stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
5,035 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

142 Commits (6001763ad7ba83833c395cc30ca7a40af6ee0d24)

Author SHA1 Message Date
Sébastien Villemot 56914e3d4c Require at least Octave 3.4 (linsolve does not compile against 3.2) 2012-08-23 16:40:00 +02:00
Sébastien Villemot ae0f83c365 Mention where the hessian at the posterior mode is saved 2012-08-13 11:43:23 +02:00
Michel Juillard f379d76a11 reference manual: clarify quadratic restriction for objective function 
with discretionary_policy
 2012-08-10 17:13:40 +02:00
Sébastien Villemot b2c118d45a discretionary_policy needs linear option 2012-08-10 16:54:14 +02:00
Sébastien Villemot a1204b579a bvar_forecast does not provide in-sample forecasting capabilities 2012-08-10 15:18:46 +02:00
Sébastien Villemot 0b1f627ad0 Better sectioning of the estimation section 2012-08-10 14:47:07 +02:00
Sébastien Villemot 10f8c1ca07 Fixed typos 2012-07-13 10:37:35 +02:00
Stéphane Adjemian (Charybdis) c850f03be3 Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Michel Juillard 50ef5377e4 removed option linear from stoch_simul; clarified use of option linear 
in model statement
 2012-07-06 13:52:17 +02:00
Sébastien Villemot 61c3145eac Fix category of dynare_version 2012-07-05 16:39:51 +02:00
Houtan Bastani 59ddbb8cb2 document dynare_version 2012-07-05 11:17:25 +02:00
Houtan Bastani b6c35b754f fix mac package name in doc 2012-07-05 11:07:37 +02:00
Sébastien Villemot b593bf2e1e Ref. manual: minor corrections 2012-07-01 18:48:57 +02:00
Ferhat Mihoubi 4488357f59 Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients 
associated to the endogenous variables in the decision rule.
 2012-07-01 15:19:10 +02:00
Sébastien Villemot aa62568a44 Add Frédéric to authors of ref. manual 2012-06-28 14:24:50 +02:00
Sébastien Villemot 2f43f3a09a Document option solve_maxit of discretionary_policy 2012-06-26 17:10:52 +02:00
Houtan Bastani 20f2c1760b preprocessor: add @#ifndef directive 2012-06-26 15:12:31 +02:00
Houtan Bastani 23ec38b258 doc: provide filename for file created by steady_state_model statement 2012-06-21 09:51:07 +02:00
Sébastien Villemot b78c64e0b4 Ref. manual: cosmetic changes 2012-06-15 15:01:03 +02:00
Sébastien Villemot 8bbc3b2453 Allow nograph, nodisplay and graph_format in identification 2012-06-15 10:30:53 +02:00
Michel Juillard 3900d2820a further changes to reference manual 2012-06-14 13:04:16 +02:00
Michel Juillard a16cade619 reference manual: clarifying that variables, endogenous and exogenous, 
not present in initval or endval are set to zero.
 2012-06-14 11:23:12 +02:00
Sébastien Villemot 8fe2eb23b9 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Sébastien Villemot b21d87966a Document extended_path and oo_.exo_simul in ref manual 2012-06-08 17:36:45 +02:00
Ferhat Mihoubi ea273c6812 documentation on the block decomposed decision rule. 2012-06-08 14:57:04 +02:00
Sébastien Villemot edca74659e Preprocessor iface and doc for nodisplay and graph_format 
Closes: #216
 2012-06-07 18:29:30 +02:00
Sébastien Villemot 35a2f38d6a Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast 
Closes: #199
 2012-06-07 17:04:46 +02:00
Sébastien Villemot fb147574f2 Remove duplicate item 2012-06-07 15:36:28 +02:00
Stéphane Adjemian (Charybdis) 2b84951f4e Added an entry in the manual for the particle filter. 2012-06-06 18:25:08 +02:00
Sébastien Villemot 0caaeddb46 Merge remote-tracking branch 'ferhat/master' 2012-06-06 17:09:27 +02:00
Sébastien Villemot b823014657 Fix calib_smoother (enforce order=1) 2012-06-06 17:08:53 +02:00
Sébastien Villemot c666f92d01 Ref. manual: add note about default value of order option of stoch_simul 2012-06-06 17:08:53 +02:00
Ferhat Mihoubi b72dafcb82 Add options static to model_info command and fixes the ticket #134 2012-06-06 16:36:56 +02:00
Houtan Bastani 9a2e4cc6cf config file: support GlobalInitFile option 2012-06-06 16:18:09 +02:00
Sébastien Villemot bd9aeef1d0 Give the references to Dennis (2007) for discretionary_policy 2012-06-06 12:55:36 +02:00
Sébastien Villemot 6be50d5417 Add more info about analytic_derivation option 2012-06-06 11:45:36 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Sébastien Villemot 05dca0e3ea Change the default algorithm for stack_solve_algo = 0 
The old algorithm (LBJ) is now available under stack_stock_algo = 6
 2012-06-04 17:23:14 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Michel Juillard 3c6f449abb fixing typos in documentation 2012-05-31 08:03:17 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother" 
Closes: #233
 2012-05-30 16:28:29 +02:00
Sébastien Villemot 312814062f Document oo_.FilteredVariablesKStepAhead 2012-05-30 16:28:29 +02:00
Sébastien Villemot c3b34a8f13 Document oo_.UpdatedVariables 2012-05-30 16:28:29 +02:00
Michel Juillard eab165d3ee added in manual a section on how to use steady_state_model block with 
initval and endval for deterministic models. Added test cases for
deterministic models.
 2012-05-29 21:31:57 +02:00
Sébastien Villemot 31f6831b09 Improve doc and error handling for shock_decomposition on calibrated model 2012-05-29 16:25:52 +02:00
Sébastien Villemot 9cd790b23e Document oo_.osr.objective_function 2012-05-29 11:46:48 +02:00
Sébastien Villemot 3806813feb Improve description of 3rd/4th prior params 
Thanks to J. Pfeifer for suggesting the text
 2012-05-21 18:16:19 +02:00
Michel Juillard cad26f60fa update manual to take into account previous commit 2012-05-17 18:08:28 +02:00
Houtan Bastani 4186a431ff parallel: add port option to config file 2012-05-09 12:44:57 +02:00
Sébastien Villemot 17cfb4f93e Describe conditional_variance_decomposition in estimation 
Thanks to J. Pfeifer
 2012-04-25 13:00:03 +02:00