13ca15a278
Allow (S)EP with arbitrary sequence of innovations.
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The third input argument of extended_path Matlab/Octave's routine is the
sequence of shocks (T*n array, where n is the number of exogenous
variables and T is the size of the sample). If the third argument is
empty, the (stochastic) extended path is run with gaussian
innovations (this corresponds to the previous behaviour).
TODO:
- Fix the compatibility with ep.replic_nbr
- Check the 'calibrated' mode.
2016-05-24 17:28:24 +02:00
b60bd7b36b
Removed globals from extended_path routine.
2016-05-24 17:28:24 +02:00
d9e22a149c
Fix preprocessor renaming error introduced in b486ae4964
2016-05-22 11:41:54 +02:00
2ce34e3207
preprocessor: replace obj_var_ with M_.osr.variable_indices and optim_weights with M_.osr.variable_weights. #948
2016-05-20 15:53:49 +02:00
5fdd24ab8b
preprocessor: add warning if more than one osr_params statement is encountered in the .mod file. #948
2016-05-20 15:46:33 +02:00
b486ae4964
preprocessor: make modifications to osr_params and osr_params_bounds output. #948
2016-05-20 15:43:12 +02:00
42895ce32c
Revert "preprocessor: add params_derivs_order to identification and sensitivity. #1187"
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This reverts commit 6192a6a776
2016-05-18 10:33:45 +02:00
6192a6a776
preprocessor: add params_derivs_order to identification and sensitivity. #1187
2016-05-17 17:18:16 +02:00
9d26ab46e9
preprocessor: only compute first order derivatives w.r.t. parameters with identification. closes #1187
2016-05-12 12:02:34 +02:00
a4b6dfa3f3
preprocessor: interface for osr_params_bounds. #948
2016-05-10 18:01:00 +02:00
452dfa6a7b
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
2016-03-23 10:06:19 +01:00
61e6e80b5a
Allow irf_shocks in DSGE-VAR models.
2016-03-22 16:04:33 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
105100c7fe
remove global in dyn_forecast() and change input and output arguments
2015-11-28 17:38:00 +01:00
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
145e2d5542
preprocessor: prior_posterior_function: change option 'prior_posterior_sampling_draws' to 'sampling_draws' #1076
2015-10-13 17:41:31 +02:00
f0e94d6475
fix typo
2015-10-13 17:21:32 +02:00
b4aa21f018
preprocessor: interface for prior_posterior_function command. closes #1076
2015-10-13 17:16:10 +02:00
9e28e796d5
preprocessor: simplify code
2015-10-13 15:13:40 +02:00
447b01b0b0
fix typo
2015-10-13 15:13:40 +02:00
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
11eaf27453
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
680625f260
Save results of model_comparison to oo_
2015-08-13 17:48:09 +02:00
cee7adc078
preprocessor: make hp, one-sided hp, and bandpass filters mutually exclusive
2015-08-03 17:51:45 +02:00
d9a1b99899
preprocessor: add bandpass_filter option to stoch_simul. #1011
2015-08-03 17:28:55 +02:00
be464bb431
clean up writing of static model
2015-07-27 15:59:13 +02:00
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f60b3577a09
2015-06-09 16:42:51 +02:00
5fd307cfd5
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
28ffa9c56f
Merge branch 'rmExtraExo'
2015-05-28 12:33:56 +02:00
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
acb6f70a29
preprocessor: provide more info in error message
2015-04-16 18:47:31 +02:00
450b8fc638
preprocessor: take care of instruments option in discretionary_policy
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squash
2015-04-16 17:14:49 +02:00
225e0fe01f
fix typo
2015-04-16 16:45:36 +02:00
11ec30c12a
preprocessor: take care of exos in smoother2histval statement
2015-04-14 15:05:03 +02:00
c27fbcfa79
Merge branch 'master' into rmExtraExo
2015-04-14 14:47:59 +02:00
f5cf7617a6
preprocessor: method out of order
2015-04-14 14:47:26 +02:00
a7ffb0e6c8
preprocessor: take care of exos in calib_smoother statements
2015-04-14 14:42:17 +02:00
d6dec9335e
preprocessor: take care of exos in options statements
2015-04-14 12:49:15 +02:00
008cf9dc0a
preprocessor: take care of exos in prior statements
2015-04-14 12:06:53 +02:00
69ec4bf269
Merge branch 'master' into rmExtraExo
2015-04-14 11:33:57 +02:00
44bb0672d2
preprocessor: method out of order
2015-04-14 11:33:02 +02:00
37e9b5d3fa
preprocessor: take care of extra exos in ramsey_model instruments option
2015-04-09 16:29:52 +02:00
c71d1e77a9
preprocessor: replace catch all exceptions in catch statements for clone/reindex methods
2015-04-09 16:17:22 +02:00
4d8e0c7f3b
preprocessor: pointer to symbol_table unnecessary
2015-04-09 16:08:55 +02:00
d8b132e39a
preprocessor: remove commented code
2015-04-09 12:36:07 +02:00
960130867e
preprocessor: take care of extra exos in plot_conditional_forecast
2015-04-09 12:16:52 +02:00
5be06a3352
preprocessor: take care of extra exos in conditional_forecast
2015-04-09 12:12:09 +02:00
Stéphane Adjemian (Hermes)
Johannes Pfeifer
Houtan Bastani
Johannes Pfeifer
Michel Juillard