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14000 Commits (47477e152a3575b0108f5845ba76ec2ca3c54330)

Author SHA1 Message Date
ratto d98d723d2c fixed bug in forecast call 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@934 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 07:31:43 +00:00
michel f49e236a7d v4: another correction for restricted states with multiple lags 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@933 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-27 19:49:03 +00:00
michel 79a93c9adb v4: corrected bug around restricted steadystate 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@932 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-26 12:13:38 +00:00
adjemian 4dc01acbd6 correction of a bug related to BVAR-DSGE models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-22 15:58:43 +00:00
michel 2352ae1626 v4 parser: authorized listing dsge_prior_weight in estimated_params although it doesn't appear in the model 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@928 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-22 06:58:24 +00:00
michel fb30fd76ef v4 parser: add o_constant option; authorized estimated_params element with only 3 parameters 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@927 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-22 06:57:28 +00:00
michel 638ec1779e v3+v4: corrected display of initial value of log posterior 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@926 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 19:47:36 +00:00
michel 6c98c92782 v4: made options for solve tolerance criteria 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@925 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 15:48:36 +00:00
michel 1f56e496b1 v4: corrected osr 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 15:48:01 +00:00
michel ff075bcfa6 v4 set_state_space.m: one more bug 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@923 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 11:29:59 +00:00
michel f4636d5dde v4: bug corrections nonstationary models with lags on more than 1 period 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@922 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 10:57:36 +00:00
michel 4691f6d1c6 v4: restricted state debugging 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-18 19:36:10 +00:00
michel d6c04c71f4 v4 tests/t_sgu_ex1.mod: adapted for version 4 Sigma_e_ syntax still not OK 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@920 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-18 18:18:35 +00:00
michel dabe982836 v4: new version of include/DynareBison.h 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@919 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-18 08:02:45 +00:00
michel cb9fb1b353 v4: changes around restricted state space representation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-17 15:23:45 +00:00
michel 8fcac85ea1 v4 steady_: checking user provided ..._steadystate.m can't be done for nonstationary models 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@917 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-17 15:21:22 +00:00
adjemian 545c8881c0 bug correction in restricted_steadystate.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@916 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:31:12 +00:00
adjemian 2f46484204 partially known steady state 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@915 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:25:41 +00:00
adjemian 66722531f8 Added the steady state provided by the _steadystate file is checked in steady_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:16:34 +00:00
michel 899eb27dff v4 get_variance_of_endogenous_variables.m: changed calling arguments 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@913 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 13:44:14 +00:00
michel f998aef46c v4: correction of computation of variances in models with unit roots 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 12:20:28 +00:00
adjemian 9e266024f8 Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-13 12:39:23 +00:00
michel 49075f9331 v4 parser: added constant/noconstant option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@910 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-11 13:59:06 +00:00
michel 87bb9bde38 v3+v4: added inv_order_var to dr 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@909 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-10 14:54:02 +00:00
michel a11ff2f9aa v4 DsgeLikelihood.m: added info return codes for early return; Diffuse filter is still broken 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@908 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-10 08:18:17 +00:00
michel 5905166713 v4 parser: set model_tree.computeJacobianExo = true for OSR 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@907 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-10 08:14:04 +00:00
kamenik 10ed87768f Added a dependency include/DynareBison.h to %.o targets. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@876 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-29 11:28:34 +00:00
michel 804fb72718 v4 parser: adding DynareBison.h 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@875 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-28 08:02:38 +00:00
michel 9529f99e84 v4 parser: modified Makefile, added Makefile.linux 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@874 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-27 13:16:58 +00:00
michel 284e944c64 v4 parser: adding Interface.cc for static variable interfaces::type 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-27 13:10:50 +00:00
michel 2852e583be v4 parser: made correction to ylmm for compatibility with gcc 4.1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@872 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-27 12:57:18 +00:00
michel e2882021d4 v4: various updates to Matlab code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-24 13:07:26 +00:00
michel f1885a6b26 v4 parser.src: added include/Interface.h to handle Scilab version, many files affected 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@870 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-24 13:05:54 +00:00
michel ab16c4d181 v4 initial_estimation_check: update to conform v3 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@868 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-10 14:33:14 +00:00
michel 9ca72bce64 v3+v4 dynare_estimation.m: allow for computation of posterior and nothing else 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@867 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-10 13:44:54 +00:00
michel c9534f98d8 v3+4 solve1.m: bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@852 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-31 17:17:05 +00:00
michel 4a6e4ebe13 v4: removed obsolete functions olr.m olr1.m olr2.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@851 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-31 15:51:12 +00:00
michel 60e9bf9497 v4: new functions 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@850 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-31 15:48:11 +00:00
michel 4baff7fdd2 v4: changed oo_.y_simul in oo_.endo_simul 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@849 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-31 15:46:55 +00:00
michel d56694a3e1 v4 osr: bug corrections 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@848 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-31 15:45:12 +00:00
adjemian 6c9f5e4b66 Corrections related to the use of options posterior_mode_estimation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@844 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-28 10:00:31 +00:00
ratto 9bb51ca940 Corrected name of steady state file 
_ was missing before steadystate


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@839 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-26 08:32:05 +00:00
adjemian 455493c132 Added, option logdata (=1 if data provided to dynare are in log, default is 0) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@833 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-25 13:08:43 +00:00
adjemian ae9416c6a5 Removed rawdata = log(rawdata) if option_.loglinear = 1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@823 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-18 12:28:12 +00:00
adjemian 6eac49b1d7 Correction of bugs related to the _steadystate file. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@822 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-17 08:47:30 +00:00
michel 60cd6de62a v3+v4 check.m: corrected bug in rank condition message 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@821 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-12 12:31:42 +00:00
adjemian 59c35bc1fb New function : Evaluation of the model's Jacobian matrix (to be used after stoch_simul). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@820 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-11 11:23:51 +00:00
michel 37d4c5ab1d v4 parser: corrected bug with osr 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@819 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-09 09:35:40 +00:00
michel 4eecf7999b v4 disp_th_moments.m: corrected bug with non stationary variables 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@818 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-09 08:46:46 +00:00
ratto 834ae21345 added for outer product gradient and Hessian 
(newrat optim)

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@817 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-05 16:15:08 +00:00