Commit Graph

96 Commits (25121bca4f9c97fed28599e9f9adeba2028e5bd0)

Author SHA1 Message Date
Johannes Pfeifer 94fe1de08a Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m 2016-03-23 10:48:27 +01:00
Johannes Pfeifer 14a15ec68b Make sure options_-field logged_steady_state is correctly set in stoch_simul.m 2016-03-23 10:48:24 +01:00
Johannes Pfeifer de4d90f88e Make sure oo_.logged_steady_state is always correctly set 2016-03-23 10:35:59 +01:00
Johannes Pfeifer 40877685f2 Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
Johannes Pfeifer 38d293b864 Replace globals in disp_th_moments.m by function arguments 2015-10-12 20:42:03 +02:00
Johannes Pfeifer a524681e40 Replace globals in disp_moments.m by function arguments 2015-10-12 20:42:00 +02:00
Johannes Pfeifer a4b04ca9b4 Fix UnivariateSpectralDensity.m for filtered variables
- Adds bandpass filter
- Writes results to oo_
2015-10-12 20:41:59 +02:00
Johannes Pfeifer 9b6d7dc68a Make irf_plot_threshold consistent with manual
IRFs smaller and not smaller equal should not be displayed
2015-08-14 12:36:08 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
Johannes Pfeifer bcc1008d3d Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
Johannes Pfeifer ccbb5fa7fb Fix relative_irf option for higher order
Ex-post scaling is only allowed if linearity holds
2015-06-08 16:39:07 +02:00
Houtan Bastani 60b3577a09 avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946 2015-05-28 11:53:50 +02:00
Johannes Pfeifer 781e280610 Prevent crash if steady state cannot be computed
If e.g. the log of the steady state cannot be computed, the field oo_.dr.ys does not exist
2015-03-25 09:42:59 +01:00
Houtan Bastani bdb6a2602e preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
2014-04-30 10:10:30 +02:00
Johannes Pfeifer 13df4979d8 Make error message for insufficient simulation length more informative. 2014-03-03 19:50:25 +01:00
Johannes Pfeifer 8ef4e45eaf More explicit commenting of stoch_simul.m related to loglinear option 2014-01-30 09:09:25 +01:00
Johannes Pfeifer 15f0353d02 Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state 2014-01-29 19:52:20 +01:00
Johannes Pfeifer 3da8e92aa5 Fix option loglinear for stoch_simul.m by also logging steady state.
Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
2014-01-29 19:39:00 +01:00
Johannes Pfeifer dfd9e3819b Filter out use of loglinear with simulated moments
Does not work because steady state is not logged
2014-01-29 19:20:52 +01:00
Johannes Pfeifer c9ebe21faf Harmonize plotting of IRFS
In stoch_simul.m IRFs were only printed if they were not flat instead of checking whether the IRF is different from 0. Unit root responses were thus filtered out, e.g. C=0.2 for all t was not displayed.
2013-12-05 17:46:38 +01:00
Sébastien Villemot d8d0f2b8cc Revert cosmetic change of 4fa2d5b 2013-11-29 23:09:51 +01:00
Stéphane Adjemian (Scylla) 4fa2d5b8e9 Added comments and cosmetics. 2013-11-28 10:57:54 +01:00
Stéphane Adjemian (Scylla) ee91c7654f Return a human readable message error if order=0 (stoch_simul). 2013-11-28 10:51:20 +01:00
Johannes Pfeifer fe24f80066 Add debugging information for not displayed IRFs due to size 2013-10-12 10:42:16 +02:00
Johannes Pfeifer 65a16fd293 Allow users to determine the threshold below which IRFs are suppressed.
- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
Johannes Pfeifer 4b060c47d2 Add more information when IRFs are not displayed due to explosive simulations 2013-10-02 09:50:31 +02:00
Stéphane Adjemian (Charybdis) ddce110bf2 Merge branch 'master' into use-dynSeries 2013-09-10 22:26:12 +02:00
Johannes Pfeifer ea5ee4722b Reintroduces nofunctions option mentioned in the manual that got somehow lost 2013-09-10 16:35:50 +02:00
Stéphane Adjemian (Charybdis) 907e087ea9 Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis) 8574dfd053 Adapted print_info routine. 2013-06-12 10:54:33 +02:00
Johannes Pfeifer 1883eb092b Clarify theoretical second moments for order=2
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes #278
2013-03-18 22:58:06 +01:00
Johannes Pfeifer 98ec0095df Add warning for variance decomposition at order=2
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
Stéphane Adjemian (Charybdis) a05b9d6a8a Removed globals from simult. 2012-07-03 11:29:18 +02:00
Stéphane Adjemian (Charybdis) 1fb89a07e9 Removed global from set_state_space. 2012-07-03 11:29:18 +02:00
Stéphane Adjemian (Charybdis) fcd016dc25 Removed global from check_model routine. 2012-07-03 11:29:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
JohannesPfeifer c0624738c9 Fixed bug introduced in bda0b1b228
Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
2012-04-26 08:48:31 +02:00
Johannes Pfeifer 4c255cf2ae Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures. 2012-04-25 11:47:40 +02:00
Michel Juillard 80ca47d62a Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-31 10:10:41 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval
Really closes: #157
2011-12-28 11:35:22 +01:00
Sébastien Villemot a2061b6f4e Initialize empirical simulations with information provided in histval
Closes: #195, #157
2011-12-21 18:37:45 +01:00
Michel Juillard 10c6978369 minor modifications + headers for new functions 2011-12-19 22:33:25 +01:00
Michel Juillard 7c62fafe0c Merge branch 'master' into dr1break 2011-12-10 20:10:31 +01:00
Sébastien Villemot 7a16ab15fe No longer report momemts in stoch_simul with order>=3 if periods not specified
Previously Dynare was reporting dummy theoretical moments
2011-10-27 18:03:42 +02:00
Stéphane Adjemian (Scylla) d76273f7c0 Fixed bug introduced while removing globals from resol.m. 2011-09-17 15:19:52 +02:00