Stéphane Adjemian(Charybdis)
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
Stéphane Adjemian (Charybdis)
008f30ea07
Updated dseries submodule.
2017-10-11 17:57:20 +02:00
Stéphane Adjemian(Charybdis)
61b23a17f4
Merge branch 'upgrade-classes'
2017-10-11 14:09:35 +02:00
Stéphane Adjemian (Scylla)
88a9493bc3
Updated dates submodule.
2017-10-10 15:47:40 +02:00
Stéphane Adjemian (Scylla)
4757713829
Fixed type of first returned argument.
2017-10-10 14:37:07 +02:00
Stéphane Adjemian (Scylla)
d3d11b7a9a
Updated dseries submodule.
2017-10-10 14:21:25 +02:00
Stéphane Adjemian (Scylla)
560a047a53
Moved isfile routine in missing.
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This routine has been introduced in R2017b. Closes #1523 .
2017-10-10 13:33:32 +02:00
Stéphane Adjemian (Scylla)
a83258d4af
Generalised isfile routine (to accept more than one file name to be tested).
2017-10-10 13:19:07 +02:00
Stéphane Adjemian (Scylla)
1181f9bf70
Merge branch 'pr#1535'
2017-10-10 10:57:29 +02:00
Stéphane Adjemian (Scylla)
0e85dfdc15
Upgraded dseries and dates classes.
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- Switched to master branch with new OOP interface.
- Removed initialization of empty dseries and dates objects (preprocessor).
2017-10-10 10:45:07 +02:00
Stéphane Adjemian (Scylla)
ce7cfccddb
Cosmetic changes.
2017-10-10 10:14:59 +02:00
Stéphane Adjemian (Scylla)
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
Marco Ratto
da063b2e18
bug fix in optimizer 5 [newrat] for dsge_var_likelihood objective function. Fixes #1494
2017-10-09 17:53:19 +02:00
Michel Juillard
0068f9f6b6
fix another bug in complementarity constraints with ramsey problem
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(cherry picked from commit b1fc34ef99
)
2017-10-08 16:45:20 +02:00
Michel Juillard
b1fc34ef99
fix bug when there are constraints both on ramsey policy instrument and on
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other variables
2017-10-08 12:43:33 +02:00
Houtan Bastani
d52f13114d
preprocessor: interface for generate_irfs block. Closes #1531
2017-10-06 15:00:55 +02:00
Stéphane Adjemian (Scylla)
6e656fbf50
Only set options_.varlist if necessary.
2017-10-06 09:18:55 +02:00
Michel Juillard
53b1910201
adding missing occbin functions
2017-10-05 14:19:24 +02:00
Johannes Pfeifer
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
2472c5801a
Fix typo
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
Stéphane Adjemian
913425e5a4
Merge pull request #1525 from JohannesPfeifer/cosmetic
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Fix incorrect comments
2017-10-04 18:42:29 +02:00
Johannes Pfeifer
3c9880fc3b
Fix typos in fjaco.m
2017-10-04 16:52:55 +02:00
Johannes Pfeifer
86e646488c
mode_check.m: fix case where parameter is exactly 0
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In this case, interval length was 0, crashing the plotting
2017-10-04 16:49:09 +02:00
Johannes Pfeifer
8fa50ad009
Make sure prior distribution is set up without prior estimation command
2017-10-04 15:46:23 +02:00
Johannes Pfeifer
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
Johannes Pfeifer
0f84dadb9a
Reset order=1 for all of stoch_simul.m if the Hessian is 0
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Prevents various crashes where functions called rely on fields existing at order>1
2017-10-04 11:34:31 +02:00
Johannes Pfeifer
e857df0c93
Correct header of makedataset.m
2017-10-04 10:40:42 +02:00
Johannes Pfeifer
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
Stéphane Adjemian
666e569a27
Merge pull request #1520 from JohannesPfeifer/inv_gamma
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Clarify inverse_gamma_specification.m
2017-10-03 13:59:54 +02:00
Stéphane Adjemian
a2916fef2c
Merge pull request #1504 from JohannesPfeifer/patch-1
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lyapunov_solver: Eliminate confusing transpose
2017-10-03 13:52:06 +02:00
Stéphane Adjemian (Scylla)
6dde1b1ee7
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:29:40 +02:00
Stéphane Adjemian (Scylla)
2d717dbd3e
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:29:20 +02:00
Stéphane Adjemian (Scylla)
e001d448b8
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:29:04 +02:00
Houtan Bastani
51fd3fd988
preprocessor: perpetuate nopreprocessoroutput option to preprocessor code #1390
2017-09-28 14:58:25 +02:00
Stéphane Adjemian (Scylla)
919e9713a8
Fixed typo.
2017-09-28 10:18:29 +02:00
Stéphane Adjemian (Scylla)
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla)
eae4bc91b8
Updated dseries submodule.
2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla)
a05fa7e086
Fixed bug in one sided HP filter.
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User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
Johannes Pfeifer
93668809a6
Clarify inverse_gamma_specification.m
2017-09-18 17:27:15 +02:00
Johannes Pfeifer
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
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Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
Houtan Bastani
d648f76462
dynare.m: aesthetic fix: remove unnecessary parenthesis
2017-09-08 15:09:05 +02:00
Houtan Bastani
43bed00e3f
dynare.m: don’t redo strfind as value exists in dot_location variable
2017-09-08 15:07:40 +02:00
Houtan Bastani
9c86168d63
Revert "simplify check for ‘.’ in name"
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This reverts commit a302b7af99
.
2017-09-08 15:07:23 +02:00
Houtan Bastani
a302b7af99
simplify check for ‘.’ in name
2017-09-08 14:57:53 +02:00
Johannes Pfeifer
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
Stéphane Adjemian (Scylla)
c468488575
Fixed dimension of exo_simul (always add one row).
2017-08-31 14:55:49 +02:00
Stéphane Adjemian (Scylla)
0efff7c185
Fixed timing bugs in simulation of backward models with lags on exogenous variables.
2017-08-31 11:41:18 +02:00
Johannes Pfeifer
9cf9c05911
lyapunov_solver: Eliminate confusing transpose
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The transpose was copied from `dsge_likelihood.m` in 2c5b1fed2d
, while the calls in all other functions do not have it. As Q is symmetric, it does not matter
2017-08-31 11:26:41 +02:00
Houtan Bastani
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00