Johannes Pfeifer
e857df0c93
Correct header of makedataset.m
2017-10-04 10:40:42 +02:00
Johannes Pfeifer
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
Stéphane Adjemian
666e569a27
Merge pull request #1520 from JohannesPfeifer/inv_gamma
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Clarify inverse_gamma_specification.m
2017-10-03 13:59:54 +02:00
Stéphane Adjemian
a2916fef2c
Merge pull request #1504 from JohannesPfeifer/patch-1
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lyapunov_solver: Eliminate confusing transpose
2017-10-03 13:52:06 +02:00
Stéphane Adjemian (Scylla)
6dde1b1ee7
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:29:40 +02:00
Stéphane Adjemian (Scylla)
2d717dbd3e
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:29:20 +02:00
Stéphane Adjemian (Scylla)
e001d448b8
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:29:04 +02:00
Houtan Bastani
51fd3fd988
preprocessor: perpetuate nopreprocessoroutput option to preprocessor code #1390
2017-09-28 14:58:25 +02:00
Stéphane Adjemian (Scylla)
919e9713a8
Fixed typo.
2017-09-28 10:18:29 +02:00
Stéphane Adjemian (Scylla)
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla)
eae4bc91b8
Updated dseries submodule.
2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla)
a05fa7e086
Fixed bug in one sided HP filter.
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User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
Johannes Pfeifer
93668809a6
Clarify inverse_gamma_specification.m
2017-09-18 17:27:15 +02:00
Johannes Pfeifer
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
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Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
Houtan Bastani
d648f76462
dynare.m: aesthetic fix: remove unnecessary parenthesis
2017-09-08 15:09:05 +02:00
Houtan Bastani
43bed00e3f
dynare.m: don’t redo strfind as value exists in dot_location variable
2017-09-08 15:07:40 +02:00
Houtan Bastani
9c86168d63
Revert "simplify check for ‘.’ in name"
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This reverts commit a302b7af99
.
2017-09-08 15:07:23 +02:00
Houtan Bastani
a302b7af99
simplify check for ‘.’ in name
2017-09-08 14:57:53 +02:00
Johannes Pfeifer
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
Stéphane Adjemian (Scylla)
c468488575
Fixed dimension of exo_simul (always add one row).
2017-08-31 14:55:49 +02:00
Stéphane Adjemian (Scylla)
0efff7c185
Fixed timing bugs in simulation of backward models with lags on exogenous variables.
2017-08-31 11:41:18 +02:00
Johannes Pfeifer
9cf9c05911
lyapunov_solver: Eliminate confusing transpose
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The transpose was copied from `dsge_likelihood.m` in 2c5b1fed2d
, while the calls in all other functions do not have it. As Q is symmetric, it does not matter
2017-08-31 11:26:41 +02:00
Houtan Bastani
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00
Houtan Bastani
718ff3d61c
preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384
2017-08-29 14:44:52 +02:00
Houtan Bastani
bd81ebc55d
evaluate_steady_state: simplify check: the only time this variable is used both of these conditions hold
2017-08-29 11:51:45 +02:00
Houtan Bastani
a5e44e3e90
evaluate_smoother: fix typo
2017-08-28 18:25:37 +02:00
Houtan Bastani
1c485c894f
Add nopreprocessoroutput option to dynare. Closes #1390
2017-08-25 14:26:39 +02:00
Houtan Bastani
41e6ecaacd
bug: nopathchange was always being set, regardless of whether or not the flag was passed
2017-08-25 14:21:25 +02:00
Houtan Bastani
d730353f4e
check_matlab_path: fix English
2017-08-25 14:20:08 +02:00
Johannes Pfeifer
4a5b72af15
check_list_of_variables.m: Cosmetic change to warning message
2017-08-24 18:13:33 +02:00
Stéphane Adjemian (Scylla)
5429821719
Fixed incomplete commit 1a4257ac4b
.
2017-08-16 23:29:15 +02:00
Johannes Pfeifer
16a3e11034
Transform hard-coded plot tolerance into an undocumented option
2017-08-16 19:51:57 +02:00
Johannes Pfeifer
4cd259baa6
Fix plotting of measurement errors in non-MCMC case
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Number of plots was wrongly computed
2017-08-16 19:51:57 +02:00
Johannes Pfeifer
8ccebd9e23
DsgeSmoother.m: provide informative error instead of crashing when model cannot be solved
2017-08-16 19:26:24 +02:00
Stéphane Adjemian (Scylla)
131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
Stéphane Adjemian (Scylla)
10047feee5
Test if shocks are declared.
