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530 Commits (38b6fa0bac53a3b0f881766e52f1f5e9984424c3)

Author SHA1 Message Date
adjemian d9f56bfde9 Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-03 14:40:43 +00:00
michel e62027a296 v4 initial_estimation_checks: added a check for *_steadystate.m accuracy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1403 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-01 11:53:28 +00:00
michel 7a87a7b200 v4: corrected bug in handling of trend_coeff 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1402 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-01 09:39:32 +00:00
michel 23277f1f87 v4 steady_: corrected bug when checking values returned by *_steadystate.m 
Triggers an error when *_steadystate.m returns wrong values


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1401 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-29 08:20:06 +00:00
sebastien b619eef664 v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-28 13:43:21 +00:00
michel f3375020fc v4: bug in handling of options_.trend_coeffs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1399 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-27 15:35:40 +00:00
adjemian 4a0aeb12de Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 16:25:25 +00:00
adjemian 0c3d36eb11 Bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 13:10:50 +00:00
sebastien 3bc0201f59 v4 bvar_toolbox.m: fixed bug and documentation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 11:48:20 +00:00
adjemian 07965db080 Estimation of the posterior theoretical 2nd order moments. Results are saved in oo_. This function can be called directly from the *.mod file by the user (no input argument needed). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1393 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 22:54:23 +00:00
adjemian 7b7339cad4 Other cosmetic changes... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:50:36 +00:00
adjemian a53e4db7ab Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:22:16 +00:00
adjemian 6ea51663a6 Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:15:49 +00:00
adjemian 01f5e9aa1f Just some cosmetic changes! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:34:30 +00:00
adjemian 1224cec429 Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:17:56 +00:00
gary c96ce67a80 test of commit 
added blank line at line 3


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1382 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-08-30 13:33:54 +00:00
adjemian a1c0424585 Correction of a bug related to the penalty on dsge_prior_weight. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-26 08:50:38 +00:00
adjemian 9549b0dd42 Correction of a bug related to info. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-26 08:21:54 +00:00
adjemian ac15bfa388 Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-25 13:25:38 +00:00
sebastien 185ebc09bd v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 14:00:22 +00:00
sebastien b241abc87e v4 bvar_*: minor changes in comments 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 13:43:44 +00:00
adjemian daef6d60b6 Correction of a bug related to BVAR-DSGE. After the estimation of the DSGE posterior mode, dynare was computing the hessian matrix associated to the BVAR-DSGE... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1369 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-13 14:55:21 +00:00
adjemian 01e7407d76 Correction of a bug with mh_recover. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1344 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:50:09 +00:00
adjemian 6d6174d6ae Added a penalty when the bvar-dsge prior is not proper (too small values of dsge_prior_weight). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:43:00 +00:00
adjemian 269329cac2 Corrections for bvar-dsge estimation and irfs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 08:43:25 +00:00
sebastien 2074327cd9 v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:49:26 +00:00
sebastien 52ee61764a v4 bvar_forecast.m: fixed bug in RMSE computation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:37:57 +00:00
adjemian 254a2df272 Correction of a bug in bvar-dsge estimation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:32:28 +00:00
michel d75d2a459b v4 stoch_simul.m: added storage of IRFs in oo_.irfs 
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
michel 125b4c004a v4: added graphs of smoothed variables 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1334 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-30 06:39:02 +00:00
michel 40733b85bb v4: new function for ramsey_policy; correction in ramsey_dynamic.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1333 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-30 06:33:17 +00:00
sebastien 86360d9eb4 v4: added BVAR code for computing marginal density and forecasting 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-25 22:42:30 +00:00
michel ec4d29935d v4 solve1.m: corrected convergence criterium max(abs(fvec)) < tolf instead of f < tolf 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1330 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-25 14:48:55 +00:00
sebastien 4074588719 v4 read_variables.m: added missing semicolon 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1329 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-25 10:04:23 +00:00
adjemian d1820cd778 Correction of a bug related to mode_compute=6 (displayed progress information was wrong). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1328 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-22 14:35:56 +00:00
