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
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
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
Johannes Pfeifer
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +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
Houtan Bastani
e34a1e1d9e
make it such that getEquationsByTags always returns a cell
2017-07-07 17:18:37 +02:00
Houtan Bastani
5dbd702364
make sure lhs is just one variable
...
ols: save parameter values in M_
2017-07-07 17:06:33 +02:00
Houtan Bastani
12cd0d8194
ols: add test statistics
2017-07-07 15:04:37 +02:00
Houtan Bastani
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
...
Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
Johannes Pfeifer
3bac10a97d
Fix bug in use_shock_groups and colormap
...
Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
Houtan Bastani
b7a8ad6b7e
test for leads in equation
2017-07-06 14:33:19 +02:00
Houtan Bastani
f78e166aa7
ols estimation of a given equation
2017-07-05 17:12:49 +02:00
Houtan Bastani
25e7cd041c
modify getEquationsByTags to allow getting all equations
2017-07-05 15:20:45 +02:00
Houtan Bastani
9fa24804ec
allow retrieval of multiple equations if multiple tags are passed
2017-07-05 13:13:33 +02:00
Houtan Bastani
1aed47bc41
Merge branch 'master' into ecb-master
2017-07-03 17:46:02 +02:00
Houtan Bastani
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
Stéphane Adjemian
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
...
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
Stéphane Adjemian (Charybdis)
cf4579fc61
Merge branch 'master' into ecb-master
2017-06-30 10:55:31 +02:00
Stéphane Adjemian (Charybdis)
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
Johannes Pfeifer
344504a36a
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 10:12:36 +02:00
Stéphane Adjemian (Charybdis)
b5275edaa1
Simplified test on {dyn, mod} extensions.
2017-06-29 22:13:50 +02:00
Stéphane Adjemian (Charybdis)
ec9f755c27
Raise an error if file name given to dynare ends with a period.
2017-06-29 22:10:06 +02:00
Stéphane Adjemian (Charybdis)
ea9084afc8
Fixed comments.
2017-06-29 22:07:43 +02:00
Stéphane Adjemian (Charybdis)
45aef1de62
Removed test on octave version.
...
Which has moved in dynare_confign, see e71e89bb38
.
2017-06-29 17:55:52 +02:00