Commit Graph

6412 Commits (5d0d943f0f21183d74acaa2e46a928ef1e0ab1f6)

Author SHA1 Message Date
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