Michel Juillard
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dd75baa9b4
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stochastic extended path: new algorithm with leaner tree, new hybrid
option using second order perturbation correction,
solve_stochastic_perfect_foresight_model.m moves to matlab/ep directory
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2013-03-11 16:09:08 +01:00 |
Michel Juillard
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5c893f501b
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making extended path ready for parallel computing with parfor
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2012-11-17 20:55:01 +01:00 |
Stéphane Adjemian (Charybdis)
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63e4bb3f87
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Removed plot of a variable that does not exist anymore (LagrangeMultiplier) in tests/rbcii.mod.
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2012-11-07 10:13:12 +01:00 |
Stéphane Adjemian (Charybdis)
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9e0e025eba
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Changed computing tasks in tests/rbcii.mod.
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2012-11-07 10:13:12 +01:00 |
Stéphane Adjemian (Charybdis)
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3271296592
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Do not use mean_preserving_spread routine (far too expensive). Added use_dll option (necessary because calls to getPowerDeriv routine dramatically increases execution time).
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2012-11-07 10:13:12 +01:00 |
Stéphane Adjemian (Charybdis)
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e75a54d35c
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Fixed steady state in rbcii.mod (steady state levels in the unconstrained regime were wrong).
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2012-11-07 10:13:11 +01:00 |
Michel Juillard
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1fc2d78ddf
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dminished number of nodes and order of computation in
./tests/ep/rbcii.mod to make it faster. Commented out production of
graphs
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2012-06-08 18:38:36 +02:00 |
Michel Juillard
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e98aa4df90
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fixing problem with irreversible investment tests case ep/rbcii.mod
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2012-06-05 15:57:40 +02:00 |
Michel Juillard
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62b1b9a2cc
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extend test case rbcii until stochastic order = 3
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2012-06-02 16:21:02 +02:00 |
Michel Juillard
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ec05f302b7
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Removing debugging code for extended path. Updating test cases.
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2012-06-01 15:01:25 +02:00 |
Michel Juillard
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dd5cb335fb
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changes to stochastic perfect foresight simulation (still doesn't work
correctly with ZLB)
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2012-04-21 21:41:07 +02:00 |
Stéphane Adjemian (Charybdis)
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8c4f2c79b7
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Changed options conformably to the previous commits.
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2012-03-08 12:52:53 +01:00 |
Stéphane Adjemian (Charybdis)
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133e51e6d6
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Changed the test files conformably to the latest commits related to the (stochastic) extended path approach.
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2012-02-04 18:44:57 +01:00 |
Stéphane Adjemian (Charybdis)
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2f5ce2403d
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Fixed typo related to the sign of the Lagrange multiplier. Deleted trailing whitespaces.
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2012-02-03 11:25:03 +01:00 |
Stéphane Adjemian (Charybdis)
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119a8eee3b
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Added plot (Lagrange multiplier).
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2012-01-23 14:47:01 +01:00 |
Stéphane Adjemian (Charybdis)
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0f1dd850ed
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Added one variable (LM) and one equation to ensure that the Lagrange multiplier is positive.
It appeared that the Lagrange multiplier simulated by EP is positive,
but the series simulated by SEP are most of the time negative.
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2012-01-23 14:46:25 +01:00 |
Stéphane Adjemian (Charybdis)
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5c6d93d3f0
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Fixed bug (same problem as in f9dc4574).
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2011-12-26 11:53:08 +01:00 |
Stéphane Adjemian (Charybdis)
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3e35dea96d
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Added plots. Comparison of SEP and EP.
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2011-12-22 11:17:24 +01:00 |
Stéphane Adjemian (Charybdis)
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7a875fe562
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Added new test files for (Stochastic) Extended Path method. Simulation of an RBC model with CES technology and irreversible investment constraint.
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2011-12-21 18:54:32 +01:00 |