Ferhat Mihoubi
|
d6ce82cda8
|
Considers exogenous variables with leads or lags in the evaluation of the dynamic model
|
2011-10-28 22:47:37 +02:00 |
Ferhat Mihoubi
|
01ef553956
|
Correction of bugs in the Jacobian matrix for the a purely backward looking non recursive block
|
2011-10-28 22:45:07 +02:00 |
Ferhat Mihoubi
|
d336bb00a0
|
Correction of a bug the dimension of Q matrix is equal to the number of shocks, not to the number of observable variables
|
2011-10-28 22:40:05 +02:00 |
Ferhat Mihoubi
|
af65943f6f
|
A last argument (the number of observed variables which are not state variables) is needed in block_kalman_filter
|
2011-10-28 22:36:40 +02:00 |
Ferhat Mihoubi
|
d16caeebf0
|
"M_" global variable is replaced by the "Model" input argument in block_kalman_filter call
|
2011-10-28 22:34:52 +02:00 |
Ferhat Mihoubi
|
5666c5b166
|
A purely forward block containing several non recursive equations is coded 7 (not 6)
|
2011-10-28 22:31:49 +02:00 |
Ferhat Mihoubi
|
1b35d574d0
|
minor corrections related to mf replaced by Z (index of observable variables in the transition matrix)
|
2011-10-28 22:29:54 +02:00 |
Ferhat Mihoubi
|
0096c7575a
|
In a block decomposed model the variables are not stored in the usual order
|
2011-10-28 22:27:15 +02:00 |
Ferhat Mihoubi
|
ca10372607
|
* Correction of a bug appearing in a block decomposed model when an observable variable are also a state variable
|
2011-10-28 22:25:05 +02:00 |
Sébastien Villemot
|
28c099bfe0
|
Fixed bug introduced in ce9fe30a7a
The auxiliary variable type for Lagrange multipliers had been incorrectly
modified
|
2011-10-28 07:50:40 +02:00 |
Michel Juillard
|
73de37e7e3
|
fixing bug in forecast HPD interval
|
2011-10-27 22:08:10 +02:00 |
Michel Juillard
|
d1cb9fd0a8
|
fixed recent bug in resid when there is no steadystate file
|
2011-10-27 22:08:10 +02:00 |
Sébastien Villemot
|
ac4f774d38
|
Merge remote-tracking branch 'ratto/master'
|
2011-10-27 18:12:38 +02:00 |
Sébastien Villemot
|
7a16ab15fe
|
No longer report momemts in stoch_simul with order>=3 if periods not specified
Previously Dynare was reporting dummy theoretical moments
|
2011-10-27 18:03:42 +02:00 |
Sébastien Villemot
|
38827443f9
|
Fix simult_.m when order=3 but k_order_solver has not been specified
|
2011-10-27 16:45:17 +02:00 |
Sébastien Villemot
|
cc79c82392
|
Ref. manual: fix names of some fields created by "estimation" in oo_
|
2011-10-27 16:14:37 +02:00 |
Marco Ratto
|
3367014970
|
Identification is made compatible with octave.
|
2011-10-27 13:09:26 +02:00 |
Marco Ratto
|
d806fdd617
|
New waitbar utility, that is adaptive under octave or console mode.
|
2011-10-27 13:08:53 +02:00 |
Houtan Bastani
|
91b1c54842
|
script to create Dynare distribution on OS X (to be packaged by hand)
|
2011-10-27 11:26:13 +02:00 |
Sébastien Villemot
|
2c2fb63a11
|
Merge remote-tracking branch 'ratto/master'
|
2011-10-27 11:14:17 +02:00 |
Marco Ratto
|
dde9d2bfee
|
license('test',' ... ') gives 1 even if the license exists but it is not active, implying a crash of the dynare matlab session.
|
2011-10-26 16:27:09 +02:00 |
Houtan Bastani
|
4cbe2d4634
|
modify test to include nested expectations
|
2011-10-26 14:30:47 +02:00 |
Houtan Bastani
|
ce9fe30a7a
|
Remove unused expectation syntax
|
2011-10-26 14:30:47 +02:00 |
Houtan Bastani
|
34d59e6661
|
fix typo
|
2011-10-26 11:33:18 +02:00 |
Houtan Bastani
|
8121bd32ba
|
MS-SBVAR: argument check for ms_compute_probabilities
|
2011-10-26 11:33:18 +02:00 |
Sébastien Villemot
|
1631e0f10d
|
Merge commit 'remotes/ratto/master~1'
|
2011-10-26 09:42:02 +02:00 |
Marco Ratto
|
0130d6cbe4
|
octave fix for windows as well
|
2011-10-25 19:20:48 +02:00 |
Marco Ratto
|
3f43f556c8
|
Fixes for octave with unix
|
2011-10-25 19:10:45 +02:00 |
Sébastien Villemot
|
44499a5fe3
|
Added missing file to EXTRA_DIST
|
2011-10-25 18:31:17 +02:00 |
Sébastien Villemot
|
e8c6108238
|
testsuite: add recent steadystate files to EXTRA_DIST
|
2011-10-25 18:19:51 +02:00 |
Marco Ratto
|
b4fa7ef84e
|
Make gsa compatible with octave;
|
2011-10-25 18:00:54 +02:00 |
Marco Ratto
|
a6b704543c
|
octave fix;
|
2011-10-25 17:59:00 +02:00 |
Marco Ratto
|
ca76a31b94
|
added console mode features for serial computations.
|
2011-10-25 17:58:35 +02:00 |
Stéphane Adjemian (Charybdis)
|
88814c9b93
|
Added texinfo header.
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
c2eb6f11d3
|
Added texinfo header. Fixed efficiency issue (missing parenthesis).
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
e60032a6f7
|
More typo fixes.
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
52e803f3b7
|
Fixed typo.
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
681a7e1df5
|
Added texinfo header. Fixed efficiency issue (missing parenthesis).
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
fc21af10ea
|
Cosmetic changes.
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
ffbb5bc765
|
Added texinfo header.
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
e270c29bd9
|
Fixed texinfo header (Z was missing in the description).
|
2011-10-25 12:34:05 +02:00 |
Stéphane Adjemian (Charybdis)
|
95c3b6396c
|
Added texinfo header and cosmetic changes.
|
2011-10-25 12:34:05 +02:00 |
Marco Ratto
|
697ddc0a72
|
Aligned routines with recent changes in dataset and identification.
Fixed ls2003.mod for testsuite
|
2011-10-24 18:45:12 +02:00 |
Michel Juillard
|
29a12f0ce3
|
make evaluate_likelihood.m compatible with dataset_
|
2011-10-22 15:30:23 +02:00 |
Michel Juillard
|
7593afff22
|
fixed issue with dataset_
|
2011-10-22 15:29:55 +02:00 |
Michel Juillard
|
ac4ae0b6d2
|
make sure that dataset_.missing.aindex always exist, even when there
are no missing observations
|
2011-10-22 15:28:41 +02:00 |
Michel Juillard
|
deccd16ed5
|
fixed path problem for GSA under Linux: GSA must be in upper case
|
2011-10-22 15:27:29 +02:00 |
Michel Juillard
|
30afa5f415
|
fixed handling of correlation in covariance of measurement errors
|
2011-10-22 15:26:07 +02:00 |
Michel Juillard
|
c87e208eb2
|
corrected test case: Octave fails on absence of user input for the
question about the list of endogenous variable to analyze in estimation
|
2011-10-22 09:37:40 +02:00 |
Michel Juillard
|
9f2a4fddc0
|
adding tests for recursive estimation
|
2011-10-21 22:13:56 +02:00 |