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753 Commits (38b6fa0bac53a3b0f881766e52f1f5e9984424c3)

Author SHA1 Message Date
sebastien ca254fdb22 v4 parser: added options constant and noconstant for BVAR commands 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1394 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 11:47:44 +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
sebastien 97d78558d3 v4 parser: updated doxygen configuration file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1387 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-20 16:23:20 +00:00
sebastien 610d849121 v4 parser: fixed problems with DLL mode 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1384 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-13 17:50:32 +00:00
sebastien 1733962c4d v4 parser: updated DynareBison.cc to match Bison file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1383 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-13 17:50:01 +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
michel 60ddf0817d v4 parser: added option mh_recover 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1381 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-08-19 08:07:31 +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 1a16b2c75c v4 doc: added documentation for BVAR 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1375 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 18:27:49 +00:00
sebastien 0faf6de4ab v4 tests: added BVAR examples 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 18:26:37 +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
sebastien 162195c882 v4 parser: removed the mechanism which records whether a given symbol has been referenced or not in the model block (useless and creates problems for standalone BVAR estimation) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1371 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-16 16:48:47 +00:00
sebastien 446623f576 v4 parser: allow for empty model in some cases (actually for standalone BVAR estimation) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1370 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-16 16:47:09 +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
sebastien 50950ea63f v4 parser: removed deprecated "olr" command 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1342 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:39:38 +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
sebastien bcefdfc37c v4 parser: added "print" and "noprint" options to stoch_simul 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1336 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-02 13:08:21 +00:00
michel db89b91a5e v4 parser: NaN() is only available in recent Matlab version, changed to repmat(NaN,..,1); 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-02 12:48:38 +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
tommaso 4fca885549 added example files in models subdirectory that had not been uploaded last time 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1332 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-28 10:11:24 +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
sebastien 7239b413e8 v4 doc: fixed wrong default value for option "presample" in manual 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1327 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-22 09:42:17 +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 d9f02736c5 v4 parser: changed function call for ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1322 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-17 13:06:50 +00:00
michel 3261c1a1e0 v4 parser: added nograph to stoch_simul options 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1321 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-17 13:05:07 +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
tommaso 49337940bd removing file that shouldn't have been uploaded 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1319 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-16 13:56:38 +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