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Fixes bug introduced in 97b894a1cd
, if no shocks
are declared (for instance if the user is interested in the transition to the
steady state).
2017-08-16 16:04:15 +02:00
Johannes Pfeifer
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
Stéphane Adjemian (Scylla)
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
.
2017-08-16 15:44:00 +02:00
Stéphane Adjemian (Scylla)
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
Stéphane Adjemian (Scylla)
9c8f2a90e3
Fixed timming of the innovations when computing confidence bands.
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Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
Stéphane Adjemian (Scylla)
311c794081
Fixed typo.
2017-08-10 14:56:22 +02:00
Stéphane Adjemian (Scylla)
e5bbcf41b6
Efficiency change.
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find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
Stéphane Adjemian (Scylla)
637b0b0212
Fixed bug (missing 'exact' when calling strmatch).
2017-08-10 13:15:06 +02:00
Johannes Pfeifer
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
Stéphane Adjemian (Scylla)
44cadbd51b
Fixed errors introduced by recent changes in simul_backward_model.
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(cherry picked from commit f7399f4d74
)
2017-07-31 16:31:43 +02:00
Stéphane Adjemian (Scylla)
81a1d803b4
Fixed initial period (lagged by one period without reason).
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(cherry picked from commit ef0afc1b75
)
2017-07-31 16:31:06 +02:00
Stéphane Adjemian (Scylla)
550a7ad3b1
Rewrote backward model inversion routine.
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(cherry picked from commit be6b1628d1
)
2017-07-29 14:16:42 +02:00
Stéphane Adjemian (Scylla)
8e6fd310c3
Fixed backward model simulation routines.
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(cherry picked from commit 45a14d768d
)
2017-07-29 14:16:05 +02:00
Stéphane Adjemian (Scylla)
1cd20acd7d
Code factorization.
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(cherry picked from commit 77b1d14083
)
2017-07-29 14:12:50 +02:00
Stéphane Adjemian (Scylla)
df1793a499
Fixed issue with the size of x (exogenous variables).
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(cherry picked from commit ccfd809dd0
)
2017-07-29 13:47:13 +02:00
Stéphane Adjemian (Scylla)
ce5316a1ec
Fixed typo.
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(cherry picked from commit b866bd828c
)
2017-07-29 13:46:29 +02:00
Stéphane Adjemian (Scylla)
1f20ceb461
Fixed bug in filtered variables with trend.
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Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
Stéphane Adjemian (Scylla)
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
Johannes Pfeifer
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
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When removing globals in 24cd423671
the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises
1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian
acace4899d
Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
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generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian
cfce048a4b
Merge pull request #1471 from JohannesPfeifer/simpsa
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simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
Stéphane Adjemian
ca1a9e4a88
Merge pull request #1468 from JohannesPfeifer/discret_message
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discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
Johannes Pfeifer
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
Houtan Bastani
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
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Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
Johannes Pfeifer
3bac10a97d
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
Houtan Bastani
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
Stéphane Adjemian
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
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Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
Stéphane Adjemian (Charybdis)
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
Johannes Pfeifer
344504a36a
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 10:12:36 +02:00
Stéphane Adjemian (Charybdis)
b5275edaa1
Simplified test on {dyn, mod} extensions.
2017-06-29 22:13:50 +02:00
Stéphane Adjemian (Charybdis)
ec9f755c27
Raise an error if file name given to dynare ends with a period.
2017-06-29 22:10:06 +02:00
Stéphane Adjemian (Charybdis)
ea9084afc8
Fixed comments.
2017-06-29 22:07:43 +02:00
Stéphane Adjemian (Charybdis)
45aef1de62
Removed test on octave version.
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Which has moved in dynare_confign, see e71e89bb38
.
2017-06-29 17:55:52 +02:00
Stéphane Adjemian (Charybdis)
fa7adc304b
Display help message if dynare is invoked without arguments.
2017-06-29 16:33:53 +02:00
Sébastien Villemot
ff68aa7229
reporting: submodule update.
