Sébastien Villemot
a2061b6f4e
Initialize empirical simulations with information provided in histval
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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
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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
Stéphane Adjemian (Scylla)
24cd423671
Removed globals from resol.m (changed calling sequence). Added texinfo header.
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Removed trailing whitespace.
2011-09-17 12:53:38 +02:00
Houtan Bastani
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Houtan Bastani
d70b02d319
removed unused variable
2011-03-31 16:36:03 +02:00
Michel Juillard
e029d46697
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
2011-03-13 21:19:55 +01:00
Jacob Smith
dc275f4af4
Moved the TeX file closing statement outside of loop, to fix a problem with non existant file id in producing TeX output in stoch_simul
2011-02-09 09:21:03 -05:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Sébastien Villemot
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
Michel Juillard
256ff761e8
stochastic simulations: fix the number of generated data to be exactly options_.periods
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added ./tests/simul
2011-01-02 16:55:15 +01:00
Michel Juillard
dcc46959b4
The default for options_.qz_criterium is now different for different contexts:
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qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1
This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
2010-12-23 08:34:13 +01:00
Ferhat Mihoubi
ffaec7ba89
- First elements needed for stochastic simulation of a block decomposed model
2010-11-25 16:11:27 +01:00
Stéphane Adjemian (Charybdis)
e614227c3f
Added warning message when some of the deep parameters are not initialized.
2010-11-17 17:09:39 +01:00
Houtan Bastani
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
Michel Juillard
f48910aca9
set_state_space is now called by stoch_simul
2010-07-09 12:54:06 +02:00
Sébastien Villemot
7f5f99b43e
stoch_simul: force order=1 with partial_information
2010-03-29 12:44:38 +02:00
Michel Juillard
e405f17c8a
additional fixe to partial information:
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- partial_information is a LOCAL option that must be repeated in all instructions
- when VAROBS is empty, one assumes full information (all endogenous variables are observed)
- allusion to SIMULATED variables is removed from the title of the tables
2010-03-25 11:20:34 +01:00
George Perendia
0be001d194
Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m
2010-03-24 23:26:05 +00:00
Sébastien Villemot
6bb4ec4d9b
Fixed bug in stoch_simul related to the variable list
2010-03-24 12:54:02 +01:00
Michel Juillard
b261eb0ba2
integration of partial information in stoch_simul (thanks to George, Joe and Paul)
2010-03-23 11:09:59 +01:00
sebastien
1be52aaa5f
Beautification: removed tabulation characters which were left in previous beautification pass
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien
ee3ceb7db6
M-files and preprocessor:
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* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
michel
48dad3e37a
4.1: add preprocessor interface for k_order_solver
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rename use_k_order to k_order_solver in Matlab procedures
fix tests
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
michel
d2b1765c48
v4.1: changing Matlab routines for results display and simulation at order = 3
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-29 21:05:16 +00:00
sebastien
a2cef7009d
Fixes for ticket #57
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preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"
M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
stepan
5f8de6f142
+ Added error messages related to the output of the steadystate file.
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+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-06-25 08:30:27 +00:00
sebastien
a47232a0f7
trunk: renamed table.m to dyntable.m (name clash with Octave's table)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
sebastien
47a4d91700
v4 matlab:
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* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
sebastien
e08cad8265
v4: merged Octave branch into trunk
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
adjemian
aa9b217788
Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 15:36:00 +00:00
michel
d75d2a459b
v4 stoch_simul.m: added storage of IRFs in oo_.irfs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 04:34:24 +00:00
adjemian
f9d57f9389
Initialization of options_ in global_initialization (dynare_estimation+stoch_simul)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:34:54 +00:00
michel
ce3a9a76ae
v4: bug around options_.replic
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-18 07:37:22 +00:00
ratto
074f76dda2
bug on index of variable saved in base workspace
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@943 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-02 09:15:55 +00:00
michel
e2882021d4
v4: various updates to Matlab code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-08-24 13:07:26 +00:00
adjemian
0fd478dd6f
Small changes in gmhmaxlik.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-05 12:42:01 +00:00
michel
9ed66f8cb4
v4 stoch_simul.m: added option for Spectral Density (not yet in parser)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@813 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-03 12:24:27 +00:00
adjemian
757a5f4af2
Added theoretical spectral density (in stoch_simul.m)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-24 16:46:32 +00:00
adjemian
482d132aff
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@612 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-19 15:27:57 +00:00
michel
6e23ddbf6d
v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-18 16:50:33 +00:00
michel
89f1118b49
v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@581 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-06 15:12:00 +00:00
adjemian
0393e5e187
Corrections related to the impulse response functions.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@473 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-01 12:59:40 +00:00
michel
bbf1729f9b
v4: added dr_ as global in stoch_simul
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@468 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-30 15:02:43 +00:00
adjemian
884bff3678
posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@462 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-26 12:40:14 +00:00
michel
46b1cb222b
parser corrections + adapting 2nd order approx code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@458 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-22 14:28:25 +00:00
michel
a1a7cf34c3
correcting fname_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@448 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 09:43:58 +00:00
michel
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00