adjemian e48f546b4c mode_check option for bvar-dsge. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1326 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-22 09:23:45 +00:00
michel 01ecabb717 v4 set_parameters.m: corrected bug when estimating covariances 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1325 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-20 14:52:18 +00:00
michel 482c5d2c3a v4 osr1: correcting the correction ... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1324 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-20 13:57:31 +00:00
michel 9c935698a5 v4 osr1: corrected bug in call to dynare_solve 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1323 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-20 13:51:53 +00:00
michel fd8ebccfbc v4 dynare_estimation: added call to PosteriorMomentsVarendo (not yet completed) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1320 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-17 13:01:02 +00:00
adjemian 50137ebfb3 documentation update. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1318 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-16 08:59:31 +00:00
adjemian 0fa73bb1f3 Set the parameters to the posterior mean after a metropolis. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1317 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-16 08:52:53 +00:00
adjemian 5d9c00ccf4 Correction of bugs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-11 19:56:31 +00:00
michel de75d3a682 v4: put back dynare_m.exe: users expect it 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1313 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-11 18:39:43 +00:00
michel 2aef3f5e9d v4: resurrecting ramsey_dynamic.m and ramsey_static.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1312 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-10 16:00:47 +00:00
michel 188a128446 v4 dynare_MC.m: options_.filter_step_ahead is now empty by default 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-09 07:49:55 +00:00
michel 51d6ff2d85 v4 dynare_MC.m: options_.filter_step_ahead is now empty by default 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1310 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-09 07:45:38 +00:00
michel 85ea921bc1 v4: changed initialization for steady state solver tolerances 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1309 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-08 16:35:05 +00:00
michel fc69acc2ec v4: removing dynare_m.exe from the archive 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1308 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-08 16:27:06 +00:00
michel 5167246461 v4 state_space.m: tried to protect the code against the fact that in some version of Matlab the union of 2 scalars is a column vector and in others a row vector .... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1307 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-08 12:37:39 +00:00
adjemian 564cf13c2d options_.mh_recover was not declared (default value is 0) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1305 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-06 12:45:37 +00:00
michel 1a0e8b5114 v4 : removed ramsey_dynamic.m and ramsey_static.m that shouldn't be there 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1304 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-06 12:39:36 +00:00
adjemian eec90d413f Correction of a bug related to option mh_recover 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1303 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-06 10:41:44 +00:00
adjemian 1a4ca385a3 Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-04 14:26:49 +00:00
ferhat 77d6a24cf7 Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-03 22:35:30 +00:00
michel 500727c0cb v4 PosteriorIRF.M: matched function name with filename 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-03 08:59:27 +00:00
ferhat 9af2e461c3 New release of deterministic simulation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-01 11:43:49 +00:00
michel 56da813fec v4 dynare.m: make it foolproof for directory names with spaces 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1291 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-05-25 19:18:14 +00:00
michel 708f2b992b v4 dynare_estimation.m: parameters must be set before computing the steady state 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1290 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-05-20 09:21:15 +00:00
adjemian 0826fe1b72 bug correction: an underscore was missing. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1287 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-05-20 06:55:40 +00:00
adjemian fc4e25adec M_ is saved with oo_ in _results.mat 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1286 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-05-19 16:58:55 +00:00
adjemian e1385d2cd5 More efficient code using recursive approach to compute the mean and covariance matrix. 
The posterior mode, obtained from the metropolis-hastings, and the inverse of the estimated covariance matrix are saved in <NAME_OF_THE_MOD_FILE>_mh_mode.mat.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1285 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-05-19 16:54:39 +00:00
adjemian 243484b387 offset is updated after each call. 
Documentation of the function.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1284 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-05-19 16:50:20 +00:00
sebastien 6e4e16a378 v4 ReshapeMatFiles.m: fixed bug introduced in r1103 when there is only one stored file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1276 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-05-14 08:56:39 +00:00
ratto 5ad7e3b4a1 xparam1 as a column vector for posterior mean. 
