Commit Graph

87 Commits (4a252d8d7c82b3fcf30eb3059de1f4184023510b)

Author SHA1 Message Date
Sébastien Villemot 057908baf6 Added an example for automatic detrending 2010-10-18 16:46:08 +02:00
Sébastien Villemot ebc5dbab32 Added an example of steadystate file in the examples subdir, and fix the reference manual 2010-10-18 16:44:16 +02:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Stéphane Adjemian (Charybdis) 5892695455 Fixed bug in doc related to the unit_root_vars instruction. 2010-10-11 12:00:11 +02:00
Houtan Bastani 96f284eee1 user manual: added instructions for installing / configuring on mac 2010-10-01 18:01:59 +02:00
Houtan Bastani 0e8ad5780f change email address 2010-10-01 16:26:49 +02:00
Sébastien Villemot 750f92ace1 Cleanups related to the removal of leads and lags in deterministic model
(introduced in 60f7678669)
- remove simk.m and clean simul.m
- document the change in the reference manual
2010-09-21 13:35:55 +02:00
Sébastien Villemot 48ddcb3a6e Reference manual: no longer needed to install MSVC runtime for Win64, since we now compile with MinGW64 2010-08-26 18:36:56 +02:00
Sébastien Villemot b0b916eb1d Reference manual: for order=3, mention that use_dll and a compiler are needed 2010-08-24 15:51:51 +02:00
Sébastien Villemot 9edb4d7361 Reference manual:
- describe 3rd order approximation (closes #124)
- improve description of variable reordering
2010-08-24 15:44:29 +02:00
Sébastien Villemot 6d06fbb547 Reference manual: update related to the fact that HP filter is now available with empirical moments (4.2 only) 2010-08-24 11:27:31 +02:00
Sébastien Villemot 971309918c Reference manual: fix the name of some output variables of estimation in oo_ 2010-08-19 17:52:41 +02:00
Sébastien Villemot 068160b57b Reference manual: fix syntax of "shock_decomposition" 2010-08-19 16:23:00 +02:00
Sébastien Villemot a7f5b6f557 Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution) 2010-07-05 18:25:46 +02:00
Stéphane Adjemian (Scylla) df5f28c08f Rewrote the DSGE-VAR entry in the manual. 2010-07-05 15:23:17 +02:00
Houtan Bastani 298506d730 DSGE-VAR: add entry in manual 2010-07-01 15:28:08 +02:00
Houtan Bastani 26dc6f7a54 fix typo in manual 2010-06-09 12:21:21 +02:00
Sébastien Villemot 57ae51d0bf Ref. manual: mention that parameters can now be set from the 'steady_state_model' block 2010-06-04 09:35:45 +03:00
Sébastien Villemot b33238a00e Ref. manual: fix typo 2010-06-01 19:00:22 +02:00
Sébastien Villemot ccaa8e6443 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot 4a619f3db7 Created a new 'examples' subdirectory with a (still small) example database 2010-04-30 12:36:24 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot da74e53204 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot 992dc1fb5d Ref. manual: document the new selected_variables_only command 2010-04-06 11:54:30 +02:00
Michel Juillard c2f7f0a555 computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.

This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
Sébastien Villemot db73d4020d Ref. manual: for 'ramsey_policy', mention oo_.planner_objective_value 2010-03-29 15:01:29 +02:00
Sébastien Villemot 0af39dca5d Ref. manual: fixed XML errors 2010-03-24 12:11:23 +01:00
Michel Juillard 9b20ae958c added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot 41343575a7 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani 1c3f7b83e5 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 5d45bf947d Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Houtan Bastani 3b1debf90b updated authors in manual.xml 2010-03-09 16:55:31 +01:00
Houtan Bastani 9451c56d3d Modified manual for external functions 2010-03-09 16:39:48 +01:00
Michel Juillard facbb4b647 manual: clarifying effect of repeated varobs statements 2010-02-01 12:44:23 +01:00
sebastien 5dbb4fa131 Reference manual: mention the need to install something for compiling MEX files with Octave/Linux
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3340 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 10:49:52 +00:00
sebastien c5968dd0e1 Reference manual: added new 'no_static' option, bumped version number to 4.2
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3322 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 15:56:18 +00:00
sebastien 898a2bfa85 Reference manual: update introduction
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3285 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:05 +00:00
sebastien 0011678cb5 Changes by Ferhat:
* fix options stack_solve_algo={2,3,4} (closes #68)
* fix crashes for singular normalizations (closes #44) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
sebastien 30d45ad9c9 Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 08:35:12 +00:00
sebastien c01a3c134b Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:35:53 +00:00
sebastien 767d33f08c Reference manual: documented "block", "bytecode" options and their friends. Closes #66
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3246 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:18:16 +00:00
sebastien 40994e1e6d reference manual:
* for MATLAB 64-bit under Windows, indicate where to download the required MS Visual C++ runtime for MEX files
* added a few explanations on auxiliary variables
* fixed mode_compute option of estimation
* indicate that only first order supported by ramsey_policy


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3238 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 13:20:14 +00:00
sebastien 0cda8d64da reference manual: documented new 'cygwin' and 'msvc' options
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3225 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 15:02:18 +00:00
sebastien 2f7c327b0e k-order:
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
sebastien ee3ceb7db6 M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien 36f82af66f Reference manual: fixed syntax of histval
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3186 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:54:20 +00:00
sebastien 76e691c651 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien af732433d7 predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
sebastien bd43adb926 * userguide: updated list of Dynare contributors and installation section
* reference manual: updated installation section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3136 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 19:06:00 +00:00
sebastien ab8b4f37f1 * preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
* reference manual: documented the new option, fixed XML conformance of the document


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00