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33 Commits (62f608eb805822dbc166d579a54dda9ec2e2288a)

Author SHA1 Message Date
Sébastien Villemot 8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter 2023-01-13 16:57:49 +01:00
Sébastien Villemot 10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files 
It is now supported by the MATLAB editor (as of R2022a).

The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).

The particles submodule is not updated at this point, because it is in an
inconsistent state.

[skip ci]
 2022-04-13 14:54:25 +02:00
Johannes Pfeifer f7a232061a
Remove unused options_-output 
Prevents accidentally changing something
 2021-06-22 18:17:11 +02:00
Johannes Pfeifer 32e1f34579 dynare_resolve.m: correct header and change naming of globals 2021-06-16 13:17:29 +02:00
Sébastien Villemot 766fff88f6
Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
Johannes Pfeifer 8b4fa7c2d6 Factorize call to solver routines under optimal policy and without 
Related to https://git.dynare.org/Dynare/dynare/issues/1173
 2020-02-12 13:19:46 +01:00
Sébastien Villemot 177c5c359f
Implement estimation under discretionary optimal policy 
Also add a test case.

For the time being, estimating parameters that appear in the discount factor is
not supported.

Ref. #1173
 2020-02-03 18:29:45 +01:00
Sébastien Villemot 89a3e94cbf
Use true/false instead of 1/0 for boolean options 
This is more elegant, and makes it easier to distinguish them from integer
options.

Also simplify test expressions for these boolean options.
 2019-03-19 15:21:16 +01:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Johannes Pfeifer 00bfa2a0a9 Fix header of dynare_resolve.m 2016-04-12 10:52:36 +02:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
 2012-11-16 20:05:13 +01:00
Stéphane Adjemian (Charybdis) ecac871435 Changed the name of DsgeLikelihood (-> dsge_likelihood). 2011-12-26 17:46:48 +01:00
Ferhat Mihoubi 0096c7575a In a block decomposed model the variables are not stored in the usual order 2011-10-28 22:27:15 +02:00
Stéphane Adjemian (Charybdis) e0fa737cee Fixed bug in dynare_resolve (wrong calling sequence introduced in commit #013c599ec92f7d6e5fc3f351a58d9aa5ba401410). 
Removed globals from DsgeVarLikelihood and changed the calling sequence. As in DsgeLikelihood, the penalty is now a
persistent variable.

Added a global structure for the data: dataset_.

Removed globals from dsgevar_posterior_density and mode_check.

Simplification of the clode, definition of the variable objective_function at the top of dynare_estimation_1 (equal
to 'DsgeLikelihood' or 'DsgeVarLikelihood').
 2011-09-22 11:17:31 +02:00
Stéphane Adjemian (Scylla) 013c599ec9 Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve. 
Added texinfo header to dynare_resolve.
 2011-09-19 16:41:53 +02:00
Stéphane Adjemian (Scylla) e9764d0538 Use a structure for the dataset. Bug fixes. 2011-09-17 15:38:49 +02:00
Stéphane Adjemian (Scylla) 88b941c7db Fixed bug (related to globals delaration. 2011-09-17 14:49:09 +02:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header. 
Removed trailing whitespace.
 2011-09-17 12:53:38 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Michel Juillard bff8de837b modifying dynare_resolve() calling sequence 2011-01-26 21:24:46 +01:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
stepan e8b6a04e97 * Cosmetic changes. 
* Do not compute B if not needed.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3167 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 12:05:31 +00:00
sebastien 2af294a5e6 trunk: removed remnants of dr_algo option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:49:51 +00:00
sebastien 9f5beff89e v4 matlab: fixed remaining copyright headers (those files which are in the CR+LF endline convention) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1975 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 13:08:13 +00:00
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-21 08:33:31 +00:00
assia b0760493ae header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1653 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-28 14:46:20 +00:00
ratto 8aada363be one bug around defining aux for Kalman smoother (non-minimal state space) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@935 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-28 07:33:40 +00:00
michel 4691f6d1c6 v4: restricted state debugging 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@921 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-18 19:36:10 +00:00
michel cb9fb1b353 v4: changes around restricted state space representation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-17 15:23:45 +00:00
michel 6e23ddbf6d v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-18 16:50:33 +00:00
michel 71a4fd49c8 v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@590 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-08 08:39:00 +00:00
michel 9a9872fd33 dynare_v4 from CVS 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-02-18 19:54:39 +00:00