannes Pfeifer
6dde340c1e
Document how to set options for BVAR Irfs
2017-05-14 18:37:34 +02:00
Stéphane Adjemian (Charybdis)
563d992a7a
Merge branch 'master' into ecb-master
2017-05-12 19:05:56 +02:00
Johannes Pfeifer
660b370fb3
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:06:16 +02:00
Stéphane Adjemian (Charybdis)
c2556cc80e
Merge branch 'master' into ecb-master
...
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Johannes Pfeifer
0361fb29dc
Add documentation of one_sided_hp_filter missing from f7175745ac
2017-05-02 12:27:27 +02:00
Stéphane Adjemian
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer
d7b2e271d7
Update documentation on sensitivity
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Closes #789
2017-04-27 12:03:02 +02:00
Johannes Pfeifer
451646ff16
Remove redundant ksstat option
...
Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis)
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
Houtan Bastani
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
Houtan Bastani
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
Houtan Bastani
14f4544a29
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
Stéphane Adjemian (Charybdis)
f9a462bf07
Added option nonlinear_filter_initialization.
...
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
8eefb6a747
Fixed warning introduced in b5c353f5a3
.
2017-04-03 11:25:05 +02:00
Johannes Pfeifer
b64aa57bc3
Update affiliation of Johannes
2017-04-01 19:59:29 +02:00
Houtan Bastani
6571f7ea68
doc: fix changes merged in ad2e1ffc8d
2017-03-28 11:56:38 +02:00
Johannes Pfeifer
b5f989ccb1
Manual: Define integer_vector
2017-03-28 11:39:44 +02:00
Johannes Pfeifer
368262d5f1
Update manual on realtime_shock_decomposition following Marco's description
2017-03-28 11:35:27 +02:00
Johannes Pfeifer
b5c353f5a3
Prevent Texinfo from replacing straight quotation marks in codes by italic ones
2017-03-27 12:36:18 +02:00
Johannes Pfeifer
14b8604de5
Restructure manual on shock_decomposition
...
- Introduces proper definition of output variables
- Clarifies various options
2017-03-27 12:35:36 +02:00
Johannes Pfeifer
94f09402a2
Manual: Add new subsections for commands not belonging to estimation
2017-03-27 11:43:07 +02:00
Houtan Bastani
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
Houtan Bastani
2be17e1ebd
doc: more fixes to documentation
2017-03-24 10:34:59 +01:00
Houtan Bastani
4f432b7e58
doc: update plot_shock_decomposition option names
2017-03-24 10:34:59 +01:00
Stéphane Adjemian
c24ebb6055
Merge pull request #1413 from JohannesPfeifer/manual_fix
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Fix typo in manual
2017-03-22 12:40:08 +01:00
Houtan Bastani
8bb2f5d91a
doc: add forecast menu item missing from 2ba82f46594ee51eb01df3bc95d23bca8bcadd6c
2017-03-22 09:41:10 +01:00
Houtan Bastani
a248d9b51f
doc: add var_model, var_expectation
2017-03-22 09:41:10 +01:00
Houtan Bastani
173de21aa0
doc bug: fix typo
2017-03-22 09:41:09 +01:00
Stéphane Adjemian (Charybdis)
121be35aca
Added varexobs in reference manual.
2017-03-22 09:41:09 +01:00