stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
10,425 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

10425 Commits (3d91cf9716fce903347713861cbf0bbc1478726c)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 3d91cf9716 Updated indentation script for matlab files. 
+ set utf-8 encoding.
 + delete trailing whitespaces.
 2017-05-16 14:55:56 +02:00
Stéphane Adjemian (Charybdis) a4f563f99f Updated LAST_UPDATE_COMMIT variable. 2017-05-16 14:45:24 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 9285a80a73 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 5ef2d650b2 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 06ae919b87 Removed *.el file that should not have been commited. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 1a8cba5d26 Removed @dynTimeIndex class (unused). 2017-05-16 13:24:46 +02:00
Stéphane Adjemian ab9b512021 Merge pull request #1450 from JohannesPfeifer/var_list_problems 
Make sure varlists are correctly updated after removal of doubly defi…
 2017-05-16 13:23:48 +02:00
Stéphane Adjemian 502612a5a5 Merge pull request #1451 from JohannesPfeifer/bvar_doc 
Document how to set options for BVAR Irfs
 2017-05-16 12:49:30 +02:00
Johannes Pfeifer 6dde340c1e Document how to set options for BVAR Irfs 2017-05-14 18:37:34 +02:00
Johannes Pfeifer c373ed3897 Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m 
Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
 2017-05-14 11:03:05 +02:00
Stéphane Adjemian (Charybdis) ae50f25c76 Fixed detection of stochastic trends orthogonal to the observed variables. 2017-05-12 18:55:15 +02:00
Stéphane Adjemian (Charybdis) 278726f3fc Fixed typo. 2017-05-10 18:42:46 +02:00
Stéphane Adjemian (Charybdis) 3816272414 Make load_m_file_data_legacy.m work with row vectors. 
Added unit-tests.
 2017-05-10 17:39:11 +02:00
Ferhat Mihoubi 981e31c8c3 Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul 
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
 2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode 
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
 2017-05-08 18:39:44 +02:00
Stéphane Adjemian (Charybdis) 28f1ff8c4a Renamed routine. 2017-05-06 16:38:19 +02:00
Stéphane Adjemian (Charybdis) d471bede09 Call dynare_solve instead of trust region when simulating backward models. 
Gives access to other solvers.
 2017-05-06 16:32:48 +02:00
Stéphane Adjemian (Charybdis) 36fb15f34c Rewrote header. 2017-05-04 18:17:15 +02:00
Houtan Bastani d931c9a3ea Merge pull request #1447 from JohannesPfeifer/doc_typo 
Fix typos in manual (thanks to Daniel Bendel)
 2017-05-03 15:13:25 +02:00
Johannes Pfeifer 660b370fb3 Fix typos in manual (thanks to Daniel Bendel) 2017-05-03 15:06:16 +02:00
Stéphane Adjemian (Charybdis) cfc849fadc Fixed subsample periods for exogenous variables. 
Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.

