Commit Graph

10485 Commits (4b1fd53701ef46ffd4b0873b50f1c392e352586e)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 4b1fd53701 Added set_historical_values command.
(cherry picked from commit e043e92c4a)
2017-06-14 00:09:07 +02:00
Stéphane Adjemian (Charybdis) a1f86b97e2 Allow lags on exogenous variables for backward models forecasts and IRFs.
TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis) 0fa0ceb990 Added routine building endo_histval and exo_histval from a dseries object.
(cherry picked from commit 2b0f5c7edf)
2017-06-14 00:06:26 +02:00
Stéphane Adjemian (Charybdis) 4004d8d442 Allow for lags in exogenous variables.
(cherry picked from commit b8e2eec878)
2017-06-14 00:05:50 +02:00
Stéphane Adjemian (Charybdis) b398a65eb9 Added routine for computing unconditional forecasts of a backward looking model.
(cherry picked from commit d93b6b2f15)
2017-06-14 00:05:32 +02:00
Stéphane Adjemian (Charybdis) cfd82e28e4 Added routine computing IRFs of backward looking model.
(cherry picked from commit 647505526a)
2017-06-14 00:05:16 +02:00
Stéphane Adjemian (Charybdis) ca7f734561 Updated dynare_config (wrt 214b534b25)
(cherry picked from commit 12733e94f3)
2017-06-14 00:04:28 +02:00
Stéphane Adjemian (Charybdis) 5570bf1588 Moved backward models related routines in specific subfolder.
(cherry picked from commit 214b534b25)
2017-06-14 00:01:48 +02:00
Stéphane Adjemian (Charybdis) 57cab69530 Try random initial guess for dynare_solve...
... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.

(cherry picked from commit d282226100)
2017-06-14 00:01:10 +02:00
Sébastien Villemot 72c6fd5ffa Drop useless AX_LATEX_BIBTEX_TEST m4 macro. 2017-06-13 16:09:36 +02:00
Sébastien Villemot bed3ecb596 license.txt: further fixes to filepaths. 2017-06-13 16:06:29 +02:00
Sébastien Villemot 7eaea0c772 Include tests/load_octave_packages.m in the distributed tarball. 2017-06-13 15:50:34 +02:00
Sébastien Villemot ba56ceb6f7 license.txt: further formatting fixes. 2017-06-13 15:07:50 +02:00
Sébastien Villemot 463d45cf8f license.txt: various formatting fixes. 2017-06-13 14:58:35 +02:00
Stéphane Adjemian 0500a69031 Merge pull request #1467 from JohannesPfeifer/line_breaks
Fix two line breaks
2017-06-12 16:05:15 +02:00
Stéphane Adjemian c45f9b776d Merge pull request #1466 from JohannesPfeifer/discret_policy
Adjust error message if number of instruments does not match number o…
2017-06-12 16:05:01 +02:00
Johannes Pfeifer c063fe1843 Fix two line breaks 2017-06-11 10:58:19 +02:00
Johannes Pfeifer 4f06afea9c Adjust error message if number of instruments does not match number of omitted equations 2017-06-11 10:55:14 +02:00
Stéphane Adjemian (Charybdis) 0ed62fb476 Fixed authors ordering. 2017-06-11 02:25:05 +02:00
Stéphane Adjemian (Charybdis) be61de1367 Account for negative steady state in case of log-linearization. 2017-06-08 11:59:02 +02:00
Sébastien Villemot 21fa1ec86a Testsuite for octave: remove obsolete workaround. 2017-06-07 17:59:09 +02:00
Stéphane Adjemian (Charybdis) ca2efc0054 Fixed typo (thanks to Kostas Theodoridis) 2017-06-07 17:49:45 +02:00
Stéphane Adjemian (Charybdis) 3f54ab04d4 Fixed mh_optimal_bandwidth.
Bump killing mode (local bandwidth parameter), ie bandwidth=-2, was not
working. This is without consequences for Dynare because this approach is never
used.

