Johannes Pfeifer
68af0a4e65
Account for potentially unset M_.dname in forecast_graphs.m
2015-07-21 11:46:47 +02:00
Johannes Pfeifer
15b47ef50b
Account for cases where estim_params_ is empty or has only been filled with field full_calibration_detected
2015-07-21 11:41:39 +02:00
Johannes Pfeifer
84e04522bf
Account for options_.nk potentially being empty.
2015-07-21 10:41:47 +02:00
MichelJuillard
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
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Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard
2cb58be875
Merge pull request #969 from JohannesPfeifer/documentation
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Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
MichelJuillard
c15e8f65c7
Merge pull request #769 from JohannesPfeifer/filtered_vars_ML
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Do not create classical filtered variables at posterior mean if Bayesian...
2015-07-20 14:21:30 +02:00
MichelJuillard
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard
8045217773
Merge pull request #729 from JohannesPfeifer/complex_jacobian
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Deal with debugging info on complex Jacobians
2015-07-20 14:08:33 +02:00
MichelJuillard
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
MichelJuillard
4b3550efbc
Merge pull request #691 from JohannesPfeifer/var_decomp_unit
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Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
2015-07-20 14:03:22 +02:00
MichelJuillard
9634ff2098
Merge pull request #698 from JohannesPfeifer/Fix_steady_state_estimation
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Fix bug in dynare_estimation_init.m if steady state does not solve
2015-07-20 13:57:37 +02:00
Johannes Pfeifer
86322bcb3a
Fix typo in dsge_likelihood.m
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blkdiag command is not written with ck
2015-07-20 13:10:31 +02:00
Johannes Pfeifer
b0bbab68f3
Add likelihood value to mode-file
2015-07-20 13:06:22 +02:00
Johannes Pfeifer
d6bc85fdc6
Improve error message for incompatible filter/Kalman option
2015-07-20 13:06:22 +02:00
Johannes Pfeifer
bb0446873f
Add initial likelihood value to debugging info
2015-07-20 13:06:21 +02:00
MichelJuillard
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Michel Juillard
2c8ee55d16
Revert "adding provision for histval in conditional_forecasts"
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This reverts commit cb9a0ef064
.
2015-07-20 10:16:03 +02:00
Michel Juillard
cb9a0ef064
adding provision for histval in conditional_forecasts
2015-07-19 17:34:06 +02:00
Michel Juillard
edbd1ef374
fixing typo
2015-07-13 11:51:07 +02:00
Stéphane Adjemian (Charybdis)
dd8bd78562
Updated dseries submodule.
2015-07-09 16:03:47 +02:00
Stéphane Adjemian (Lupi)
29589c062f
Moved mode_check data file (see commit fe41b64c84
) in a subfolder.
2015-07-08 17:18:27 +02:00
Stéphane Adjemian (Lupi)
fe41b64c84
Save on disk the data produced by mode_check.
2015-07-08 16:05:38 +02:00
Houtan Bastani
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
Johannes Pfeifer
84f2b50043
Block using presample option with DSGE-VAR
2015-07-08 09:21:50 +02:00
Stéphane Adjemian (Charybdis)
d78ed888e5
Added a function to evaluate the accuracy of the linear approximation
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when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis)
ee44dd5fea
Updated header.
2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis)
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis)
17f3583151
Allow linear_approximation option with stack_solve_algo=7.
2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis)
27922a349c
Fixed typo.
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The value of jacobian_flag was not passed to fsolve.
2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis)
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
Houtan Bastani
ca6da942f2
Merge pull request #968 from JohannesPfeifer/Typos
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Fix typos in error message in stochastic_solvers.m
2015-07-06 09:37:21 +02:00
Johannes Pfeifer
90a6bb991c
Fix typos in error message in stochastic_solvers.m
2015-07-06 08:53:54 +02:00
Johannes Pfeifer
3d4d3ff2cb
Replace call to cholcov by call to chol
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Closes #964
2015-07-06 08:21:09 +02:00
Houtan Bastani
3b142de609
submodule update: reporting
2015-07-02 11:16:10 +02:00
Houtan Bastani
73781eafcf
submodule update: reporting
2015-07-02 10:15:57 +02:00
Houtan Bastani
8ab0a60164
submodule update: reporting
2015-07-02 10:08:34 +02:00
Houtan Bastani
cccb0995ff
submodule update: reporting
2015-07-01 15:07:31 +02:00
Houtan Bastani
a51e7251e1
submodule update reporting
2015-06-26 15:42:06 +02:00
Stéphane Adjemian (Charybdis)
23ff65d15a
Updated dynare_config routine (initialization of the dseries and dates classes).
2015-06-24 19:02:42 +02:00
Stéphane Adjemian (Charybdis)
6d2f049637
Moved routines and updated submodules dseries and dates.
2015-06-24 18:54:51 +02:00
Stéphane Adjemian
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian
3fd010ff91
Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
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Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Stéphane Adjemian
49dbd4e091
Merge pull request #960 from JohannesPfeifer/calib_smoother
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Filter out case where estimated_params block is present but smoother on calibration is requested
2015-06-18 12:15:19 +02:00
Houtan Bastani
1cd2df568a
Merge pull request #956 from JohannesPfeifer/dyn_mex_windows
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Fix bugs in dyn_mex.m under Windows
2015-06-18 11:48:12 +02:00
Stéphane Adjemian
73e1ddf7f0
Merge pull request #961 from rattoma/gsa
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Fix bug for models with leads and legs in exo variables
2015-06-18 11:32:37 +02:00
Stéphane Adjemian
bf707c1975
Merge pull request #962 from JohannesPfeifer/bvar_irf_fix
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Port bugfix #920 for Bayesian IRFs to BVAR routine
2015-06-18 11:27:55 +02:00
Houtan Bastani
770250aee9
submodule update: reporting
2015-06-17 12:58:03 +02:00
Johannes Pfeifer
ecd03815c8
Port bugfix #920 for Bayesian IRFs to BVAR routine
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Fixes plotting of IRFs where IRFs turn from negative to positive
2015-06-15 19:31:09 +02:00
Houtan Bastani
44fd0b37f9
reporting: submodule update
2015-06-11 11:55:31 +02:00