Stéphane Adjemian (Charybdis)
27ee801a67
Add specialized version of sim1 for static models.
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Also add an integration test and fix homotopy error message.
2021-05-28 14:11:34 +02:00
Stéphane Adjemian (Charybdis)
8683790927
Throw error if solve_algo={12,14} is used without JSON output.
2021-04-08 20:31:40 +02:00
7bbe67748b
simul_backward: Octave compatibility fix
2021-02-02 17:02:04 +01:00
f662c17c5d
shock_decomposition_backward: Octave compatibility fix
2021-01-27 18:25:27 +01:00
d52a35889c
shock_decomposition_backward: workaround for bug in MATLAB ≤ R2019a
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Ref. dseries#45
2021-01-27 18:25:27 +01:00
4c2b906962
Add routine for shock decomposition of backward models
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Closes : Enterprise/dynare#2
2020-09-18 17:40:45 +02:00
Stéphane Adjemian (Charybdis)
04b0e8aaa1
Bug fix related to missing aux variables if fourth argument is empty.
2020-05-26 17:43:07 +02:00
Stéphane Adjemian (Charybdis)
84ec142463
Return paths for the exogenous variables.
2020-04-09 10:40:46 +02:00
Stéphane Adjemian (Charybdis)
f8bb514632
Return paths for all the endogenous variables if fourth argument is empty.
2020-04-08 17:59:23 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
Stéphane Adjemian (Charybdis)
6ffbda470e
Use merge instead of horcat.
2020-03-13 17:44:35 +01:00
Stéphane Adjemian (Charybdis)
4bd775948e
Allow empty argument.
2020-03-13 17:44:09 +01:00
Stéphane Adjemian (Charybdis)
492b0fffea
Cosmetic change.
2020-03-11 12:34:21 +01:00
Stéphane Adjemian (Charybdis)
864d4c25c7
Updated simulation routine for nonlinear backward models.
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Changes necessary for the latest patches on dynare_solve (solve_algo={12,14}).
2020-02-27 22:58:19 +01:00
Stéphane Adjemian (Charybdis)
84e7d4bd3d
Adapted code to use solve_algo={12,14}.
2020-02-20 13:12:16 +01:00
Stéphane Adjemian (Charybdis)
012e261944
Do not display the mapping between residuals and equations.
2020-02-20 11:39:03 +01:00
Stéphane Adjemian (Charybdis)
0f23f88700
Exit gracefully if Newton solver fails (added try/catch block).
2020-02-19 14:39:02 +01:00
Stéphane Adjemian (Charybdis)
bcfa574462
Display equation name.
2020-02-17 21:48:25 +01:00
49dc997073
Global reindentation of MATLAB code (excluding submodules)
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Also convert to Unix end-of-lines, and remove trailing whitespaces.
2019-12-20 16:30:27 +01:00
ab911e98c4
Cosmetic changes.
2019-10-01 14:42:47 +02:00
766f752e7e
Explicitly list input arguments.
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Do not use varargin.
(cherry picked from commit 3fa584737d
2019-06-21 11:33:00 +02:00
33873da95d
Fixed bug.
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Database was not updated with auxiliary variables.
(cherry picked from commit a64be8ff96
2019-06-21 11:32:16 +02:00
84c24fc9e9
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:27:44 +02:00
590fe96946
Added routine for simulating static models.
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(cherry picked from commit b3af8c4a48
2019-06-21 11:27:13 +02:00
c415508b63
Test if leaded variables exists when calling simul_backward_model routine.
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(cherry picked from commit fec807ea17
2019-06-21 11:26:29 +02:00
3fa584737d
Explicitly list input arguments.
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Do not use varargin.
2019-06-21 11:21:34 +02:00
a64be8ff96
Fixed bug.
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Database was not updated with auxiliary variables.
2019-06-21 11:21:34 +02:00
dc251f53f4
Use dprintf routine (in matlab/backward subfolder).
2019-06-21 11:21:34 +02:00
b3af8c4a48
Added routine for simulating static models.
2019-06-21 11:21:34 +02:00
fec807ea17
Test if leaded variables exists when calling simul_backward_model routine.
2019-06-21 11:21:34 +02:00
3e3f8fbfbc
Cosmetic changes.
2019-02-13 15:19:19 +01:00
3cfd588d3f
Allow initialization with histval block.
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[skip ci]
(cherry picked from commit e9688560f6
2019-02-13 15:19:18 +01:00
e9688560f6
Allow initialization with histval block.
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[skip ci]
2019-02-11 16:57:20 +01:00
24e2a76c39
Remove condition.
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The checkdatabase routine can be used on models with leads.
2018-07-10 18:50:15 +02:00
51332c6fd6
Fixes related to the new "+" subfolder.
2018-07-10 18:34:49 +02:00
a1b8bd39b2
Move the location of various generated files on the filesystem
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- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
aa4cabcbeb
Fixed bug (simulation of backward models).
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Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
2018-03-12 09:45:15 +01:00
8263bbba8a
Use new mechanism for setting auxiliary time series.
2018-03-12 09:34:56 +01:00
86be2cb998
Fixed typo.
2018-03-02 10:26:48 +01:00
857a3842e3
Cosmetic change.
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Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
2018-03-01 10:13:44 +01:00
b84e3054e3
Various fixes for backward models routines.
2018-03-01 09:29:48 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
6e527b467d
Make backward model IRF routine also return the impulses.
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- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
2017-11-16 17:54:00 +01:00
dc670e0199
Fixed test on M_.Sigma_e (backward model irf routine).
2017-11-15 15:01:34 +01:00
4b4c3db3b9
Allow shocks over multiple periods in backward model routine.
2017-10-14 16:35:01 +02:00
56d3adb778
Chek if variance of the shocks in backward model IRF routines are defined when required.
2017-10-14 16:05:55 +02:00
bc76988b01
Fixed bug in bakward model IRF routine.
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Missing index.
2017-10-14 15:31:52 +02:00
1b042f01e0
Added new interface for specifying shocks in backward models IRFs.
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By passing dseries objects to backward_model_irf routine.
(cherry picked from commit 366acf5bac
2017-10-12 12:18:18 +02:00
904ce4b4c9
Fixed backward model IRFs and added an interface for baseline scenario.
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Note that there is an additional argument (2nd position) for the shocks
baseline scenario.
2017-10-10 09:29:26 +02:00
6dde1b1ee7
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:29:40 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Stéphane Adjemia (Scylla)
Stéphane Adjemian(Charybdis)