This eliminates error in loading _mean file.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-30 07:14:34 +00:00
michel 8ee3650ac3 v3+4 parser: reverted wrong correction to histval a few months ago 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1251 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-16 15:59:29 +00:00
ratto a57ca32ce8 Enabled PosteriorSmoother. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-16 15:47:28 +00:00
adjemian e7a65da202 DsgeSmoother() returns the state equation + documentation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1249 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-15 14:21:11 +00:00
adjemian cec9b756dc Do not print the steady state flag! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1248 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-15 12:58:18 +00:00
adjemian be4be64408 Prior densities are also saved in oo_ (new field). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-15 12:54:35 +00:00
adjemian 1c2d99c935 typo correction. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1246 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-15 12:52:50 +00:00
michel 5115f8430d v4 resol.m: correcting bug with linear models 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-14 16:50:31 +00:00
michel 4271844ffe v4 parser: M_.params initialized with Nan rather than zeros 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1243 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-14 16:49:41 +00:00
ratto bc703117ac sensitivity toolbox: interpreter none for legends in rmse analysis; 
bug when post mean not available

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1242 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-10 13:26:40 +00:00
ratto 5b019261bb modified rmse plots 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1241 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-10 11:51:33 +00:00
ratto 4b4c48adce updated for newrat using new dsgelikelihood 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1240 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-10 09:59:58 +00:00
michel daa8057161 v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1239 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-05 10:25:01 +00:00
ratto 6218d28bb8 bug with ksstat initialization for screening 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1238 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-05 09:25:15 +00:00
ratto 7d2fdbd595 Fixed bug with sensitivity analysis samples. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1237 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-04 08:30:50 +00:00
ratto 6d6e3020b3 _static file name defined also when _steadystate file is available 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-04 08:23:14 +00:00
ratto 28da4a09c5 Updated sensitivity package !!! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1235 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-04 08:19:51 +00:00
ratto 663fdccdec bug in last term of my_ordeig 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1234 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-03-23 09:44:58 +00:00
adjemian fbe123b88a A call to dr1 was missing. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1231 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-03-20 16:56:16 +00:00
adjemian 83bb7940cf Update M_ with parameters at the posterior mode or mean. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1230 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-03-20 16:41:42 +00:00
adjemian f26e954bd1 A new fonction that will be used for structural shock identification in BVARs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1229 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-03-20 16:40:33 +00:00
sebastien 5c285d6fa0 v4 erase_compiled_function.m: merged Ferhat's changes 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1191 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-21 23:28:38 +00:00
michel 4cf7281291 v4: bug correction in initialization of engodnous variables 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1189 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-15 11:24:34 +00:00
adjemian 9f0ce4ac18 Estimation of BVAR models 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-13 16:38:51 +00:00
michel c19e59857f v4: added provision for calibrated measurement errors; 
correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1186 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-11 13:04:17 +00:00
michel 4e1122f014 v4: merge changes to dynare_estimation.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-11 12:48:41 +00:00
michel 5fa4cb9eac v4 mult_elimination: bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1182 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-11 12:45:55 +00:00
adjemian 0448da2649 Bug fixes (BVAR-DSGE) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1181 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-09 16:30:47 +00:00
michel b9c7cff8fb v4: ramsey_dynamic.m bug correction; 
dr1.m: save jacobian on options_.debug == 1

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1168 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-30 15:50:22 +00:00
adjemian 44093cbbb9 BVAR-DSGE with constant (not yet ready) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-26 14:50:30 +00:00
adjemian 6c7fcaa567 correction of a bug related to the names of the shocks and measurement errors when mh_replic = 0 and load_mh_file = 1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-26 09:03:41 +00:00
adjemian ee75bf6a58 load oo_ from _results.mat if mh_replic = 0 and load_mh_file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1165 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-26 08:58:07 +00:00
adjemian 863680fb4d yet another bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1164 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-24 13:29:14 +00:00
adjemian ee4ced27b0 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1163 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-01-22 18:58:37 +00:00
adjemian eed9b1b335 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1162 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-01-22 18:11:34 +00:00
