718ff3d61c
preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384
2017-08-29 14:44:52 +02:00
bd81ebc55d
evaluate_steady_state: simplify check: the only time this variable is used both of these conditions hold
2017-08-29 11:51:45 +02:00
a5e44e3e90
evaluate_smoother: fix typo
2017-08-28 18:25:37 +02:00
1c485c894f
Add nopreprocessoroutput option to dynare. Closes #1390
2017-08-25 14:26:39 +02:00
41e6ecaacd
bug: nopathchange was always being set, regardless of whether or not the flag was passed
2017-08-25 14:21:25 +02:00
d730353f4e
check_matlab_path: fix English
2017-08-25 14:20:08 +02:00
4a5b72af15
check_list_of_variables.m: Cosmetic change to warning message
2017-08-24 18:13:33 +02:00
5429821719
Fixed incomplete commit 1a4257ac4b.
2017-08-16 23:29:15 +02:00
16a3e11034
Transform hard-coded plot tolerance into an undocumented option
2017-08-16 19:51:57 +02:00
4cd259baa6
Fix plotting of measurement errors in non-MCMC case
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Number of plots was wrongly computed
2017-08-16 19:51:57 +02:00
8ccebd9e23
DsgeSmoother.m: provide informative error instead of crashing when model cannot be solved
2017-08-16 19:26:24 +02:00
131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
10047feee5
Test if shocks are declared.
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Fixes bug introduced in 97b894a1cd
2017-08-16 16:04:15 +02:00
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
2017-08-16 15:44:00 +02:00
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
9c8f2a90e3
Fixed timming of the innovations when computing confidence bands.
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Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
311c794081
Fixed typo.
2017-08-10 14:56:22 +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
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +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
81a1d803b4
Fixed initial period (lagged by one period without reason).
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(cherry picked from commit ef0afc1b75
2017-07-31 16:31:06 +02:00
550a7ad3b1
Rewrote backward model inversion routine.
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(cherry picked from commit be6b1628d1
2017-07-29 14:16:42 +02:00
8e6fd310c3
Fixed backward model simulation routines.
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(cherry picked from commit 45a14d768d
2017-07-29 14:16:05 +02:00
1cd20acd7d
Code factorization.
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(cherry picked from commit 77b1d14083
2017-07-29 14:12:50 +02:00
df1793a499
Fixed issue with the size of x (exogenous variables).
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(cherry picked from commit ccfd809dd0
2017-07-29 13:47:13 +02:00
ce5316a1ec
Fixed typo.
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(cherry picked from commit b866bd828c
2017-07-29 13:46:29 +02:00
1f20ceb461
Fixed bug in filtered variables with trend.
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Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
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When removing globals in 24cd423671
2017-07-21 17:47:24 +02:00
acace4899d
Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
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generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
cfce048a4b
Merge pull request #1471 from JohannesPfeifer/simpsa
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simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
ca1a9e4a88
Merge pull request #1468 from JohannesPfeifer/discret_message
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discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
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Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
3bac10a97d
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
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Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
344504a36a
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 10:12:36 +02:00
b5275edaa1
Simplified test on {dyn, mod} extensions.
2017-06-29 22:13:50 +02:00
ec9f755c27
Raise an error if file name given to dynare ends with a period.
2017-06-29 22:10:06 +02:00
ea9084afc8
Fixed comments.
2017-06-29 22:07:43 +02:00
45aef1de62
Removed test on octave version.
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Which has moved in dynare_confign, see e71e89bb38
2017-06-29 17:55:52 +02:00
fa7adc304b
Display help message if dynare is invoked without arguments.
2017-06-29 16:33:53 +02:00
ff68aa7229
reporting: submodule update.
2017-06-28 15:23:46 +02:00
aa2a1e4d60
generate_trace_plots: Add measurement errors
2017-06-26 16:43:13 +02:00
89326090b9
simpsa: Only store output strcuture if requested
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Otherwise a huge three-dimensional array is created by default that is not used, but can run computer out of memory
2017-06-23 10:50:06 +02:00
54d28d65da
add new submodule: jsonlab
2017-06-22 16:34:52 +02:00
62e55f9011
reporting: submodule update
2017-06-20 12:24:17 +02:00
90a239f84b
Fixed bug.
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Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
2017-06-19 17:32:58 +02:00
e7bb0acae8
Fixed typo.
2017-06-17 08:42:38 +02:00
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
4b1fd53701
Added set_historical_values command.
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(cherry picked from commit e043e92c4a
2017-06-14 00:09:07 +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
0fa0ceb990
Added routine building endo_histval and exo_histval from a dseries object.
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(cherry picked from commit 2b0f5c7edf
2017-06-14 00:06:26 +02:00
4004d8d442
Allow for lags in exogenous variables.
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(cherry picked from commit b8e2eec878
2017-06-14 00:05:50 +02:00
b398a65eb9
Added routine for computing unconditional forecasts of a backward looking model.
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(cherry picked from commit d93b6b2f15
2017-06-14 00:05:32 +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
ca7f734561
Updated dynare_config (wrt 214b534b25)
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(cherry picked from commit 12733e94f3
2017-06-14 00:04:28 +02:00
5570bf1588
Moved backward models related routines in specific subfolder.
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(cherry picked from commit 214b534b25
2017-06-14 00:01:48 +02:00
57cab69530
Try random initial guess for dynare_solve...
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... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
(cherry picked from commit d282226100
2017-06-14 00:01:10 +02:00
b773a242c8
discretionary_policy_1.m: output which derivative is nonzero
2017-06-12 20:59:45 +02:00
0500a69031
Merge pull request #1467 from JohannesPfeifer/line_breaks
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Fix two line breaks
2017-06-12 16:05:15 +02:00
c45f9b776d
Merge pull request #1466 from JohannesPfeifer/discret_policy
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Adjust error message if number of instruments does not match number o…
2017-06-12 16:05:01 +02:00
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
4f06afea9c
Adjust error message if number of instruments does not match number of omitted equations
2017-06-11 10:55:14 +02:00
be61de1367
Account for negative steady state in case of log-linearization.
2017-06-08 11:59:02 +02:00
3f54ab04d4
Fixed mh_optimal_bandwidth.
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Bump killing mode (local bandwidth parameter), ie bandwidth=-2, was not
working. This is without consequences for Dynare because this approach is never
used.
Closes #1463 .
2017-06-07 11:02:49 +02:00
c8228d71d3
Added missing prior (Weibull).
2017-06-06 20:37:41 +02:00
a023839890
Fixed bug instroduced in e5945a4527.
2017-06-05 10:51:30 +02:00
baf7ba9031
Merge pull request #1462 from JohannesPfeifer/contemp_corr
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Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
cb25ffebaa
Merge pull request #1457 from JohannesPfeifer/ML_error
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dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
f9efc6c10e
Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant
2017-05-30 19:30:43 +02:00
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
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Closes #1453
2017-05-27 19:26:12 +02:00
e5945a4527
dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters
2017-05-26 09:46:05 +02:00
7cd56e9687
Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set
2017-05-23 13:20:47 +02:00
4195033561
Fixed typo introduced in 88e1701289.
2017-05-20 01:21:28 +02:00
2e9467e511
Fixed copyright year in matlab/dynare_version.in.
2017-05-19 16:16:45 +02:00
803433fa5a
Updated submodules (fixed indentation and copyrigth notices).
2017-05-19 08:46:20 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
b6634940ff
Removed unused routine.
2017-05-17 10:27:42 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
9285a80a73
Fixed function name in header.
2017-05-16 13:24:46 +02:00
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
06ae919b87
Removed *.el file that should not have been commited.
2017-05-16 13:24:46 +02:00
1a8cba5d26
Removed @dynTimeIndex class (unused).
2017-05-16 13:24:46 +02:00
ab9b512021
Merge pull request #1450 from JohannesPfeifer/var_list_problems
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Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
c373ed3897
Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
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Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
ae50f25c76
Fixed detection of stochastic trends orthogonal to the observed variables.
2017-05-12 18:55:15 +02:00
278726f3fc
Fixed typo.
2017-05-10 18:42:46 +02:00
3816272414
Make load_m_file_data_legacy.m work with row vectors.
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Added unit-tests.
2017-05-10 17:39:11 +02:00
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
e248d8bf59
Fix memory and periods issues in bytecode
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(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
28f1ff8c4a
Renamed routine.
2017-05-06 16:38:19 +02:00
d471bede09
Call dynare_solve instead of trust region when simulating backward models.
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Gives access to other solvers.
2017-05-06 16:32:48 +02:00
Houtan Bastani
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Sébastien Villemot
Ferhat Mihoubi