Stéphane Adjemian (Charybdis)
2b0f5c7edf
Added routine building endo_histval and exo_histval from a dseries object.
2017-06-01 11:06:12 +02:00
Stéphane Adjemian (Charybdis)
b8e2eec878
Allow for lags in exogenous variables.
2017-06-01 09:59:42 +02:00
Houtan Bastani
385f3fc27f
preprocessor: add var_model info to restrictions class
2017-05-19 14:58:01 +02:00
Houtan Bastani
9b450f1531
preprocessor: var_estimation: remove unnecessary equation specifiers in syntax
2017-05-19 14:58:01 +02:00
Houtan Bastani
17f4310214
preprocessor: fix spacing
2017-05-19 14:58:01 +02:00
Stéphane Adjemian (Charybdis)
2b7d41585b
Updated dseries submodule.
2017-05-18 18:23:24 +02:00
Stéphane Adjemian (Charybdis)
d93b6b2f15
Added routine for computing unconditional forecasts of a backward looking model.
2017-05-18 15:41:46 +02:00
Stéphane Adjemian (Charybdis)
647505526a
Added routine computing IRFs of backward looking model.
2017-05-18 13:43:13 +02:00
Stéphane Adjemian (Charybdis)
12733e94f3
Updated dynare_config (wrt 214b534b25
)
2017-05-18 10:46:08 +02:00
Stéphane Adjemian (Charybdis)
2d432bee03
Fixed function name.
2017-05-18 10:13:10 +02:00
Stéphane Adjemian (Charybdis)
214b534b25
Moved backward models related routines in specific subfolder.
2017-05-18 09:55:26 +02:00
Stéphane Adjemian (Charybdis)
0c8d70bd9a
Updated dseries submodules (fixes for NaNs in x13, and cosmetics)
2017-05-17 18:12:44 +02:00
Stéphane Adjemian (Charybdis)
58c34bf3e6
Updated dseries submodule (matlab-fame-io fix).
2017-05-17 16:40:07 +02:00
Stéphane Adjemian (Charybdis)
216eaf371f
Updated dseries submodule (fixes in matlab-fame-io).
2017-05-17 15:11:23 +02:00
Houtan Bastani
ba5bbbb657
doc: fix menu typo
2017-05-17 10:16:08 +02:00
Stéphane Adjemian (Charybdis)
a788bff680
Updated dseries submodule.
2017-05-16 18:23:34 +02:00
Houtan Bastani
20a453f1e7
doc: var_estimation (new), var_model (modify), var_forecast (modify)
2017-05-16 14:33:05 +02:00
Houtan Bastani
85ed9be960
Revert "preprocessor: add options to var_model"
...
This reverts commit cbb099f7d9
.
2017-05-16 11:21:50 +02:00
Houtan Bastani
632e762f4b
var_estimation: backend (buggy)
2017-05-16 10:12:24 +02:00
Houtan Bastani
a460af8d6d
preprocessor: more backend var_estimation changes
2017-05-16 10:12:24 +02:00
Houtan Bastani
9300f49a8e
aesthetic fix
2017-05-16 10:12:24 +02:00
Houtan Bastani
230cbdf0d4
var_estimation: back end
2017-05-16 10:12:24 +02:00
Houtan Bastani
d5b1e2e317
var_estimation: add datafile option
2017-05-16 10:12:24 +02:00
Stéphane Adjemian (Charybdis)
563d992a7a
Merge branch 'master' into ecb-master
2017-05-12 19:05:56 +02:00
Stéphane Adjemian (Charybdis)
ae50f25c76
Fixed detection of stochastic trends orthogonal to the observed variables.
2017-05-12 18:55:15 +02:00
Stéphane Adjemian (Charybdis)
d3c1b5f38c
Updated dseries submodule.
2017-05-11 17:59:41 +02:00
Houtan Bastani
d7c75e9b75
var_forecast: clean up for loop in var_forecast function
2017-05-11 11:42:24 +02:00
Stéphane Adjemian (Charybdis)
d282226100
Try random initial guess for dynare_solve...
...
... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
2017-05-10 23:45:07 +02:00
Stéphane Adjemian (Charybdis)
278726f3fc
Fixed typo.
2017-05-10 18:42:46 +02:00
Stéphane Adjemian (Charybdis)
3816272414
Make load_m_file_data_legacy.m work with row vectors.
...
Added unit-tests.
2017-05-10 17:39:11 +02:00
Houtan Bastani
770b87f056
preprocessor: add var_estimation statement
2017-05-10 17:23:40 +02:00
Houtan Bastani
4d0af0c437
preprocessor: VAR restrictions
2017-05-10 16:25:01 +02:00
Ferhat Mihoubi
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
...
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi
e248d8bf59
Fix memory and periods issues in bytecode
...
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Stéphane Adjemian (Charybdis)
28f1ff8c4a
Renamed routine.
2017-05-06 16:38:19 +02:00
Stéphane Adjemian (Charybdis)
d471bede09
Call dynare_solve instead of trust region when simulating backward models.
...
Gives access to other solvers.
2017-05-06 16:32:48 +02:00
Stéphane Adjemian (Charybdis)
36fb15f34c
Rewrote header.
2017-05-04 18:17:15 +02:00
Stéphane Adjemian (Charybdis)
2629341991
Updated dseries submodule (introduce @X13 class).
2017-05-04 17:56:08 +02:00
Houtan Bastani
e3c12f5094
var_expectation: stop processing if variable used that was not in model
2017-05-04 16:56:50 +02:00
Houtan Bastani
2e9152fed0
preprocessor: clean up commit 63180c9e59
2017-05-04 16:54:47 +02:00
Houtan Bastani
19b50c265b
preprocessor: aesthetic fix: make writing to .m file nicer
2017-05-04 16:50:19 +02:00
Houtan Bastani
d4376c1dfe
var_model: fix comments, copyright
2017-05-04 16:32:37 +02:00
Houtan Bastani
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
Houtan Bastani
d931c9a3ea
Merge pull request #1447 from JohannesPfeifer/doc_typo
...
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:13:25 +02:00
Johannes Pfeifer
660b370fb3
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:06:16 +02:00
Stéphane Adjemian (Charybdis)
cfc849fadc
Fixed subsample periods for exogenous variables.
...
Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
(cherry picked from commit d0071bd80b
)
2017-05-03 14:22:04 +02:00
Stéphane Adjemian (Charybdis)
d0071bd80b
Fixed subsample periods for exogenous variables.
...
Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
2017-05-03 14:06:38 +02:00
Stéphane Adjemian (Charybdis)
c2556cc80e
Merge branch 'master' into ecb-master
...
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Stéphane Adjemian (Charybdis)
5ce20179bd
Added specialized code for the inversion of backward models.
2017-05-02 23:04:44 +02:00
Stéphane Adjemian
da31c7ff4c
Merge pull request #1446 from JohannesPfeifer/hp_doc
...
Add documentation of one_sided_hp_filter missing from f7175745acfb5d0…
2017-05-02 22:59:27 +02:00