adjemian f9d57f9389 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) 
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
adjemian a5b243b32c Bug correction related to the case where mh_replic=0 and load_mh_file=1 (oo_ is saved after marginal_density.m and GetPosteriorParametersStatistcs.m) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1160 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 16:32:36 +00:00
adjemian 8de9d8b5cb initialization of options_ in global_initialization.m. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1159 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 16:22:29 +00:00
adjemian bc90be074a qr2.m was missing ! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1158 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 13:40:05 +00:00
adjemian bcedf81d59 do not compute posterior moment and densities when mh_replic = 0 and load_mh_file = 1. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1157 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 13:34:44 +00:00
adjemian c5b8c596f2 do not compute the marginal density (harmonic mean estimator) when mh_replic = 0 and load_mh_file = 1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1156 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 13:33:59 +00:00
adjemian a4670516c5 Correction of a bug related to the number of lines per mh file. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1155 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-21 20:34:45 +00:00
adjemian 5275ba88e0 correction of a bug related to metropolis.log. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1154 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-21 13:53:31 +00:00
michel 6e4577326d v4: union function exists in Matlab 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1153 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-21 13:10:28 +00:00
michel 4afa566652 v4 dr1.m: bug correction in unrolling kron 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1150 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-11 09:22:22 +00:00
michel 7417d18014 v4 dr1.m: bug correction to kron unrolling 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1144 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-08 11:00:02 +00:00
michel de3460760f v4 dr1.m: checking size of all call to kron (except deterministic shock part); 
unrolling kron() in each case when necessary


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1143 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-08 10:14:30 +00:00
michel 348bfca62b v4 resol.m: bug fixing 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-06 16:21:15 +00:00
michel 20ac65e1fe v4 resol.m: ..._steadystate.m takes prioru\ity even for a linear model 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1140 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-06 11:04:30 +00:00
michel 85a34d8046 v4 resol.m: changed options_.olr in options_.ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1139 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-06 10:37:22 +00:00
michel 00a6328877 v4 ramsey_dynamic.m: bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1137 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-05 19:37:00 +00:00
michel 7d1a90e607 v4 McMCDiagnostics.m: corrected bug with size of tmp 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1136 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-04 22:26:32 +00:00
michel 1497fa98f0 v4: added initialization of options_.ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1134 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-04 17:03:41 +00:00
michel 77cdcce658 v4: adding Ramsey policy to parser; 
changes to Ramsey policy Matlab code

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-04 14:42:27 +00:00
adjemian 04879d31f3 MH log file (metropolis.log) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1129 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-19 17:45:34 +00:00
adjemian 682ef48fdd Allow Dynare to recover a crashed mh. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1128 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-19 11:29:28 +00:00
michel 927da0e42a v4: added code for Ramsey policy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1124 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-17 15:01:20 +00:00
michel f3c3e6d71d v4 dr1.m: use derivatives w.r. to exogenous variables only for the solution of models with exogenous variables and not for only computing the eigenvalues. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1122 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-16 08:59:09 +00:00
adjemian 47ae595059 Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 
Added : Posterior IRFs for BVAR-DSGE, conditional forecasts

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-15 11:37:24 +00:00
michel 9337cdef34 v4 dynare_estimation.m: corrected bug in bayestopt_.restrict_var_list_nonstationary 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1114 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-01 20:46:51 +00:00
ratto 442bf232b0 Fixed when one wants all the runs (no cut). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1109 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 14:45:12 +00:00
ratto f19b66c4b2 Parsimonious initialisation of matrices used only in diffuse steps. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1108 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 14:44:03 +00:00
ratto 2141998a93 Initialised aK 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1107 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 14:38:57 +00:00
ratto c37932d6f8 Shifted order of loops for nblock and files, to easily allow cumulated mean plots. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1106 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 14:24:29 +00:00
ratto c9f297ba7f Limit number of iterations to 1200. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1105 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 14:10:44 +00:00
ratto 11da7c6eb2 Needs persistent p1 and p2; 
global estim_params abd bayestopt_.