(cherry picked from commit d0071bd80b)
 2017-05-03 14:22:04 +02:00
Stéphane Adjemian (Charybdis) 5ce20179bd Added specialized code for the inversion of backward models. 2017-05-02 23:04:44 +02:00
Stéphane Adjemian da31c7ff4c Merge pull request #1446 from JohannesPfeifer/hp_doc 
Add documentation of one_sided_hp_filter missing from f7175745acfb5d0…
 2017-05-02 22:59:27 +02:00
Stéphane Adjemian f6bb392165 Merge pull request #1445 from JohannesPfeifer/ramsey_message 
Ramsey: provide informative error messages related to steady state
 2017-05-02 22:56:26 +02:00
Johannes Pfeifer 37bffddef8 Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state 2017-05-02 13:48:25 +02:00
Johannes Pfeifer 0361fb29dc Add documentation of one_sided_hp_filter missing from f7175745ac 2017-05-02 12:27:27 +02:00
Johannes Pfeifer 5af9af06b4 Provide informative error message if steady state file is used without specifying an instrument 2017-05-01 18:59:11 +02:00
Stéphane Adjemian (Charybdis) e1c983cc7b Fixed bug (ensure that we concatenate column vectors). 2017-04-29 19:20:02 +02:00
Johannes Pfeifer b52c095a6b Add legacy function for loading mat-files with old interface 
Follows approach of #758 and closes #1364
 2017-04-29 18:25:39 +02:00
Stéphane Adjemian (Charybdis) 9a53a0f8b0 Add libquadmath-0.dll in Windows installer (dynare++). 2017-04-29 18:02:43 +02:00
Stéphane Adjemian 072246c5ab Merge pull request #1441 from JohannesPfeifer/ksstat 
Remove redundant ksstat option
 2017-04-29 18:00:25 +02:00
Johannes Pfeifer d7b2e271d7 Update documentation on sensitivity 
Closes #789
 2017-04-27 12:03:02 +02:00
Stéphane Adjemian (Charybdis) e8f07e828b Bump Octave version in windows/README.txt. 
We build against and support Octave 4.2.1.
 2017-04-27 11:57:02 +02:00
Stéphane Adjemian (Charybdis) dec9d6d900 Added 32bit and 64bit mex files for Octave in Windows installer. 2017-04-27 11:35:07 +02:00
Johannes Pfeifer 451646ff16 Remove redundant ksstat option 
Closes #1431
 2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis) c1b6a58eb7 Manually revert 05fc096569. 
Robust prediction error covariance matrix computation is now optional (with
rescale_prediction_error_covariance option).

Closes #1437.
 2017-04-27 10:44:27 +02:00
Stéphane Adjemian (Charybdis) d6e1d0baa5 Added option rescale_prediction_error_covariance. 2017-04-26 18:22:03 +02:00
Stéphane Adjemian (Charybdis) e21387c874 Bump Octave version. 
Octave 4.2.1 32bit or 64bit is now required (should work with 4.2.0 but not
tested anymore, so users should upgrade).
 2017-04-26 15:51:24 +02:00
Stéphane Adjemian (Charybdis) 650a3f6da2 Point to mex/octave32 if OCtave 32bit is used on Windows platform. 2017-04-26 15:10:40 +02:00
Stéphane Adjemian 089156a045 Merge pull request #1440 from JohannesPfeifer/local_order 
stochastic_solvers.m: Suppress redundant warning if order was already…
 2017-04-26 09:46:09 +02:00
Johannes Pfeifer 6ca415ce14 stochastic_solvers.m: Suppress redundant warning if order was already set to 1 2017-04-25 20:16:10 +02:00
Houtan Bastani 5bae0a8cb1 build system: add clean rule for test suite 2017-04-25 12:24:03 +02:00
Houtan Bastani 7829a25238 make stoch_simul solve linear model using order=1, even when order=2,3 specified. Also makes stoch_simul more efficient. closes #1336 
(cherry picked from commit e29be9676dd40388919819af2d366b8308763ccc)
 2017-04-22 16:26:13 +02:00
Stéphane Adjemian (Charybdis) 767e45db95 Shut off warning about short circuit operators (when calling qzdiv). 2017-04-22 14:44:47 +02:00
Stéphane Adjemian (Charybdis) ad21612967 Removed Octave specific part in mjdgges.m function. 
Also force complex QZ factorization in Octave.
 2017-04-22 14:44:47 +02:00
Stéphane Adjemian 7f7cb3ea07 Merge pull request #1436 from JohannesPfeifer/resol_steady 
Make resol.m honor nocheck flag
 2017-04-21 10:16:36 +02:00
Johannes Pfeifer fa1563370c Make resol.m honor nocheck flag 
Before, we never tested for correctness, allowing for wrong steady state files in the check command. Fixes bug introduced in 616efb53a448cfa59149951395838627fd1bf719 and restores behavior in 4.4.3
 2017-04-21 10:10:03 +02:00
Houtan Bastani 68d24d33af preprocessor: change trend test to warning. #1389 2017-04-20 18:41:28 +02:00