2074327cd9
v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:49:26 +00:00
52ee61764a
v4 bvar_forecast.m: fixed bug in RMSE computation
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:37:57 +00:00
254a2df272
Correction of a bug in bvar-dsge estimation.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:32:28 +00:00
d75d2a459b
v4 stoch_simul.m: added storage of IRFs in oo_.irfs
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 04:34:24 +00:00
125b4c004a
v4: added graphs of smoothed variables
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1334 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-30 06:39:02 +00:00
40733b85bb
v4: new function for ramsey_policy; correction in ramsey_dynamic.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1333 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-30 06:33:17 +00:00
86360d9eb4
v4: added BVAR code for computing marginal density and forecasting
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 22:42:30 +00:00
ec4d29935d
v4 solve1.m: corrected convergence criterium max(abs(fvec)) < tolf instead of f < tolf
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1330 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 14:48:55 +00:00
4074588719
v4 read_variables.m: added missing semicolon
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1329 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 10:04:23 +00:00
d1820cd778
Correction of a bug related to mode_compute=6 (displayed progress information was wrong).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1328 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-22 14:35:56 +00:00
e48f546b4c
mode_check option for bvar-dsge.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1326 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-22 09:23:45 +00:00
01ecabb717
v4 set_parameters.m: corrected bug when estimating covariances
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1325 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 14:52:18 +00:00
482c5d2c3a
v4 osr1: correcting the correction ...
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1324 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 13:57:31 +00:00
9c935698a5
v4 osr1: corrected bug in call to dynare_solve
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1323 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 13:51:53 +00:00
fd8ebccfbc
v4 dynare_estimation: added call to PosteriorMomentsVarendo (not yet completed)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1320 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-17 13:01:02 +00:00
50137ebfb3
documentation update.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1318 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:59:31 +00:00
0fa73bb1f3
Set the parameters to the posterior mean after a metropolis.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1317 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:52:53 +00:00
5d9c00ccf4
Correction of bugs
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 19:56:31 +00:00
de75d3a682
v4: put back dynare_m.exe: users expect it
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1313 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 18:39:43 +00:00
2aef3f5e9d
v4: resurrecting ramsey_dynamic.m and ramsey_static.m
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1312 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-10 16:00:47 +00:00
188a128446
v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1311 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:49:55 +00:00
51d6ff2d85
v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1310 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:45:38 +00:00
85ea921bc1
v4: changed initialization for steady state solver tolerances
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1309 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:35:05 +00:00
fc69acc2ec
v4: removing dynare_m.exe from the archive
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1308 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:27:06 +00:00
5167246461
v4 state_space.m: tried to protect the code against the fact that in some version of Matlab the union of 2 scalars is a column vector and in others a row vector ....
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1307 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 12:37:39 +00:00
564cf13c2d
options_.mh_recover was not declared (default value is 0)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1305 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:45:37 +00:00
1a0e8b5114
v4 : removed ramsey_dynamic.m and ramsey_static.m that shouldn't be there
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1304 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:39:36 +00:00
eec90d413f
Correction of a bug related to option mh_recover
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1303 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 10:41:44 +00:00
1a4ca385a3
Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-04 14:26:49 +00:00
77d6a24cf7
Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
500727c0cb
v4 PosteriorIRF.M: matched function name with filename
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 08:59:27 +00:00
9af2e461c3
New release of deterministic simulation.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
56da813fec
v4 dynare.m: make it foolproof for directory names with spaces
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1291 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-25 19:18:14 +00:00
708f2b992b
v4 dynare_estimation.m: parameters must be set before computing the steady state
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1290 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 09:21:15 +00:00
0826fe1b72
bug correction: an underscore was missing.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1287 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 06:55:40 +00:00
fc4e25adec
M_ is saved with oo_ in _results.mat
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1286 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:58:55 +00:00
e1385d2cd5
More efficient code using recursive approach to compute the mean and covariance matrix.
...
The posterior mode, obtained from the metropolis-hastings, and the inverse of the estimated covariance matrix are saved in <NAME_OF_THE_MOD_FILE>_mh_mode.mat.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1285 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:54:39 +00:00
243484b387
offset is updated after each call.
...
Documentation of the function.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1284 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:50:20 +00:00
6e4e16a378
v4 ReshapeMatFiles.m: fixed bug introduced in r1103 when there is only one stored file
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1276 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-14 08:56:39 +00:00
5ad7e3b4a1
xparam1 as a column vector for posterior mean.
...
This eliminates error in loading _mean file.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 07:14:34 +00:00
8ee3650ac3
v3+4 parser: reverted wrong correction to histval a few months ago
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1251 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:59:29 +00:00
a57ca32ce8
Enabled PosteriorSmoother.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1250 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:47:28 +00:00
e7a65da202
DsgeSmoother() returns the state equation + documentation.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1249 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 14:21:11 +00:00
cec9b756dc
Do not print the steady state flag!
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1248 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:58:18 +00:00
be4be64408
Prior densities are also saved in oo_ (new field).
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:54:35 +00:00
1c2d99c935
typo correction.
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1246 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:52:50 +00:00
5115f8430d
v4 resol.m: correcting bug with linear models
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:50:31 +00:00
4271844ffe
v4 parser: M_.params initialized with Nan rather than zeros
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1243 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:49:41 +00:00
bc703117ac
sensitivity toolbox: interpreter none for legends in rmse analysis;
...
bug when post mean not available
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1242 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 13:26:40 +00:00
5b019261bb
modified rmse plots
...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1241 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 11:51:33 +00:00
sebastien
adjemian
michel
ferhat
ratto