Debugged generalised beta prior.
index (i) missing somewhere


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1104 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 14:07:57 +00:00
ratto b3bcbf79dc Don't sort MC samples and let Reshape know which type of sample (prior, metropolis, GSA). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1103 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 13:53:53 +00:00
ratto 3ff4c65f6a Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 13:48:23 +00:00
michel de7e3fdfac test 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1097 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-25 09:18:23 +00:00
michel a955e818b1 test 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1096 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-25 09:06:16 +00:00
michel f5d35c9737 v4: new set of graphs in forecast with prior uncertainty 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1095 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-25 08:54:17 +00:00
michel 7375a2c071 test 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1092 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-22 12:54:16 +00:00
adjemian 5b2053c347 improvements to the stochastic posterior mode optimization routine (mode_compute = 6) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1091 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-21 12:52:32 +00:00
michel ce3a9a76ae v4: bug around options_.replic 
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
adjemian 1e1c111f1f bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1083 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-17 16:27:33 +00:00
adjemian 86e196c515 new function to select a subset of deep parameters. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1082 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-17 13:07:57 +00:00
adjemian ce51ccc7b3 new : get_posterior_parameters.m (translated from version 3) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1081 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-17 12:46:26 +00:00
michel 7dd651f513 v4 osr.m: use stoch_simul for output 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1080 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-16 20:20:45 +00:00
michel 2c5668e9bc v4 dynare_estimation: remaining bug with options_.forecast 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1076 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-15 15:23:19 +00:00
ratto c2a568cb22 Updates and management of memory. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1073 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-15 08:21:34 +00:00
michel 501814b441 v4: adding prior_analysis. Only forecasts for the time being 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1072 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-14 20:57:32 +00:00
michel f34a6fa016 v4: removed forecast option group 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1071 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-14 20:26:38 +00:00
michel 36e122bbdd v4: synch dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1068 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-12 17:37:24 +00:00
michel 4233d25da3 v4: added Chris Sims solver solve_algo=3 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1066 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-12 16:02:29 +00:00
michel 2de08e1599 v4: resync dynare_m.exe with parser 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1065 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-12 16:00:01 +00:00
michel 97c4ec9643 v4: making options_ group for forecasting 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1061 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-11 16:00:05 +00:00
michel ac07e14f02 v4 check.m: forcing options_.order = 1 correctly (correcting 1045) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1048 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-07 14:49:24 +00:00
michel 46a3d9d4a4 v4 dynare_m.exe: matching parser's version 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1047 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-07 14:47:08 +00:00
michel 9b91c3532f v4 check.m: forces options_.check = 1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1046 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-07 13:20:51 +00:00
michel 5a8563ba71 v4 dynare_m.exe: reflects recent changes in parser 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1043 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-05 13:48:32 +00:00
michel 26ff335c97 v4 prior_bounds.m, rndprior.m: uses now bayestopt_.p1 and p2 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1042 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-05 13:46:26 +00:00
michel 73fef22aab v4 dynare_estimation.m: forces order = 1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1041 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-05 13:44:44 +00:00
michel 57bbbea3eb v4 forcst_unc.m: uses now rndprior.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1040 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-05 13:43:42 +00:00
michel 9bf2af2a17 v4 prior_draw.m new version 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1039 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-05 13:43:05 +00:00
michel 3aabe74278 v4: added save_results.m to save results in structures 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1025 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-04 16:16:25 +00:00
michel f96177dee8 v4: added forecast with prior uncertainty on parameters 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1024 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-04 16:15:36 +00:00
michel e1a801375c v4: added first incomplete version of dynare_graph* function 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1023 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-04 16:15:09 +00:00
michel b45ad0d64c v4 set_parameters.m: bug when prior only on parameters 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1022 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-04 16:12:47 +00:00
michel bdf036e402 v4 global_initialization: added options 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-04 16:11:49 +00:00
michel b5f602cc5b v4 dynare_solve.m: added debugging feature 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1010 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-01 12:47:24 +00:00
