Commit Graph

4154 Commits (4a33af5a80b3a3acfb975639ebdbb31b0c3dd86f)

Author SHA1 Message Date
Sébastien Villemot 4a33af5a80 Added missing copyright header 2011-11-16 11:13:55 +01:00
Michel Juillard e1856be59b fixing problems for computing steady state in ramsey policy 2011-11-14 21:59:39 +01:00
Michel Juillard 7af760db32 ms-sbvar: converted CR/LF to Unix new line files in ./matlab/ms-sbvar/cstz 2011-11-14 21:59:39 +01:00
Stéphane Adjemian (Charybdis) 12003fbdab Do not show plots of the smoothed variables, shocks and errors if nograph option is used. Note that with this option the plot are done behind the scene and saved in fig, eps and pdf format (see trac#216). 2011-11-14 18:30:45 +01:00
Stéphane Adjemian (Charybdis) bcf7e88217 Do not plot the priors if option nograph is used. 2011-11-14 17:56:27 +01:00
Stéphane Adjemian (Charybdis) 30ed317d26 Cosmetic change in unitary test. 2011-11-14 12:08:21 +01:00
Stéphane Adjemian (Charybdis) 2e01bb13fe Cosmetic change. 2011-11-14 12:04:45 +01:00
Stéphane Adjemian (Charybdis) 418382b364 Fixed bug (trac#225). Added texinfo header and unitary test. 2011-11-14 12:04:23 +01:00
Michel Juillard 9c3551bcb8 ms-sbvar: adding missing case for linear restriction 2011-11-07 15:47:16 +01:00
Michel Juillard 91dab8751e ms-sbvar: adding display of Fhat 2011-11-07 15:47:16 +01:00
Sébastien Villemot d4b4060d69 Fix build failure with -Werror=format-security
See Debian bug #646258 (http://bugs.debian.org/646258) and
http://wiki.debian.org/ReleaseGoals/SecurityHardeningBuildFlags for details.
2011-11-07 15:29:06 +01:00
Michel Juillard 82d3c76ebb ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard f85c43d8f0 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Sébastien Villemot 351133500e Fix typo 2011-11-06 11:26:52 +01:00
Michel Juillard 8a885f3468 ms-sbvar: fixing bug in linear restrictions 2011-11-05 21:36:36 +01:00
Michel Juillard 6eb16f06f5 fixed bug for measurement errors returned by smoother 2011-11-04 21:15:47 +01:00
Sébastien Villemot 9cc3625520 Remove extra space (was causing spurious fail in testsuite) 2011-11-04 18:05:39 +01:00
Marco Ratto 8612c7258b Re-introduced a small selection of variables to save. 2011-11-04 09:23:10 +01:00
Michel Juillard 7175e7ce32 fixing tests 2011-11-04 09:11:25 +01:00
Michel Juillard cfb57feff5 correcting tests 2011-11-03 11:14:37 +01:00
Michel Juillard d6cff06535 improving data reading function to avoid name conflicts 2011-11-03 10:18:39 +01:00
Michel Juillard 7a129e14bc fixing tests 2011-11-02 21:16:49 +01:00
Michel Juillard 31349d0b57 adding new test 2011-11-02 20:54:58 +01:00
Michel Juillard f0efbee26d adding short circuit operator 2011-11-02 18:34:53 +01:00
Michel Juillard b4e7e55031 fixing bug with univariate filter 2011-11-02 17:54:48 +01:00
Michel Juillard b5ae8356a9 fixing bug for plots of measurement errors 2011-11-02 15:49:02 +01:00
Michel Juillard 0b0c939849 fixing bug with smoother with univariate filters 2011-11-02 14:02:12 +01:00
Michel Juillard 9d91625c10 fixing bug related to measurement errors 2011-11-02 11:10:58 +01:00
Michel Juillard 9ac3e7a582 fixing bug when estimating models with a steady state different from
zero. Introduced in commit bd00dc11d8
2011-11-01 18:23:12 +01:00
Michel Juillard 02b86795b2 corrected bug linked to new handling of datasets 2011-11-01 16:44:31 +01:00
Michel Juillard d14d0f8b45 initialazing bayestopt_ 2011-10-31 18:26:53 +01:00
Michel Juillard 5ee1b1e25d fixing bug with missing data 2011-10-31 13:46:11 +01:00
Michel Juillard b342e45261 removing file that shouldn't be under git 2011-10-31 13:45:08 +01:00
Sébastien Villemot 168f5589a4 Fix compilation error in preprocessor
Error introduced in ca10372607
2011-10-29 12:22:14 +02:00
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