2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
8045217773
Merge pull request #729 from JohannesPfeifer/complex_jacobian
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Deal with debugging info on complex Jacobians
2015-07-20 14:08:33 +02:00
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
4b3550efbc
Merge pull request #691 from JohannesPfeifer/var_decomp_unit
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Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
2015-07-20 14:03:22 +02:00
9634ff2098
Merge pull request #698 from JohannesPfeifer/Fix_steady_state_estimation
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Fix bug in dynare_estimation_init.m if steady state does not solve
2015-07-20 13:57:37 +02:00
86322bcb3a
Fix typo in dsge_likelihood.m
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blkdiag command is not written with ck
2015-07-20 13:10:31 +02:00
1dfb6ea327
Add unit tests for Kalman filter calls from Matlab
2015-07-20 13:10:30 +02:00
b0bbab68f3
Add likelihood value to mode-file
2015-07-20 13:06:22 +02:00
d6bc85fdc6
Improve error message for incompatible filter/Kalman option
2015-07-20 13:06:22 +02:00
bb0446873f
Add initial likelihood value to debugging info
2015-07-20 13:06:21 +02:00
a4cee3929d
doc: change xref to ref
2015-07-20 10:55:17 +02:00
722036aea5
doc: change xref to ref, fix grammar
2015-07-20 10:52:17 +02:00
e7239fe0fc
change xref to ref
2015-07-20 10:49:45 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
2c8ee55d16
Revert "adding provision for histval in conditional_forecasts"
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This reverts commit cb9a0ef064
2015-07-20 10:16:03 +02:00
cb9a0ef064
adding provision for histval in conditional_forecasts
2015-07-19 17:34:06 +02:00
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
33e6b873e6
fix typo
2015-07-15 08:41:10 +02:00
edbd1ef374
fixing typo
2015-07-13 11:51:07 +02:00
dd8bd78562
Updated dseries submodule.
2015-07-09 16:03:47 +02:00
e16ed447cd
Merge pull request #970 from JohannesPfeifer/fs2000_examples
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Cosmetic changes to fs2000 examples
2015-07-09 09:04:07 +02:00
85099e0fb7
Use steady_state_model block in fs2000_nonstationary.mod
2015-07-09 08:34:45 +02:00
5cea6e6ef2
Clarify which model variant is used in fs2000.mod
2015-07-09 08:34:22 +02:00
b5a0114872
Fixed bug in reference manual (missing escape parameter).
2015-07-08 23:34:33 +02:00
29589c062f
Moved mode_check data file (see commit fe41b64c84) in a subfolder.
2015-07-08 17:18:27 +02:00
fe41b64c84
Save on disk the data produced by mode_check.
2015-07-08 16:05:38 +02:00
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
caaabe9436
Added integration test for the linear_approximation option in
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perfect foresight model simulation.
Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
ae4e802c44
Fied bug. Moved option linear_approximation.
2015-07-08 11:11:22 +02:00
387fd6698b
Add to manual that DSGE-VAR is incompatible with presample.
2015-07-08 10:14:27 +02:00
01605edda3
Cosmetic fixes to manual
2015-07-08 10:09:43 +02:00
8e7a4bd805
Clarify nobs statement.
2015-07-08 10:06:08 +02:00
723754d057
Elaborate on mode_check graphs for particle filter
2015-07-08 09:43:18 +02:00
a3c4c40ed0
Add restriction for first_obs with DSGE-VAR to manual
2015-07-08 09:22:21 +02:00
84f2b50043
Block using presample option with DSGE-VAR
2015-07-08 09:21:50 +02:00
df55ddc6ac
Improve documentation of presample option
2015-07-08 08:54:11 +02:00
d78ed888e5
Added a function to evaluate the accuracy of the linear approximation
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when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
ee44dd5fea
Updated header.
2015-07-07 17:55:41 +02:00
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
17f3583151
Allow linear_approximation option with stack_solve_algo=7.
2015-07-07 17:55:41 +02:00
27922a349c
Fixed typo.
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The value of jacobian_flag was not passed to fsolve.
2015-07-07 17:55:41 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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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
dd1f761549
adding tests using lmmcp
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(cherry picked from commit 2ddfcf2f73
2015-07-07 16:45:20 +02:00
3640b2b511
minor change to perfect_foresight_solver_core.m
2015-07-07 16:42:30 +02:00
2ddfcf2f73
adding tests using lmmcp
2015-07-07 16:37:54 +02:00
ca6da942f2
Merge pull request #968 from JohannesPfeifer/Typos
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Fix typos in error message in stochastic_solvers.m
2015-07-06 09:37:21 +02:00
f900fd99f3
Merge pull request #967 from JohannesPfeifer/Tarb_fixes
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Tarb fixes
2015-07-06 09:36:52 +02:00
90a6bb991c
Fix typos in error message in stochastic_solvers.m
2015-07-06 08:53:54 +02:00
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
3d4d3ff2cb
Replace call to cholcov by call to chol
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Closes #964
2015-07-06 08:21:09 +02:00
MichelJuillard
Johannes Pfeifer
Johannes Pfeifer
Houtan Bastani
Stéphane Adjemian (Charybdis)