Houtan Bastani
5244c814c0
Merge pull request #1430 from JohannesPfeifer/write_equation_tags
...
Add write_equation_tags option to integration test
2017-04-05 10:20:12 +02:00
Johannes Pfeifer
59bafbf294
Add write_equation_tags option to integration test
2017-04-04 23:52:39 +02:00
Houtan Bastani
14f4544a29
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
Houtan Bastani
052d62e150
preprocessor: remove unused filed histval_present from mod_file_struct
2017-04-03 15:23:01 +02:00
Stéphane Adjemian (Charybdis)
c1434118bd
Added integration test for nonlinear filters with unit roots.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
4dcdb81a31
Changed error message introduced in 30c9b3721564d89d1b85abcdc75d493075e6ca77.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
ade89a9ec1
Fixed missing initialization of qz_criterium with nonlinear filters.
2017-04-03 11:25:05 +02:00
Johannes Pfeifer
76c4bd04fe
Provide informative error message if non-stationary model is estimated using particle filter
...
Closes #1377
(cherry picked from commit efaa7e54136ffd48fb69e075ecacf9708a553d3b)
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
f9a462bf07
Added option nonlinear_filter_initialization.
...
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
97e185bc6e
Cosmetic changes in doc header.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
8eefb6a747
Fixed warning introduced in b5c353f5a3
.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian
e7835e2504
Merge pull request #1429 from JohannesPfeifer/affiliation
...
Update affiliation of Johannes
2017-04-02 18:46:46 +02:00
Johannes Pfeifer
b64aa57bc3
Update affiliation of Johannes
2017-04-01 19:59:29 +02:00
Houtan Bastani
f18c16653e
Merge pull request #1428 from JohannesPfeifer/patch-1
...
Test the rank of Pinf in univariate smoother for the subset of observables
2017-04-01 09:57:32 +02:00
Johannes Pfeifer
1755192e63
Make 792924 consistent with cases where Pinf is an empty matrix
...
Fixes the crash in `analytic_derivatives/fs2000_analytic_derivation.mod`
2017-03-31 17:41:38 +02:00
Houtan Bastani
1891ab70f8
preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition
2017-03-31 14:38:44 +02:00
Houtan Bastani
ac851b0bac
preprocessor: initial_condition_decomposition front end. closes #1425
2017-03-31 13:19:04 +02:00
Houtan Bastani
3e779ebfee
initial_condition_decomposition: fix options_ substructure
2017-03-31 13:09:21 +02:00
Marco Ratto
792924a3b7
- test the rank of Pinf in univariate smoother for the subset of observables, in order to trap cases where this is not already trapped in compute_Pinf_Pstar.m
...
- issue warning when diffuse steps never end [maybe we should issue an error?]
2017-03-30 11:21:54 +02:00
Johannes Pfeifer
bf607ce630
Make sure no stale _posterior_draws.mat files are present
...
May crash compute_moments_varendo.m due to more files being present than generated in the current run
2017-03-29 14:52:32 +02:00
Johannes Pfeifer
839e7075f6
dsge_simulated_theoretical_covariance.m: fix bug that led to last _2ndOrderMoments*.mat file not being saved, instead overwriting the prior one
...
Produced wrong posterior covariance estimates in large models, because the moments matrix contained zeros that were not overwritten by loaded draws due to missing file
2017-03-29 14:52:32 +02:00
Johannes Pfeifer
8d2dcc422f
Clarify error message if model-local variable was already used on RHS
2017-03-29 14:49:37 +02:00
Houtan Bastani
12f8e5f512
plot_shock_decomposition: remove argument to steadystate option
2017-03-28 12:15:00 +02:00
Houtan Bastani
6571f7ea68
doc: fix changes merged in ad2e1ffc8d
2017-03-28 11:56:38 +02:00
Houtan Bastani
ad2e1ffc8d
Merge pull request #1424 from JohannesPfeifer/manual
...
Manual changes related shock_decomposition
2017-03-28 11:52:51 +02:00
Johannes Pfeifer
b5f989ccb1
Manual: Define integer_vector
2017-03-28 11:39:44 +02:00
Johannes Pfeifer
368262d5f1
Update manual on realtime_shock_decomposition following Marco's description
2017-03-28 11:35:27 +02:00
Johannes Pfeifer
b5c353f5a3
Prevent Texinfo from replacing straight quotation marks in codes by italic ones
2017-03-27 12:36:18 +02:00
Johannes Pfeifer
14b8604de5
Restructure manual on shock_decomposition
...
- Introduces proper definition of output variables
- Clarifies various options
2017-03-27 12:35:36 +02:00
Johannes Pfeifer
94f09402a2
Manual: Add new subsections for commands not belonging to estimation
2017-03-27 11:43:07 +02:00
Houtan Bastani
37dd5fd077
Merge pull request #1422 from JohannesPfeifer/real_time_shock
...
realtime_shock_decomposition.m: Delete variable that produced unwante…
2017-03-27 11:37:16 +02:00
Houtan Bastani
2240b06487
fix typo
2017-03-27 11:20:34 +02:00
Houtan Bastani
936c8ba01d
Merge pull request #1421 from rattoma/shock_decomp
...
utility to decompose initial condition effect
2017-03-27 11:18:15 +02:00
Marco Ratto
e24b1ea76e
fixes in preamble and plot_shock_decomp structure of options.
2017-03-27 08:29:52 +02:00
Johannes Pfeifer
4380b4a973
realtime_shock_decomposition.m: Delete variable that produced unwanted output
2017-03-25 12:21:47 +01:00
Marco Ratto
bab401ebbc
utility to decompose initial condition effect
2017-03-25 08:16:33 +01:00
Houtan Bastani
7315b5ae73
fix bug in merge commit e103462050
2017-03-24 18:11:45 +01:00
Houtan Bastani
b3fa669717
bug fix introduced in 234aaacf92
2017-03-24 17:13:03 +01:00
Houtan Bastani
ae921f6bf1
Merge remote-tracking branch 'rattoma/shock_decomp'
2017-03-24 16:20:47 +01:00
Houtan Bastani
b5262ca1e8
Merge remote-tracking branch 'rattoma/deterministic'
2017-03-24 16:20:01 +01:00
Houtan Bastani
e103462050
Merge remote-tracking branch 'rattoma/gsa'
2017-03-24 16:19:44 +01:00
Houtan Bastani
732aa8c30c
Merge remote-tracking branch 'rattoma/slice'
2017-03-24 16:19:04 +01:00
Houtan Bastani
598422931b
reporting: submodule update
2017-03-24 16:16:48 +01:00
Houtan Bastani
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
Houtan Bastani
b8b6228d67
graph_decomp_detail: fix bug, extra argument not referenced
2017-03-24 11:24:14 +01:00
Houtan Bastani
93130ee922
fix bug in WriteShockDecomp2Excel
2017-03-24 10:34:59 +01:00
Houtan Bastani
2be17e1ebd
doc: more fixes to documentation
2017-03-24 10:34:59 +01:00
Houtan Bastani
4f432b7e58
doc: update plot_shock_decomposition option names
2017-03-24 10:34:59 +01:00
Houtan Bastani
c467c92d29
shock_decomposition: move fig_names to fig_name (fixing typo)
2017-03-24 10:34:59 +01:00
Houtan Bastani
e5f1d20221
change dyn_figure to take a nodisplay and graph_format arguments as opposed to options_. closes #1415
2017-03-23 17:59:05 +01:00