Commit Graph

10742 Commits (5bdbaab3ac77e3edf152cae2c354419e145733a9)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 5bdbaab3ac Cosmetic change. 2017-07-28 15:43:11 +02:00
Stéphane Adjemian (Scylla) 1d6dcb1dfc Changed interface to plot_contribution routine.
- Removed first argument.
 - Added the possibility to use the routine as a matlab command.
 - Fixed issue with underscores in variable names (appearing in
   the figure legend).
 - Fixed bug in the list of names appearing in the legend.
2017-07-28 12:43:16 +02:00
Stéphane Adjemian (Scylla) 85e946b0a8 Rewrote examples for single equation contribution plots.
The mod files are self documented, and serve as a user guide for the
`plot_contributions` command.
2017-07-28 12:42:51 +02:00
Stéphane Adjemian (Scylla) 5d0d943f0f Moved files. 2017-07-28 10:20:21 +02:00
Stéphane Adjemian (Scylla) 77133e185b Fixed previous merge. 2017-07-27 23:14:50 +02:00
Stéphane Adjemian (Scylla) 77b1d14083 Code factorization. 2017-07-27 22:50:28 +02:00
Stéphane Adjemian (Scylla) ccfd809dd0 Fixed issue with the size of x (exogenous variables). 2017-07-27 22:50:28 +02:00
Stéphane Adjemian (Scylla) b866bd828c Fixed typo. 2017-07-27 22:50:28 +02:00
Stéphane Adjemian (Scylla) c5fb6dfe57 Merge branch 'master' into ecb-master
Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
Houtan Bastani 91096d8d02 preprocessor: store max lead/lag info, write to output 2017-07-27 12:33:19 -04:00
Houtan Bastani 7a4658323f update makefile for change in .mod file name 2017-07-26 15:07:46 -04:00
Houtan Bastani ea07b4bf97 change name of .mod file 2017-07-26 09:17:31 -04:00
Sébastien Villemot 47c2fa3610 Use magic comments for autoloads in Emacs mode file
Also automatically trigger the mode for files with the .mod extension.
2017-07-25 16:26:21 +02:00
Stéphane Adjemian (Scylla) 209e16888d Fixed bug in the integration test added in 45864f414f
Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla) 9203f9e52f Fixed encondig in the integration test added in 45864f414f. 2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla) d78be7fdf0 Updated NEWS file for 4.5.1 bug fix release. 2017-07-24 09:56:58 +02:00
Stéphane Adjemian (Scylla) 356c73039b Fixed date release of 4.5.0 in NEWS file. 2017-07-24 09:44:02 +02:00
Stéphane Adjemian (Scylla) 45864f414f Added integration test.
Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Stéphane Adjemian (Scylla) 1f20ceb461 Fixed bug in filtered variables with trend.
Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension  of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
Stéphane Adjemian (Scylla) cc9e0ed09a Code factorization. 2017-07-21 17:47:24 +02:00
Johannes Pfeifer 0b9244dc01 Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
When removing globals in 24cd423671 the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises

1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian acace4899d Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian cfce048a4b Merge pull request #1471 from JohannesPfeifer/simpsa
simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
Stéphane Adjemian ca1a9e4a88 Merge pull request #1468 from JohannesPfeifer/discret_message
discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
Houtan Bastani 5716d73013 dyn_table: fix alignment for columns larger than 12 places 2017-07-18 11:34:35 +02:00
Stéphane Adjemian 1627414050 Merge pull request #1481 from JohannesPfeifer/manual_fix
Fix another typo in manual
2017-07-17 21:12:37 +02:00
Johannes Pfeifer 8e899aa6bc Fix another typo in manual 2017-07-17 19:33:51 +02:00
Houtan Bastani 86600eb997 print gibbs sampling on SUR parameter values 2017-07-17 17:47:29 +02:00
Houtan Bastani dbd519452e fix table printing 2017-07-17 17:46:55 +02:00
Houtan Bastani 5eda6f3885 print table in dyn_table 2017-07-17 17:40:12 +02:00
Houtan Bastani ea1757e4d1 sur, surgibbs: factorize code 2017-07-17 11:47:08 +02:00
Houtan Bastani 6b56b1f3e3 Merge pull request #1480 from JohannesPfeifer/OSR_message
Make osr error message more informative
2017-07-17 09:51:18 +02:00
Houtan Bastani c3b378095c Merge pull request #1479 from JohannesPfeifer/manual_fixes
Fix typos in manual
2017-07-17 09:50:48 +02:00
Johannes Pfeifer 7486760461 Make osr error message more informative 2017-07-17 08:42:50 +02:00
Johannes Pfeifer 9f00081310 Fix typos in manual
Thanks to Jean-Paul K. Tsasa
2017-07-17 08:39:11 +02:00
Houtan Bastani 22c9d3bcaf sur gibbs: fix bug 2017-07-13 13:41:40 +02:00
Houtan Bastani e0a6c1b0d8 sur gibbs: add red line at value of beta 2017-07-12 18:26:04 +02:00
Houtan Bastani 8c24b5210c sur gibbs: add plots, save parameter values 2017-07-12 18:19:15 +02:00
Houtan Bastani 92be7a6b27 sur gibbs sampling: first pass 2017-07-12 16:59:06 +02:00
Houtan Bastani 54ea6c5efd sur: cleanup whitespace 2017-07-11 16:03:10 +02:00
Houtan Bastani 7a61bff6c4 sur: first draft 2017-07-11 16:02:03 +02:00
Houtan Bastani 74fe63c945 ols: prettier printing 2017-07-11 16:01:43 +02:00
Houtan Bastani b7b660ec61 ols: fix bug. make sure data overlaps correctly 2017-07-11 15:35:12 +02:00
Houtan Bastani affe1e93bd ols: cleanup whitespace 2017-07-07 18:19:57 +02:00
Houtan Bastani 4dbab5d9c6 ols: small fixes when running ols on all equations 2017-07-07 18:09:16 +02:00
Houtan Bastani 760ebc3a67 ols: make printing nicer 2017-07-07 18:06:02 +02:00
Houtan Bastani 5b91e2d8bb ols: fix indexing bug 2017-07-07 17:56:30 +02:00
Houtan Bastani 460c8d264b ols: fix bug when finding parameter names 2017-07-07 17:53:40 +02:00
Houtan Bastani 07fb484987 ols: run multiple estimations when more than one tag is passed 2017-07-07 17:53:25 +02:00
Houtan Bastani cc121aa660 plot_contributions: remove unnecessary `find` 2017-07-07 17:20:10 +02:00