Closes #1463.
2017-06-07 11:02:49 +02:00
Stéphane Adjemian (Charybdis) c8228d71d3 Added missing prior (Weibull). 2017-06-06 20:37:41 +02:00
Ferhat Mihoubi 119e5b4dfa Corrects bugs in bytecode related to the use of finite instead of isfinite and to mxMalloc tests 2017-06-05 18:51:43 +02:00
Stéphane Adjemian (Charybdis) a023839890 Fixed bug instroduced in e5945a4527. 2017-06-05 10:51:30 +02:00
Stéphane Adjemian baf7ba9031 Merge pull request #1462 from JohannesPfeifer/contemp_corr
Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
Stéphane Adjemian 8015144817 Merge pull request #1460 from JohannesPfeifer/hessian_zero
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian b314eed519 Merge pull request #1458 from JohannesPfeifer/example
NK_baseline.mod: handle forgotten parameter dependence
2017-06-04 15:34:35 +02:00
Stéphane Adjemian cb25ffebaa Merge pull request #1457 from JohannesPfeifer/ML_error
dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
Stéphane Adjemian b7bf355ff9 Merge pull request #1456 from JohannesPfeifer/colormap
Get rid of unused and superseded options_.colormap and make sure opti…
2017-06-04 15:32:26 +02:00
Johannes Pfeifer f9efc6c10e Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant 2017-05-30 19:30:43 +02:00
Stéphane Adjemian (Charybdis) 57ab3e45c3 Added VERSION file. 2017-05-29 14:30:33 +02:00
Stéphane Adjemian (Charybdis) 079bf6c60e Fixed indentation for Markdown. 2017-05-29 11:32:00 +02:00
Stéphane Adjemian (Charybdis) 44af8d5bee Updated NEWS file. 2017-05-29 11:32:00 +02:00
Houtan Bastani ef0da2124c Merge pull request #1459 from JohannesPfeifer/manual_typo
Fix typo in manual
2017-05-29 11:29:49 +02:00
Houtan Bastani 6f9529f09c Merge pull request #1461 from JohannesPfeifer/build_info
Add information on linking flex and bison on Mac if homebrew is not used
2017-05-29 11:25:46 +02:00
Johannes Pfeifer ababa26017 Add information on linking flex and bison on Mac if homebrew is not used
Closes #1452
2017-05-27 19:46:26 +02:00
Johannes Pfeifer d75e7278c2 Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
Closes #1453
2017-05-27 19:26:12 +02:00
Johannes Pfeifer ac15f60ec6 Fix typo in manual and clarify analytic_derivation option 2017-05-27 18:30:40 +02:00
Johannes Pfeifer a940bed446 NK_baseline.mod: handle forgotten parameter dependence 2017-05-26 10:19:01 +02:00
Johannes Pfeifer e5945a4527 dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters 2017-05-26 09:46:05 +02:00
Johannes Pfeifer 7cd56e9687 Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set 2017-05-23 13:20:47 +02:00
Houtan Bastani c8b7908aed dynare++: make multi-line define because a single line is too long for pdf compilation on OS X 2017-05-23 11:16:13 +02:00
Stéphane Adjemian (Charybdis) 3c3fc0ace4 Fixed integration test. 2017-05-20 10:15:31 +02:00
Stéphane Adjemian (Charybdis) 4195033561 Fixed typo introduced in 88e1701289. 2017-05-20 01:21:28 +02:00
Stéphane Adjemian (Charybdis) e3769670df Updated AC_INIT 2017-05-19 18:54:32 +02:00
Stéphane Adjemian (Charybdis) fe32f0199e Updated emails.
(cherry picked from commit 1aa042cca4dd6bc57f02d4849b9e5ed5f2201ebc)
2017-05-19 18:52:04 +02:00
Stéphane Adjemian (Charybdis) 9bacf32ed1 Updated Dynare Team (members/year). 2017-05-19 18:36:31 +02:00
Stéphane Adjemian (Charybdis) 8ccb0e5e31 Ignore generated doc/dynare.info-3. 2017-05-19 18:33:52 +02:00