michel 1babb208f6 v3+v4 dr1.m: corrected name collision in dimensions of zx 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1009 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-01 09:09:44 +00:00
michel c276dc4a3b v4 DynareFlex.ll: undoing all of Sebastien's changes 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1008 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-30 11:30:32 +00:00
michel f3b3321e36 v4: fixed bug in PosteriorIRF.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1007 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:29:54 +00:00
michel 8fa53ec34b v4: fixed eignevalues for deterministic problems 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1006 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:28:57 +00:00
michel 708052184f v4: fixed deterministic simulations 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1005 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:28:24 +00:00
michel b3a7c45070 v4: fixed deterministic simulations 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1004 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:27:48 +00:00
michel 7eb6a591d0 v4 csminwel.m: setting values for return variables even if failure 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1003 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:10:05 +00:00
adjemian 22e0f21220 Draws a vector of candidate deep parameters in the joint prior density. B&K conditions have to be tested on each draw... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@999 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-28 13:25:20 +00:00
michel 36dd0274d5 v4 global_initialization.m: changed to dr = [] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@990 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-18 15:42:37 +00:00
sebastien e652d51fb9 v4 dr1.m: removed double call to gensylv 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@975 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-12 08:34:25 +00:00
sebastien 7ca84545e2 v4: removed gensylv.mexglx and mjdgges.mexglx 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-12 08:31:59 +00:00
adjemian 897a084881 New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-10 19:37:26 +00:00
ratto 074f76dda2 bug on index of variable saved in base workspace 
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
ratto 9a380cd784 added option of only likelihood analysis in posterior filtering 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@942 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 12:32:37 +00:00
ratto 5f2bbc07e0 added option of analysing only likelihood and posterior 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@941 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 12:30:58 +00:00
ratto f61a7c75db glue for restricted Newton steps 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@940 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 10:47:53 +00:00
ratto b1a1ae0ada added restricted Newton steps 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@939 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 10:47:17 +00:00
ratto aef29f9c51 initialisation of eigenvalue and st. state stocks 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@938 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 08:30:32 +00:00
ratto 7d39d1d273 fixed nvn definition 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@937 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 08:27:10 +00:00
ratto 2dd8f7fce5 bugs around forecast functions using M_ and oo_ globals 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@936 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 07:36:15 +00:00
ratto 8aada363be one bug around defining aux for Kalman smoother (non-minimal state space) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@935 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 07:33:40 +00:00
ratto d98d723d2c fixed bug in forecast call 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@934 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 07:31:43 +00:00
michel f49e236a7d v4: another correction for restricted states with multiple lags 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@933 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-27 19:49:03 +00:00
michel 79a93c9adb v4: corrected bug around restricted steadystate 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@932 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-26 12:13:38 +00:00
adjemian 4dc01acbd6 correction of a bug related to BVAR-DSGE models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-22 15:58:43 +00:00
michel 638ec1779e v3+v4: corrected display of initial value of log posterior 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@926 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 19:47:36 +00:00
michel 6c98c92782 v4: made options for solve tolerance criteria 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@925 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 15:48:36 +00:00
michel 1f56e496b1 v4: corrected osr 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 15:48:01 +00:00
michel ff075bcfa6 v4 set_state_space.m: one more bug 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@923 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 11:29:59 +00:00
michel f4636d5dde v4: bug corrections nonstationary models with lags on more than 1 period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@922 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 10:57:36 +00:00
michel 4691f6d1c6 v4: restricted state debugging 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-18 19:36:10 +00:00
michel cb9fb1b353 v4: changes around restricted state space representation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-17 15:23:45 +00:00
michel 8fcac85ea1 v4 steady_: checking user provided ..._steadystate.m can't be done for nonstationary models 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@917 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-17 15:21:22 +00:00
adjemian 545c8881c0 bug correction in restricted_steadystate.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:31:12 +00:00
adjemian 2f46484204 partially known steady state 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@915 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:25:41 +00:00
adjemian 66722531f8 Added the steady state provided by the _steadystate file is checked in steady_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:16:34 +00:00