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8542 Commits (3fd010ff918f0020c6f027ed6d8b7b909c0e3acf)

Author SHA1 Message Date
Stéphane Adjemian 3fd010ff91 Merge pull request #957 from JohannesPfeifer/fs2000_steady_state 
Update unit tests to use correct steady state files
 2015-06-18 14:25:01 +02:00
Stéphane Adjemian 49dbd4e091 Merge pull request #960 from JohannesPfeifer/calib_smoother 
Filter out case where estimated_params block is present but smoother on calibration is requested
 2015-06-18 12:15:19 +02:00
Houtan Bastani 1cd2df568a Merge pull request #956 from JohannesPfeifer/dyn_mex_windows 
Fix bugs in dyn_mex.m under Windows
 2015-06-18 11:48:12 +02:00
Stéphane Adjemian 73e1ddf7f0 Merge pull request #961 from rattoma/gsa 
Fix bug for models with leads and legs in exo variables
 2015-06-18 11:32:37 +02:00
Stéphane Adjemian bf707c1975 Merge pull request #962 from JohannesPfeifer/bvar_irf_fix 
Port bugfix #920 for Bayesian IRFs to BVAR routine
 2015-06-18 11:27:55 +02:00
Houtan Bastani 770250aee9 submodule update: reporting 2015-06-17 12:58:03 +02:00
Houtan Bastani aeb1542b48 preprocessor: add VerbatimStatement class. Closes #953 2015-06-16 12:48:32 +02:00
Johannes Pfeifer ecd03815c8 Port bugfix #920 for Bayesian IRFs to BVAR routine 
Fixes plotting of IRFs where IRFs turn from negative to positive
 2015-06-15 19:31:09 +02:00
Houtan Bastani 44fd0b37f9 reporting: submodule update 2015-06-11 11:55:31 +02:00
Houtan Bastani 5f8709675a doc: small fixes to reporting slides 2015-06-10 20:32:03 +02:00
Marco Ratto a39c26060e Fix bug for models with leads and legs in exo variables 2015-06-10 15:57:30 +02:00
Houtan Bastani d075dccfa1 doc: small changes to dseries/reporting 2015-06-10 10:18:35 +02:00
Houtan Bastani 864b5f17bc submodule update: dates 2015-06-10 09:28:07 +02:00
Houtan Bastani 383a852c9c Revert "Merge branch 'rmExtraExo'" 
This reverts commit 28ffa9c56f, reversing
changes made to 60b3577a09.

Conflicts:
	preprocessor/Shocks.cc
	preprocessor/SymbolTable.cc
 2015-06-09 16:42:51 +02:00
Houtan Bastani e4b8565797 Revert "preprocessor: fix bug in merge of rmExtraExo branch" 
This reverts commit def2bf81d2.
 2015-06-09 16:41:00 +02:00
Houtan Bastani d6a1a71556 Revert "preprocessor: replace extra exos in steady state model" 
This reverts commit 8bc946c148.
 2015-06-09 16:40:14 +02:00
Johannes Pfeifer 22b1aa7a0d Filter out case where estimated_params block is present but smoother on calibration is requested 
In this case, xparam1 will be empty while estim_params_ does not have conformable dimensions.
