Commit Graph

592 Commits (3fdda5412f1503a92183635b373ab4bb60d70f7e)

Author SHA1 Message Date
Johannes Pfeifer 08b42f9adb Add disclaimer to manual regarding reset of mode-file. 2015-07-23 17:19:09 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2cb58be875 Merge pull request #969 from JohannesPfeifer/documentation
Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani a4cee3929d doc: change xref to ref 2015-07-20 10:55:17 +02:00
Houtan Bastani 722036aea5 doc: change xref to ref, fix grammar 2015-07-20 10:52:17 +02:00
Houtan Bastani e7239fe0fc change xref to ref 2015-07-20 10:49:45 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Houtan Bastani 33e6b873e6 fix typo 2015-07-15 08:41:10 +02:00
Stéphane Adjemian (Hermes) b5a0114872 Fixed bug in reference manual (missing escape parameter). 2015-07-08 23:34:33 +02:00
Houtan Bastani 69b7d8024c submodule update: reporting 2015-07-08 11:43:19 +02:00
Johannes Pfeifer 387fd6698b Add to manual that DSGE-VAR is incompatible with presample. 2015-07-08 10:14:27 +02:00
Johannes Pfeifer 01605edda3 Cosmetic fixes to manual 2015-07-08 10:09:43 +02:00
Johannes Pfeifer 8e7a4bd805 Clarify nobs statement. 2015-07-08 10:06:08 +02:00
Johannes Pfeifer 723754d057 Elaborate on mode_check graphs for particle filter 2015-07-08 09:43:18 +02:00
Johannes Pfeifer a3c4c40ed0 Add restriction for first_obs with DSGE-VAR to manual 2015-07-08 09:22:21 +02:00
Johannes Pfeifer df55ddc6ac Improve documentation of presample option 2015-07-08 08:54:11 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00
Johannes Pfeifer 20c292a730 Update manual entries related to TeX-Output
Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
Johannes Pfeifer f0167d8cd5 Cosmetic fixes to manual 2015-06-08 16:49:40 +02:00
Johannes Pfeifer dec37f372a Document options for silent mode-finding 2015-06-08 16:49:40 +02:00
Johannes Pfeifer 35040725bb Document TaRB algorithm 2015-06-08 16:49:39 +02:00
Johannes Pfeifer 55d44f0983 Add preprocessor option silent_optimizer 2015-06-08 16:48:57 +02:00
Johannes Pfeifer 6b69297c27 Improve documentation of relative_irf option 2015-06-08 16:39:07 +02:00
Johannes Pfeifer fe221bbc42 Add/adapt unit test for conditional forecasts with initval and histval blocks 2015-06-08 16:12:37 +02:00
Johannes Pfeifer 1c01bacf36 Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Johannes Pfeifer c9b05575f5 Add missing anchor to manual 2015-06-05 21:52:11 +02:00
Johannes Pfeifer d09bf195c9 Make sure diffuse_filter option is correctly passed in dynare_identification.m
Closes #677
2015-06-05 16:39:17 +02:00
Stéphane Adjemian (Hermes) bbfc650f7f Updated reference manual.
The homotopy is not implemented for purely forward and backward models (See 3a1905756c39dd515f5eaa70451a851e862f232f).
2015-06-04 12:28:58 +02:00
Houtan Bastani 1961d0ae7f doc: update ms-sbvar description. closes #934 2015-06-02 10:53:52 +02:00
Stéphane Adjemian 583d20848f Merge pull request #941 from JohannesPfeifer/huge_number
Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
Michel Juillard c22d31330c Adding 'ramsey_constraints' block to declare contraints for Ramsey
problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes) 194bdb57c3 Merge branch 'rewrite-nonlinear-filters' 2015-05-28 15:40:39 +02:00
Stéphane Adjemian (Hermes) 928c51e5b9 Added online approach (parameters treated as state variables) in the
reference manual.
2015-05-28 15:36:56 +02:00
Houtan Bastani fe8750c1bc preprocessor: add minimal_workspace option to dynare statement, #946 2015-05-28 11:50:39 +02:00
Johannes Pfeifer 6c7b4e8a74 Document huge_number and dr_display_tol
Closes #924
2015-05-13 20:31:40 +02:00
Michel Juillard 3171e87448 fixing logic in creation of checksum file. Improving documentation. 2015-05-11 08:57:24 +02:00
Michel Juillard 530e314786 adding dynare command line option 'fast' in order not to recompile MEX
files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
Stéphane Adjemian efc5ec7002 Merge pull request #908 from JohannesPfeifer/optimizer_doc
Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
Houtan Bastani ad2f7d4a15 doc: reporting: add new fan chart options. closes #867 2015-04-27 18:34:28 +02:00
Houtan Bastani 18e9521450 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
Johannes Pfeifer eed98a2c44 Adds documentation and license info for new optimizers
Also introduced alphabetic ordering for documented options
Closes #887
2015-04-24 12:30:51 +02:00
Marco Ratto 9596154f03 Small typos and formatting fixes. 2015-04-21 09:24:30 +02:00
Marco Ratto 6760938c6e fixed typo 2015-04-20 16:50:02 +02:00
Johannes Pfeifer e565508398 Fix manual structure after changes in 591cd064d1 2015-04-20 16:22:20 +02:00
Houtan Bastani 9bd47caab8 doc: change xref to pxref where appropriate 2015-04-20 11:36:31 +02:00
Houtan Bastani 591cd064d1 Merge pull request #895 from rattoma/gsa
updated documentation for IRF/moment restrictions and refreshed sensitiv...
2015-04-20 11:34:46 +02:00
Marco Ratto e3ed925400 Document reduced form mapping for MC samples with neighborhood_width 2015-04-20 11:28:54 +02:00