62efd9930e
Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
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Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
a93d68fb35
Make evaluate_steady_state.m honor nocheck flag
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Closes #1054
2016-03-25 22:12:52 +01:00
0669ac4c1c
Adjust verbosity of solvers
2016-03-25 20:14:25 +01:00
4b83c1bf76
Integrates Tom Holden's robust linear solver
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Supersedes #984
2016-03-25 09:59:20 +01:00
e714dc1a9f
Fixed bug in homotopy.
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Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
6bca322809
Add check whether real part of complex solution solves the model
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Fixes #896
2016-03-23 21:25:58 +01:00
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
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Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
34e35555d6
fixed bugs when there is a single equation in the model
2016-03-07 21:51:45 +01:00
e555c8181d
Corrections in the way to handle the exogenous
2015-11-19 17:04:56 +01:00
6d7218f9dc
Fix bugs in det_cond_forecast.m
2015-11-11 18:35:41 +01:00
7c5272d852
Allows to compute the extended path and the conditional forecasts with bytecode
2015-09-22 15:39:49 +02:00
7d11ed7642
histval: use now the same treatment for exogenous and exogenous det
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variables as for endogenous ones. Closes issue #617 .
2015-07-29 16:12:53 +02:00
fe861fee76
fixed bug introduced in commit 1bd2a1b1c2
2015-07-29 11:54:10 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
0d7e349187
removed useless statement
2015-07-23 11:41:47 +02:00
995c0d7c66
fixing typo
2015-07-21 15:32:33 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
d78ed888e5
Added a function to evaluate the accuracy of the linear approximation
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when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
ee44dd5fea
Updated header.
2015-07-07 17:55:41 +02:00
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
17f3583151
Allow linear_approximation option with stack_solve_algo=7.
2015-07-07 17:55:41 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
3640b2b511
minor change to perfect_foresight_solver_core.m
2015-07-07 16:42:30 +02:00
ccad2848db
Homotopy not implemented for purely backward or forward perfect foresight
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models.
2015-06-04 12:28:58 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
127730d731
solve bugs when there are lags of exogenous variables on more than one
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period in deterministic models.
2015-05-27 12:22:32 +02:00
eefa7bb70a
fixing problem with endogenous_terminal_period
2015-05-27 10:23:14 +02:00
1b822a9105
fix calls to dynare_solve() when Jacobian of function must be computed
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numerically. Fix call to dynare_solve() in simulation_core()
2015-05-26 15:51:09 +02:00
a36fd53eff
fixing extended-path
2015-05-25 09:43:21 +02:00
b3047c9742
Merge branch 'master' into new_ep
2015-05-23 18:26:07 +02:00
8aec696b95
Fix various copy and paste errors in check_input_arguments.m
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During moving to a separate function, not all variables had been renamed
2015-05-09 08:22:31 +02:00
3bcb89bd72
Merge pull request #893 from JohannesPfeifer/Fix_message
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Fix crash in error message display of perfect_foresight_setup.m when mor...
2015-05-07 17:23:25 +02:00
f2617fcf74
deterministic simulations: more efficient manner to build the Jacobian matrix
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of the stacked system. Gains is not as much as expected.
2015-05-06 11:16:53 +02:00
db272f114b
Compatibility fixes for MATLAB <= 7.7.
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The tilde syntax was introduced in MATLAB 7.8.
2015-04-22 16:45:15 +02:00
f86b91d3d6
Perfect foresight solver: inform the user when we switch to a homotopy method.
2015-04-22 14:44:39 +02:00
8ab1239d79
Fix handling of warnings in perfect foresight solver with homotopy.
2015-04-22 12:23:20 +02:00
31cd80e9a9
Fix crash in error message display of perfect_foresight_setup.m when more than one variable is not present in current period
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Concatenation otherwise crashes due to non-conformable matrices
2015-04-19 10:52:22 +02:00
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
a5c652f81a
removing nefarious _
2015-03-04 09:41:29 +01:00
2ca7be4e5e
Merging changes in master
2015-02-23 18:02:20 +01:00
7df3856cbf
Fixed homotopy with bytecode for perfect foresight models.
2015-02-21 13:59:53 +01:00
43f2ec1d9d
Fixed display of the homotopy steps when the residuals are complex.
2015-02-21 13:58:52 +01:00
ff7c1f5cda
Cosmetic change.
2015-02-21 13:57:48 +01:00
9bdf75a52c
Fixed bug in the initialization of the homotopy for perfect foresight models.
2015-02-21 13:56:11 +01:00
d19592f761
Fixed homotopy for perfect foresight models with block option, cosmetic changes.
2015-02-20 14:48:25 +01:00
MichelJuillard
Johannes Pfeifer
Stéphane Adjemian(Charybdis)
Houtan Bastani
ferhat
Sébastien Villemot