 2015-06-09 14:51:32 +02:00
Houtan Bastani 8bc946c148 preprocessor: replace extra exos in steady state model 
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
 2015-06-08 15:45:03 +02:00
Sébastien Villemot 1c6b394c77 Macro-processor slides: some updates, license under CC-BY-SA-4.0. 2015-06-08 14:55:13 +02:00
Stéphane Adjemian c593b78e4b Merge pull request #958 from JohannesPfeifer/unique_data_check 
Add check for unique data entries in dataset
 2015-06-08 11:42:30 +02:00
Johannes Pfeifer 5d8da65e6d Add check for unique data entries in dataset 
Leads to cryptic crashes if not filtered out
 2015-06-08 11:16:40 +02:00
Houtan Bastani d39eb4d922 doc: small fixes to dseries/reporting slides 2015-06-08 11:16:03 +02:00
Houtan Bastani 729954137b preprocessor: fix sign comparison warning 2015-06-08 10:33:04 +02:00
Houtan Bastani 41155369ac Merge pull request #955 from JohannesPfeifer/identification_fixes 
Various fixes to GSA and Identification
 2015-06-08 10:17:24 +02:00
Johannes Pfeifer 249c2ca7ad Force sampling from uniform distribution for ML in stab_map_.m 2015-06-08 09:45:09 +02:00
Houtan Bastani aaee660f0a doc: update dseries/reporting slides 2015-06-07 21:35:26 +02:00
Johannes Pfeifer 2479a4fa66 Delete redundant initval-block from fs2000.common.inc 2015-06-07 18:11:28 +02:00
Johannes Pfeifer c864d9facb Fix histvalf.m for steady state files 
In this case, ex0_ is required, but it was not set global, leading to crashes
 2015-06-07 17:28:16 +02:00
Johannes Pfeifer ba7087ca65 Add moments_varendo to fs2000 unit test 
Was not triggered elsewhere
 2015-06-07 17:27:30 +02:00
Johannes Pfeifer 13134e0c80 Make check_list_of_variables.m reflect that varobs is now a cell array. 2015-06-07 17:25:04 +02:00
Johannes Pfeifer 0104f91f4b Replace initval blocks by steady_state_model blocks in fs2000 unit tests 
Speeds up estimation
 2015-06-07 17:11:39 +02:00
Johannes Pfeifer c39331d526 Fix bugs in dyn_mex.m under Windows 
Fixes string comparison and copy and paste error.
 2015-06-07 14:07:11 +02:00
Houtan Bastani cf9d318e0c doc: fix typos in dseries/reporting presentation 2015-06-07 11:50:36 +02:00
Stéphane Adjemian e07607011c Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation 
Fix bug in dynare_estimation_init.m with analytic_derivation where param...
 2015-06-06 23:17:10 +02:00
Johannes Pfeifer 79ca991b02 Add initialization of c1 to sylvester3.m 
Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
 2015-06-06 18:45:05 +02:00
Johannes Pfeifer 27622a29da Fix initialization of parameter bounds for ML case in stab_map_.m 2015-06-06 17:40:37 +02:00
Johannes Pfeifer c9b05575f5 Add missing anchor to manual 2015-06-05 21:52:11 +02:00
Johannes Pfeifer 0c9937f33c Add unit test for ML with morris 2015-06-05 20:50:29 +02:00
Johannes Pfeifer 68c9c3e9ab Account for ML in map_ident_.m 
In this case, pdraws is empty. Closes #676
 2015-06-05 20:49:43 +02:00
Johannes Pfeifer 4e6ce64081 Account for possibility of ML estimation in stab_map_.m 2015-06-05 20:48:43 +02:00
Johannes Pfeifer a269bed26e Account for fact that varobs is row cell now, not char column array in GSA 2015-06-05 20:47:51 +02:00
Johannes Pfeifer 88ae542a8a Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf 2015-06-05 20:46:46 +02:00
Johannes Pfeifer 1232d51765 Cosmetic fixes to stab_map_.m 
Also fixes initialization of variables; closes #764
 2015-06-05 19:22:03 +02:00
Johannes Pfeifer fbaf27493c Add unit tests for correctness of identification results when only standard deviations are estimated 
Compares results for standard deviations specified with varexo to results when specified as deep parameter
 2015-06-05 18:23:47 +02:00
Johannes Pfeifer 446b1f6dc1 Fix bug in identification when estimating only standard deviations 
Closes #945
 2015-06-05 18:22:45 +02:00
Stéphane Adjemian (Lupi) 398718d48f Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)." 
This reverts commit 0fb612fad1.
 2015-06-05 17:14:20 +02:00
Johannes Pfeifer 3ea44d47cf Port changes from #511 to gsa/set_shocks_param.m 
Closes #662
 2015-06-05 16:56:32 +02:00
Stéphane Adjemian (Lupi) 0fb612fad1 Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite). 2015-06-05 16:49:09 +02:00
Johannes Pfeifer 2aa341f730 Add unit test for diffuse filter in identification 2015-06-05 16:42:43 +02:00
Johannes Pfeifer 01cb238a22 Account for NaN in graphs during identification if ML is used 2015-06-05 16:40:01 +02:00