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377 Commits (23277f1f87911b826695b6bfb684752b2751495a)

Author SHA1 Message Date
michel 23277f1f87 v4 steady_: corrected bug when checking values returned by *_steadystate.m 
Triggers an error when *_steadystate.m returns wrong values


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1401 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-29 08:20:06 +00:00
sebastien b619eef664 v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-28 13:43:21 +00:00
michel f3375020fc v4: bug in handling of options_.trend_coeffs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1399 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-27 15:35:40 +00:00
adjemian 4a0aeb12de Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 16:25:25 +00:00
adjemian 0c3d36eb11 Bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 13:10:50 +00:00
sebastien 3bc0201f59 v4 bvar_toolbox.m: fixed bug and documentation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 11:48:20 +00:00
adjemian 07965db080 Estimation of the posterior theoretical 2nd order moments. Results are saved in oo_. This function can be called directly from the *.mod file by the user (no input argument needed). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1393 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 22:54:23 +00:00
adjemian 7b7339cad4 Other cosmetic changes... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:50:36 +00:00
adjemian a53e4db7ab Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:22:16 +00:00
adjemian 6ea51663a6 Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:15:49 +00:00
adjemian 01f5e9aa1f Just some cosmetic changes! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:34:30 +00:00
adjemian 1224cec429 Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:17:56 +00:00
gary c96ce67a80 test of commit 
added blank line at line 3


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1382 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-08-30 13:33:54 +00:00
adjemian a1c0424585 Correction of a bug related to the penalty on dsge_prior_weight. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-26 08:50:38 +00:00
adjemian 9549b0dd42 Correction of a bug related to info. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-26 08:21:54 +00:00
adjemian ac15bfa388 Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-25 13:25:38 +00:00
sebastien 185ebc09bd v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 14:00:22 +00:00
sebastien b241abc87e v4 bvar_*: minor changes in comments 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 13:43:44 +00:00
adjemian daef6d60b6 Correction of a bug related to BVAR-DSGE. After the estimation of the DSGE posterior mode, dynare was computing the hessian matrix associated to the BVAR-DSGE... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1369 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-13 14:55:21 +00:00
adjemian 01e7407d76 Correction of a bug with mh_recover. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1344 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:50:09 +00:00
adjemian 6d6174d6ae Added a penalty when the bvar-dsge prior is not proper (too small values of dsge_prior_weight). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:43:00 +00:00
adjemian 269329cac2 Corrections for bvar-dsge estimation and irfs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 08:43:25 +00:00
sebastien 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
sebastien 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
adjemian 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
michel 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
michel 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
michel 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
sebastien 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
michel 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
sebastien 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
adjemian 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
adjemian 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
michel 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
michel 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
michel 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
michel 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
adjemian 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
adjemian 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
adjemian 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
michel 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
michel 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
michel 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
michel 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
michel 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
michel 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
michel 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
adjemian 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
michel 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
adjemian 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