michel
|
c3af16b444
|
v4 dynare_estimation.m: changed default of options_.irf to 40
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@727 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-29 17:06:24 +00:00 |
|
michel
|
4f032c79ff
|
v4 parser.src: added mshocks (untested)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@726 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-29 14:42:50 +00:00 |
|
michel
|
7d0b4fa90e
|
v4 set_shocks.m: added M_.maximum_lag to the periods index
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@725 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-29 14:40:35 +00:00 |
|
michel
|
eca3df3338
|
v4 parser.src: made rplottype an option
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-29 14:29:41 +00:00 |
|
michel
|
2ae6df4b22
|
v4 parser.src: updated svn:ignore property
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@723 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-29 13:40:32 +00:00 |
|
michel
|
4e180bd3a1
|
v4 parser.src: added deterministic shocks
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@722 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-29 13:38:12 +00:00 |
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michel
|
475372a52f
|
v4 irf.m, simult_.m: corrected problems with lags > 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@721 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-29 09:43:21 +00:00 |
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michel
|
c85730c108
|
v4: ported changes for computing variance in unit root models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@720 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-20 09:08:25 +00:00 |
|
michel
|
161753429a
|
v4: added global_initialization.m and changed parser accordingly
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-20 08:53:28 +00:00 |
ratto
|
24670522c8
|
added outputdirectory; ishock debugged
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@716 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-13 13:03:46 +00:00 |
|
ratto
|
dc6e40df99
|
eliminated marginals; output directory added; ischock debugged
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@715 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-13 13:02:46 +00:00 |
|
ratto
|
6db1db53c5
|
print pdf and eps; ishock debugged
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@714 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-13 13:01:52 +00:00 |
|
ratto
|
76fd18af8b
|
output directory
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@713 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-13 12:59:09 +00:00 |
|
ratto
|
ca3d913db7
|
in MCF analysis, separated marginal and cumulative (Smirnov) plots.
This is the marginal function
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@712 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-04-12 10:02:34 +00:00 |
|
ratto
|
378523f736
|
bug fixed for lptau with np>30
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@711 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-04-11 15:33:16 +00:00 |
|
ratto
|
2500f71f2d
|
posterior option in SA
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@710 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-11 15:32:22 +00:00 |
|
ratto
|
3476711051
|
posterior option in SA
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@709 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-04-11 15:31:45 +00:00 |
|
ratto
|
91fa502406
|
corrected bug in load prev. file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@703 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-04-03 14:36:24 +00:00 |
|
michel
|
91f8b693fc
|
v4 parser: set up # statements
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@702 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-04-03 08:33:57 +00:00 |
|
michel
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bb10c1d82e
|
v4 parser: added SymbolType eLocalParameter
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@701 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-31 14:24:29 +00:00 |
|
michel
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d5b79d36ee
|
v4 parser: corrected bug in coments
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@700 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-30 19:47:00 +00:00 |
|
michel
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403ee85836
|
v4 metropolis.m: corrected bug on MhDirectoryName
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@699 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-30 19:29:20 +00:00 |
|
michel
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13ab8e03c5
|
v4 dynare_solve.m: corrected bug in one of the calls to solve1()
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@698 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-29 11:33:20 +00:00 |
|
ratto
|
d503506333
|
changed file names to more clear meaning; changed unstable to non-acceptable notation.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@697 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-24 16:29:46 +00:00 |
|
ratto
|
3f0657bf0d
|
added sensitivity of the fit
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@696 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-24 16:27:56 +00:00 |
|
ratto
|
e2728b9447
|
added prior option to save for glue; changed names of files: _stab to _prior.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@695 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-24 16:27:29 +00:00 |
|
ratto
|
5aaf0df595
|
Added quick and dirty engine for smoother and filter using prior samples.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@694 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-24 16:26:11 +00:00 |
|
michel
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52590d6a65
|
v4 dynare.m: looking automatically for .dyn and .mod files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@693 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-24 12:47:38 +00:00 |
|
ratto
|
4da4c9933c
|
metropolis_draw already initialised in dynare_estimation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@692 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-23 13:26:18 +00:00 |
|
ratto
|
7ccc5b41b4
|
added option for lptau;
load correct mode file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@691 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-23 13:16:36 +00:00 |
|
ratto
|
3b0f302e9c
|
added
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@690 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-23 13:14:47 +00:00 |
|
ratto
|
682ff004d9
|
corrected bug with options_filtered_step_ahead
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@689 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-23 13:10:32 +00:00 |
|
ratto
|
9934cbe727
|
corrected bugs so that it runs;
added stock of parameters used to allow sensitivity analysis
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@688 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-23 13:08:00 +00:00 |
|
michel
|
195b79e1ab
|
v4: cleaning up diary handling
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@687 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-23 11:03:04 +00:00 |
|
ratto
|
9a970a6495
|
check for indeterminacy and dynare not finding a solution
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@686 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-22 16:47:48 +00:00 |
adjemian
|
7b4807632c
|
Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@684 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-17 11:20:25 +00:00 |
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adjemian
|
dcf7e1938e
|
Bug fixes.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@683 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-17 09:31:03 +00:00 |
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adjemian
|
5d9b47190e
|
A new function that allows to reshape the mat files generated by dynare more efficiently.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@682 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-16 17:07:58 +00:00 |
|
michel
|
0514df601f
|
v4: update of sensitivity code [Marco]
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@681 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-14 13:21:10 +00:00 |
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michel
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1f3036649e
|
v4 set_all_parameters: added H=M_.H;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@680 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-13 21:18:06 +00:00 |
|
michel
|
71cf74483f
|
v4: sensitivity code reshaped and optimizer updated [Marco]
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@679 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-13 11:46:43 +00:00 |
|
michel
|
a8e01d23bf
|
v4: further corrections
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@678 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-13 10:57:01 +00:00 |
|
michel
|
e72a1d579c
|
v4: bug correction in DiffuseKalmanSmoother* + new option_.diffuse_d (DiffuseKalmanSmootherH3corr.m) isn't corrected
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@677 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-13 10:21:14 +00:00 |
|
michel
|
d084976eac
|
v4: added return argument to DiffuseLikelihood* for outer product gradient [Marco]
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@676 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-13 10:20:09 +00:00 |
|
michel
|
ce34a58ab6
|
v4 set_all_parameters: bug corrections. Now M_.H should be initialized by the parser [Marco+Michel]
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@675 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-13 09:35:07 +00:00 |
|
michel
|
2d5fad9c75
|
v4 read_variables.m: added a missing deblank() [Marco]
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@674 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-13 09:33:35 +00:00 |
|
michel
|
06baee8f9b
|
v4 added irf option for estimation; removed useless instruction in DynareFlex.ll; removed include/DynareBsion.h that shouldn't be on SVN
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@673 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-11 16:55:40 +00:00 |
|
michel
|
1377fec610
|
v4 tests: updated fs2000a.mod
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@672 ac1d8469-bf42-47a9-8791-bf33cf982152
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2006-03-11 16:19:29 +00:00 |
|
michel
|
b9ae1874ef
|
v4 parser: initialize M_.H in estimated_params
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@671 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-11 16:16:12 +00:00 |
|
michel
|
f26902fc43
|
v4 se_all_parameters.m: bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@670 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2006-03-11 16:05:19 +00:00 |