2017-06-28 15:23:46 +02:00
Johannes Pfeifer
aa2a1e4d60
generate_trace_plots: Add measurement errors
2017-06-26 16:43:13 +02:00
Johannes Pfeifer
89326090b9
simpsa: Only store output strcuture if requested
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Otherwise a huge three-dimensional array is created by default that is not used, but can run computer out of memory
2017-06-23 10:50:06 +02:00
houtanb
54d28d65da
add new submodule: jsonlab
2017-06-22 16:34:52 +02:00
Houtan Bastani
62e55f9011
reporting: submodule update
2017-06-20 12:24:17 +02:00
Stéphane Adjemian (Charybdis)
90a239f84b
Fixed bug.
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Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
2017-06-19 17:32:58 +02:00
Stéphane Adjemian (Charybdis)
e7bb0acae8
Fixed typo.
2017-06-17 08:42:38 +02:00
Stéphane Adjemian (Charybdis)
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
Stéphane Adjemian (Charybdis)
4b1fd53701
Added set_historical_values command.
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(cherry picked from commit e043e92c4a
)
2017-06-14 00:09:07 +02:00
Stéphane Adjemian (Charybdis)
a1f86b97e2
Allow lags on exogenous variables for backward models forecasts and IRFs.
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TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7
)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis)
0fa0ceb990
Added routine building endo_histval and exo_histval from a dseries object.
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(cherry picked from commit 2b0f5c7edf
)
2017-06-14 00:06:26 +02:00
Stéphane Adjemian (Charybdis)
4004d8d442
Allow for lags in exogenous variables.
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(cherry picked from commit b8e2eec878
)
2017-06-14 00:05:50 +02:00
Stéphane Adjemian (Charybdis)
b398a65eb9
Added routine for computing unconditional forecasts of a backward looking model.
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(cherry picked from commit d93b6b2f15
)
2017-06-14 00:05:32 +02:00
Stéphane Adjemian (Charybdis)
cfd82e28e4
Added routine computing IRFs of backward looking model.
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(cherry picked from commit 647505526a
)
2017-06-14 00:05:16 +02:00
Stéphane Adjemian (Charybdis)
ca7f734561
Updated dynare_config (wrt 214b534b25
)
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(cherry picked from commit 12733e94f3
)
2017-06-14 00:04:28 +02:00
Stéphane Adjemian (Charybdis)
5570bf1588
Moved backward models related routines in specific subfolder.
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(cherry picked from commit 214b534b25
)
2017-06-14 00:01:48 +02:00
Stéphane Adjemian (Charybdis)
57cab69530
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.
(cherry picked from commit d282226100
)
2017-06-14 00:01:10 +02:00
Johannes Pfeifer
b773a242c8
discretionary_policy_1.m: output which derivative is nonzero
2017-06-12 20:59:45 +02:00
Stéphane Adjemian
0500a69031
Merge pull request #1467 from JohannesPfeifer/line_breaks
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Fix two line breaks
2017-06-12 16:05:15 +02:00
Stéphane Adjemian
c45f9b776d
Merge pull request #1466 from JohannesPfeifer/discret_policy
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Adjust error message if number of instruments does not match number o…
2017-06-12 16:05:01 +02:00
Johannes Pfeifer
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
Johannes Pfeifer
4f06afea9c
Adjust error message if number of instruments does not match number of omitted equations
2017-06-11 10:55:14 +02:00
Stéphane Adjemian (Charybdis)
be61de1367
Account for negative steady state in case of log-linearization.
2017-06-08 11:59:02 +02:00
Stéphane Adjemian (Charybdis)
3f54ab04d4
Fixed mh_optimal_bandwidth.
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Bump killing mode (local bandwidth parameter), ie bandwidth=-2, was not
working. This is without consequences for Dynare because this approach is never
used.
Closes #1463 .
2017-06-07 11:02:49 +02:00
Stéphane Adjemian (Charybdis)
c8228d71d3
Added missing prior (Weibull).
2017-06-06 20:37:41 +02:00
Stéphane Adjemian (Charybdis)
a023839890
Fixed bug instroduced in e5945a4527
.
2017-06-05 10:51:30 +02:00
Stéphane Adjemian
baf7ba9031
Merge pull request #1462 from JohannesPfeifer/contemp_corr
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Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
Stéphane Adjemian
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian
cb25ffebaa
Merge pull request #1457 from JohannesPfeifer/ML_error
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dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
Johannes Pfeifer
f9efc6c10e
Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant
2017-05-30 19:30:43 +02:00
Johannes Pfeifer
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
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Closes #1453
2017-05-27 19:26:12 +02:00