Commit Graph

9991 Commits (4532d13fd39519d06974e80e6b3d1602472efbf9)

Author SHA1 Message Date
Stéphane Adjemian 4532d13fd3 Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
Stochastic singularity
2016-11-04 10:56:50 +01:00
Stéphane Adjemian e2e16339a8 Merge pull request #1326 from JohannesPfeifer/posterior_IRFs
Posterior IRFs: only plot HPDIs when sufficient draws were generated
2016-11-04 09:14:13 +01:00
Stéphane Adjemian b069241d18 Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian 09d374a0be Merge pull request #1303 from JohannesPfeifer/shock_decomp
Shock decomposition and posterior moments
2016-11-04 00:41:04 +01:00
Stéphane Adjemian (Lupi) a60f5a81fe Reverted merge of pr#1323. 2016-11-03 23:09:31 +01:00
Houtan Bastani a11e355587 Merge pull request #1327 from JohannesPfeifer/line_break
Add missing line break in stoch_simul.m
2016-11-03 18:04:10 +01:00
Johannes Pfeifer 9543f3b3ae Add missing line break in stoch_simul.m 2016-11-03 18:02:03 +01:00
Stéphane Adjemian c9571b794c Merge pull request #1320 from JohannesPfeifer/var_decomp
Initialize variance decomposition array to NaN instead of 0
2016-11-03 17:36:22 +01:00
Stéphane Adjemian (Charybdis) a4fc0cb1a6 Fixed typo. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) f303378f54 Added warnings about the BVAR identification scheme. 2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis) 9900c05560 Added missing command in list of BVAR commands. 2016-11-03 17:22:44 +01:00
Johannes Pfeifer fac3348dfe Add information on bvar_irf to bvar-a-la-sims.tex 2016-11-03 17:22:44 +01:00
Johannes Pfeifer b2954b4103 Add bvar_irf to unit test 2016-11-03 17:22:44 +01:00
Johannes Pfeifer ef2ee9d2b0 Fix typo in manual 2016-11-03 17:22:44 +01:00
Stéphane Adjemian c0e5cc6abf Merge pull request #1313 from JohannesPfeifer/evaluate_steady_state
evaluate_steady_state.m: make sure ys contains auxiliary variables in…
2016-11-03 15:30:02 +01:00
Johannes Pfeifer 0c3065b39b Posterior IRFs: only plot HPDIs when sufficient draws were generated
Otherwise a crash during plotting will happen
2016-10-30 18:31:11 +01:00
Houtan Bastani 08617bb740 fix typo 2016-10-28 16:30:43 +02:00
Houtan Bastani cf3d82f0f8 Merge pull request #1323 from JohannesPfeifer/qz_test
Add unit test for qz_criterium
2016-10-28 10:37:43 +02:00
Johannes Pfeifer 5fe79aeda2 Add unit test for qz_criterium 2016-10-27 20:16:43 +02:00
Houtan Bastani 0a2f3f0f10 Merge pull request #1322 from JohannesPfeifer/cosmetic
Fix typo in comment of dsge_likelihood.m
2016-10-27 17:20:51 +02:00
Johannes Pfeifer 4502369617 Fix typo in comment of dsge_likelihood.m 2016-10-27 17:15:24 +02:00
Houtan Bastani e3fbefc616 mjdgges: fix bug where qz_criterium was not taken into account if a threshold argument is also passed 2016-10-27 11:19:34 +02:00
Houtan Bastani f38f9b0268 submodule update: dseries 2016-10-26 12:09:26 +02:00
Houtan Bastani 2499a13e5a test suite: add stats directory for stats tests so that those functions are called instead of the built in octave functions 2016-10-25 18:13:07 +02:00
Houtan Bastani 7370d49792 test suite: suppress dynare_config output 2016-10-25 16:31:33 +02:00
Houtan Bastani 0b6588c932 test suite: change related to b5f0621f02. revert when new Octave is released 2016-10-25 16:31:33 +02:00
Stéphane Adjemian (Charybdis) 982fc38504 Updated dseries submodule (fixes for method interfaces). 2016-10-25 11:57:15 +02:00
Houtan Bastani bc8a7f1b09 build system: change min os x version to build mex with libstdc++ 2016-10-24 16:00:26 +02:00
Houtan Bastani 7dafeb2bc8 test suite: fix bug introduced in f5f71ca838 2016-10-24 12:56:26 +02:00
Houtan Bastani 764d2e6ba5 test suite: use dynare_config instead of calling dynare on non_existant_mod_file.mod to set up paths 2016-10-24 11:39:54 +02:00
Houtan Bastani 46cdaf8e0a fiminsearch only has two output args under Octave 2016-10-21 17:40:27 +02:00
Houtan Bastani f5f71ca838 test suite: load Octave packages potentially needed when running test suite 2016-10-21 17:40:27 +02:00
Stéphane Adjemian (Charybdis) 28af4678b2 Updated dseries submodule. 2016-10-21 16:13:48 +02:00
Houtan Bastani d7fc50796c submodule update: dseries, m-unit-tests 2016-10-21 15:16:14 +02:00
Houtan Bastani 847feb17fa fix mex compilation commands for Matlab R2016b on macOS. Closes #1288 2016-10-20 14:03:35 +02:00
Houtan Bastani 4a1ad80747 test suite: add license/copyright info 2016-10-19 15:12:44 +02:00
Houtan Bastani 22a5739eb7 test suite: don't use when running octave test 2016-10-19 15:11:30 +02:00
Houtan Bastani d045fc65a5 test suite: remove ‘exit;’ causes octave 4.2.0 rc2 to terminate with uncaught exception of type octave::exit_exception 2016-10-18 15:04:03 +02:00
Johannes Pfeifer 9b8a542661 Initialize variance decomposition array to NaN instead of 0
Because only stationary variables are updated, prevents non-stationary variables from showing up with 0 instead of NaN
2016-10-18 10:52:57 +02:00
Houtan Bastani 084df40535 fix mex compilation commands for Matlab R2016b on Linux. #1288 2016-10-17 18:40:48 +02:00
Houtan Bastani 5218c747c2 Merge pull request #1319 from JohannesPfeifer/dll_test
Add correctness check for trigonometric functions to use_dll test
2016-10-17 15:02:08 +02:00
Houtan Bastani f087f84a25 preprocessor: define var for normcdf + msvc. #1259 2016-10-17 14:59:07 +02:00
Houtan Bastani fa9bbc231e submodule update: dseries 2016-10-17 12:58:41 +02:00
Houtan Bastani 09669d2a14 submodule update: dseries 2016-10-17 12:37:28 +02:00
Johannes Pfeifer e953b16d4a Add correctness check for trigonometric functions to use_dll test 2016-10-16 13:54:29 +02:00
Stéphane Adjemian 535cdd9195 Merge pull request #1317 from JohannesPfeifer/manual_fix
Correct non-unique nodes in manual that break compilation
2016-10-15 11:20:40 +02:00
Johannes Pfeifer d75651a8c7 Correct non-unique nodes in manual that breaks compilation 2016-10-15 11:01:00 +02:00
Houtan Bastani 4b2ddb6f1d preprocessor: don’t need compiler argument to dynare when using octave. closes #1314 2016-10-14 17:35:10 +02:00
Houtan Bastani 6fcd3f4eb9 Merge pull request #1316 from JohannesPfeifer/mingw
Add mingw to dyn_mex.m and document compiler options and installation.
2016-10-14 16:38:01 +02:00
Johannes Pfeifer c7b751bd50 Add mingw to dyn_mex.m and document compiler options and installation. 2016-10-14 16:35:05 +02:00