30bfa16211
Fixes related to estimation under discretion
2020-02-06 13:30:00 +01:00
59e11615a0
Discretionary policy: preparatory work for estimation
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This removes global variables from discretionary_policy_1.m, and also adapts
the behaviour and interface of the function so that it is similar to
resol.m (in particular, it no longer returns an empty “dr” in case of failure,
and it sets “oo_.dr”).
Ref. #1173
2020-02-03 18:05:29 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
8cb99bfe9d
discretionary_policy_1.m: check for NaN before checking for non-zero derivatives
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Prevents false error message
2019-02-05 09:14:20 +01:00
7a75872f72
Modernization: use tilde (~) syntax for ignored output arguments
2018-11-13 18:02:09 +01:00
8cb51e26e6
options_.instruments is now a cell array
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This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).
2018-10-25 15:01:53 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
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
b773a242c8
discretionary_policy_1.m: output which derivative is nonzero
2017-06-12 20:59:45 +02:00
4f06afea9c
Adjust error message if number of instruments does not match number of omitted equations
2017-06-11 10:55:14 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
420e80e538
discretionary_policy: Call steady_state-file to make sure that parameter dependence is correctly handled
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Prevents cryptic crashes due to NaN in derivatives of objective function
2016-06-23 20:50:17 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
d1735e1d9e
discretionary_policy_1.m: keep state space fixed even if state variable gets coefficient of 0 in solution by including appropriate 0 column. (Thanks to Junior Maih)
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Reverts 3b64c37cb3
2016-04-18 21:48:28 +02:00
b592987fb4
Base evaluation of linearity at steady state for exogenous variables
2015-08-30 11:56:26 +02:00
9e504a1293
discretionary_policy: Add check whether equation number is consistent with declared number of instruments
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Also fixes unit test that violated this.
2015-08-30 11:43:54 +02:00
3b64c37cb3
Update information in M_ if discretionary_policy_1.m changes lead_lag_incidence
2015-08-30 11:42:49 +02:00
bde961feca
Renamed options_.solve_maxit as options_.dp.maxit.
2013-10-09 15:37:21 +02:00
454638d778
removed useless calls to set_default_options (already set in global_initialization.m)
2012-12-06 15:42:18 +01:00
1fb89a07e9
Removed global from set_state_space.
2012-07-03 11:29:18 +02:00
540fb1be48
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
edbf3bd175
Remove useless calls to set_default_option
2012-04-20 17:08:11 +02:00
557ee2c004
removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor
2011-05-24 16:02:42 +02:00
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Johannes Pfeifer
Sébastien Villemot
Stéphane Adjemian (Scylla)
Houtan Bastani
Michel Juillard
Sébastien Villemot