864b5f17bc
submodule update: dates
2015-06-10 09:28:07 +02:00
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f60b3577a09
2015-06-09 16:42:51 +02:00
e4b8565797
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
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This reverts commit def2bf81d2
2015-06-09 16:41:00 +02:00
d6a1a71556
Revert "preprocessor: replace extra exos in steady state model"
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This reverts commit 8bc946c148
2015-06-09 16:40:14 +02:00
22b1aa7a0d
Filter out case where estimated_params block is present but smoother on calibration is requested
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In this case, xparam1 will be empty while estim_params_ does not have conformable dimensions.
2015-06-09 14:51:32 +02:00
ac7b8a691e
Fix evaluation of residuals stored in info
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They were wrongly based on the initial guess
2015-06-08 18:10:58 +02:00
aa4f38b60a
Add unit test to filter out incorrectly accepted steady state
2015-06-08 18:10:57 +02:00
a5e60834ca
Ascertain that only correct steady states for linear models are accepted
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Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
20c292a730
Update manual entries related to TeX-Output
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Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
fa80fbf635
Enable tex option for stoch_simul
2015-06-08 18:00:32 +02:00
52f9d164ac
Add routine for creating parameter table
2015-06-08 17:59:57 +02:00
f1d81dbf90
Account for latex_original file in collect_LaTeX_Files.m
2015-06-08 17:59:57 +02:00
e1aaa1796f
Add unit test for LaTeX eps-loaders
2015-06-08 17:59:56 +02:00
45bbd460e7
Add routine collect_LaTeX_Files.m that integrates non-standalone TeX-codes into one file that can be compiled
2015-06-08 17:57:16 +02:00
bcc1008d3d
Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected)
2015-06-08 17:57:15 +02:00
be567c92a3
Fix description of generating function in eps-loader in dynare_estimation_1.m
2015-06-08 17:57:15 +02:00
200187a2c9
Fix TeX-loader of PosteriorIRF.m
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It referred to the wrong files and always loaded only one figure, even if several were created.
2015-06-08 17:57:14 +02:00
66a840b4d5
Add TeX-loader to forecast_graphs.m used with dyn_forecast.m
2015-06-08 17:57:14 +02:00
3a18b72f1b
Add TeX eps-loader to graph_decomp.m called in shock_decomposition.m
2015-06-08 17:57:14 +02:00
efb23bbca0
Add captions to pm3.m TeX-output
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Otherwise, it is impossible to know that is displayed
2015-06-08 17:57:13 +02:00
26f6f7eb3b
Fix bug in forecast_graphs.m when var_list_ was empty
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In this case, var_list was not set to M_.endo_names because of a typo
2015-06-08 17:57:13 +02:00
6f7265337b
Fix saving of graphs in forecast_graphs.m
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Did not use the M_.dname folder, but rather fname
2015-06-08 17:57:12 +02:00
a339164b77
Eliminate global variables from dyn_forecast.m and add header
2015-06-08 17:57:12 +02:00
8385e813ce
Fix display of ML forecasts with Matlab 2014b graphics interface
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Explicit colours need to be specified
2015-06-08 17:57:11 +02:00
f0167d8cd5
Cosmetic fixes to manual
2015-06-08 16:49:40 +02:00
dec37f372a
Document options for silent mode-finding
2015-06-08 16:49:40 +02:00
35040725bb
Document TaRB algorithm
2015-06-08 16:49:39 +02:00
c2f07c720f
Add check whether tarb_new_block_probability is between 0 and 1
2015-06-08 16:49:39 +02:00
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
3bf13dd53b
Add functionality for TaRB
2015-06-08 16:44:44 +02:00
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
8048b0c5c1
Allow for relative_irf option in estimation command
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The option was used and inherited from stoch_simul before
2015-06-08 16:42:43 +02:00
e7bf0672f5
Add unit test for relative_irf option
2015-06-08 16:39:08 +02:00
6b69297c27
Improve documentation of relative_irf option
2015-06-08 16:39:07 +02:00
ccbb5fa7fb
Fix relative_irf option for higher order
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Ex-post scaling is only allowed if linearity holds
2015-06-08 16:39:07 +02:00
3c9b031bd1
Fix bug in dynare_estimation_init.m if steady state does not solve
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There was no check in dynare_estimation_init.m whether the steady state solved, but the noconstant option was set nevertheless. This gave rise to cases where a steady state file returned 0 for the observables, but the steady state did not exits. Due to later using use_calibration, this problem with the initial values was not detected, but the observation equation featured no constant although it should. The solution is to move the use_calibration option before the first steady state computation and then issue an error if the parameterization does not work
2015-06-08 16:35:50 +02:00
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
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This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
8bc946c148
preprocessor: replace extra exos in steady state model
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(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
58387f00e9
Make conditional forecasts compatible with histval
2015-06-08 15:42:14 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
5f40285307
Take care of more requested plot periods than unconditional forecast periods
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Also takes care of initial period that was neglected
2015-06-08 15:33:54 +02:00
1c6b394c77
Macro-processor slides: some updates, license under CC-BY-SA-4.0.
2015-06-08 14:55:13 +02:00
c593b78e4b
Merge pull request #958 from JohannesPfeifer/unique_data_check
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Add check for unique data entries in dataset
2015-06-08 11:42:30 +02:00
5d8da65e6d
Add check for unique data entries in dataset
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Leads to cryptic crashes if not filtered out
2015-06-08 11:16:40 +02:00
d39eb4d922
doc: small fixes to dseries/reporting slides
2015-06-08 11:16:03 +02:00
729954137b
preprocessor: fix sign comparison warning
2015-06-08 10:33:04 +02:00
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
249c2ca7ad
Force sampling from uniform distribution for ML in stab_map_.m
2015-06-08 09:45:09 +02:00
Houtan Bastani
Johannes Pfeifer
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian