Sébastien Villemot
04323301a5
isdiag was introduced in MATLAB R2014a
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Provide a replacement by reusing a similar function that was under
matlab/general/utilities/.
2019-03-26 16:50:06 +01:00
Stéphane Adjemian(Charybdis)
07141a8681
Various optimizations.
2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis)
7c83ba7ea7
Fixed documentation header.
2018-09-26 22:51:05 +02:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Johannes Pfeifer
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Johannes Pfeifer
94ef60556e
Account for loglinear option when reading in M_.endo_histval
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(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
2017-03-20 09:37:58 +01:00
Johannes Pfeifer
2f717b5adc
Eliminate global variables from shock_decomposition.m
2016-12-18 09:57:51 +01:00
Houtan Bastani
89e0a84327
fix typo from 98cf1bfc1d
2016-11-14 11:08:02 +01:00
Johannes Pfeifer
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
Johannes Pfeifer
c68038dfc8
imcforecast.m: make sure qz_criterium is properly set
2016-10-02 10:51:47 +02:00
Marco Ratto
5c4f81a26f
Bug fixes for conditional forecast.
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1) apply chol only for non-diagonal covariances
2) fix wrong index for trend.
3) convert internally constrained_vars is in decision rule order.
2016-09-07 09:27:48 +02:00
Johannes Pfeifer
1bd5c7cc0d
Disentangle options_.conf_sig and set default to 0.9
2016-07-21 12:17:30 +02:00
Johannes Pfeifer
e214ec2976
Allow for parameter_set=mle_mode in conditional_forecast
2016-06-17 00:21:08 +02:00
Houtan Bastani
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
Johannes Pfeifer
1d13a5dd02
Make imcforecast.m account for presence of trends
2016-04-09 09:45:21 +02:00
Johannes Pfeifer
58387f00e9
Make conditional forecasts compatible with histval
2015-06-08 15:42:14 +02:00
Johannes Pfeifer
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Stéphane Adjemian (Charybdis)
871fa6aa86
Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations).
2014-07-18 18:36:02 +02:00
Johannes Pfeifer
04554967fc
Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky.
2014-07-17 22:05:07 +02:00
Stéphane Adjemian (Scylla)
62e28dac94
Use makedataset in condition forecast routine.
2014-06-26 10:55:54 +02:00
Sébastien Villemot
5bbfe9cd5a
Remove more remnants from old deterministic conditional forecast syntax.
2014-01-03 12:09:39 +01:00
Johannes Pfeifer
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
Johannes Pfeifer
12bbf051a3
Add missing graph title that lead to crash
2013-05-26 08:30:47 +02:00
Johannes Pfeifer
5842c6c1c5
Make unconditional forecasts save figures to graph folder
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Also provides more expressive title
2013-05-20 00:14:05 +02:00
Johannes Pfeifer
f1406487dc
Make field names consistent with different analysis steps and manual
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still related to #316 (https://github.com/DynareTeam/dynare/pull/316 )
2013-03-17 22:47:47 +01:00
Sébastien Villemot
00485425c1
Fix crash in conditional_forecast
2013-01-15 12:48:56 +01:00
Ferhat Mihoubi
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
Michel Juillard
bcb59e373d
fixed bug in conditional forecasts whith constraints on only one period
2012-12-10 21:14:00 +01:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Michel Juillard
02b86795b2
corrected bug linked to new handling of datasets
2011-11-01 16:44:31 +01:00
Michel Juillard
8f350dc744
conditional forecasts: remove random seed reinitialization
2011-10-12 21:47:59 +02:00
Stéphane Adjemian (Scylla)
013c599ec9
Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve.
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Added texinfo header to dynare_resolve.
2011-09-19 16:41:53 +02:00
Michel Juillard
bdac9c9bec
changed calling sequence for all (two additional) occurences of describe_missing_data
2011-09-18 13:45:46 +02:00
Michel Juillard
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Sébastien Villemot
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
Stéphane Adjemian (Ithaque)
aef46cf78e
Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*,
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imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
2010-04-01 15:41:36 +02:00
sebastien
502e3e1df8
Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
stepan
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
stepan
a9f18121bd
Changed the files performing conditional forecasts (to match the output of the preprocessor).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 13:03:30 +00:00
michel
fb7ae67d09
v4.1: added trends to imcforecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:41:56 +00:00
michel
e1f4f5e924
4.1: added steady state to forecast
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 11:47:56 +00:00
stepan
50ec80f1df
* Fixed buggy call to DsgeSmoother (two input arguments used to handle missing observations were missing).
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2908 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-09 13:27:09 +00:00
michel
d5a1a025d9
redo code for recursive estimation
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corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-01-22 21:34:15 +00:00
sebastien
47a4d91700
v4 matlab:
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* fixed copyright headers of remaining files
* deleted old ChangeLog
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
sebastien
bef2e614e8
v4 matlab: removed spurious svn:executable properties
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1563 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-11 11:58:56 +00:00
adjemian
47ae595059
Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF.
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Added : Posterior IRFs for BVAR-DSGE, conditional forecasts
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:37:24 +00:00