Michel Juillard
67ea280773
adding missing semi-colon
2016-05-06 10:11:53 +02:00
Michel Juillard
d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
Michel Juillard
ef232ac436
fixed log_variable function
2016-05-05 20:53:22 +02:00
Michel Juillard
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
Michel Juillard
3c7c2f46a4
more fixes for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
Michel Juillard
7e13fe5ef7
fix loglinear option with leaded or lagged exogenous variables
2016-05-05 20:41:02 +02:00
Stéphane Adjemian
e07d97a16e
Merge pull request #1186 from rattoma/gsa
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gsa and identification fixes
2016-05-05 19:19:10 +02:00
Marco Ratto
1b769d1d5f
1) fixed bug with initialization of infox
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2) distinguish between no solution (iwrong index) and violation of prior restrictions (inorestriction)
3) smirnov tests for indeterminacy and explosive roots should be done EXCLUDING no solution cases
2016-05-05 16:53:18 +02:00
Marco Ratto
8e1d225832
Allow to perform neighborhood_width sampling around calibrated values;
2016-05-05 16:18:17 +02:00
Marco Ratto
0e402fa7e9
Filter out cases where too few samples are available for ANOVA estimation
2016-05-05 16:11:53 +02:00
Marco Ratto
8b54354a27
Make identification compliant with calibration parameter set [bug fix]
2016-05-05 16:08:14 +02:00
Houtan Bastani
bebcfffe04
fix license, file copyright errors
2016-05-04 16:30:16 +02:00
Houtan Bastani
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
Johannes Pfeifer
b364dd1d4c
Account for Matlab 2016a in installer and mex-folder
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Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-04 11:12:35 +02:00
Stéphane Adjemian (Charybdis)
6593c433f3
Revert "Account for Matlab 2016a in installer and mex-folder"
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This reverts commit 6072aa0b46
.
2016-05-03 22:20:10 +02:00
Johannes Pfeifer
6072aa0b46
Account for Matlab 2016a in installer and mex-folder
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Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-03 15:24:23 +02:00
MichelJuillard
b3735b6506
Merge pull request #1180 from JohannesPfeifer/correlation_warning
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Fix warning message that confused structural shocks with measurement …
2016-05-01 18:49:00 +02:00
Johannes Pfeifer
c48a2659e5
Fix warning message that confused structural shocks with measurement errors
2016-05-01 17:52:57 +02:00
MichelJuillard
6eb2e43432
Merge pull request #1171 from JohannesPfeifer/discretionary_policy
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discretionary_policy_1.m: keep state space fixed even if state variab…
2016-04-18 22:17:42 +02:00
Johannes Pfeifer
d1735e1d9e
discretionary_policy_1.m: keep state space fixed even if state variable gets coefficient of 0 in solution by including appropriate 0 column. (Thanks to Junior Maih)
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Reverts 3b64c37cb3
2016-04-18 21:48:28 +02:00
Michel Juillard
5d321c86ce
add test case for purely backward model
2016-04-16 17:21:42 +02:00
Michel Juillard
e8c430a923
replaced transtion_matrix.m by kalman_transition_matrix.m
2016-04-16 17:21:42 +02:00
MichelJuillard
4b7779d8ad
Merge pull request #1169 from JohannesPfeifer/ns_unit_test
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Add diffuse filter statement to nonstationary mod-file to prevent uni…
2016-04-15 16:35:30 +02:00
Johannes Pfeifer
bfe3dded99
Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing
2016-04-15 15:00:50 +02:00
MichelJuillard
3d6c184566
Merge pull request #1168 from JohannesPfeifer/filter_tests
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Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:50:49 +02:00
MichelJuillard
a047b42dd3
Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
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Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:50:39 +02:00
MichelJuillard
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
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Kalman fixes
2016-04-15 09:50:25 +02:00
Johannes Pfeifer
c509f6d463
Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:41:38 +02:00
Johannes Pfeifer
3542d086ae
Transform hard-coded bandpass filter order into option
2016-04-15 09:23:35 +02:00
Johannes Pfeifer
aff80b4ee3
Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:23:07 +02:00
Michel Juillard
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
Michel Juillard
98b53553c6
update doc for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
Michel Juillard
de567377c3
adding groups of shocks for shock_decomposition
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consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
Johannes Pfeifer
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
Johannes Pfeifer
9d6126c5f6
Make fs2000_smoother_only.mod call all Kalman options
2016-04-14 20:11:50 +02:00
Johannes Pfeifer
8908d46567
Initialize s to make sure univariate_kalman_filter_d.m does not crash if newRank is 0 initially
2016-04-14 20:11:49 +02:00
Johannes Pfeifer
9a9b8f2a70
Account for smoother setting parameter count fields in dynare_estimation_init.m
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Otherwise, subsequent calls to the smoother will result in crashes
2016-04-14 20:11:22 +02:00
Stéphane Adjemian(Charybdis)
7c53ea1e96
Fixed unit tests.
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(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
2016-04-14 17:21:37 +02:00
Stéphane Adjemian (Scylla)
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
MichelJuillard
010b28e237
Merge pull request #1164 from JohannesPfeifer/reduce_runtime
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Reduce runtime of unit tests by decreasing iteration number
2016-04-12 16:15:35 +02:00
Johannes Pfeifer
994b9e5f16
Reduce runtime of unit tests by decreasing iteration number
2016-04-12 14:58:11 +02:00
MichelJuillard
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
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Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard
62efd9930e
Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
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Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
MichelJuillard
8f1eb47a5e
Merge pull request #1104 from JohannesPfeifer/solve_algo_0
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Only accept steady state when fsolve retuns with normal return code 1
2016-04-12 13:05:28 +02:00
MichelJuillard
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
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Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
MichelJuillard
d7e4469a28
Merge pull request #1153 from JohannesPfeifer/steady_check_flag
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Make evaluate_steady_state.m honor nocheck flag
2016-04-12 12:04:57 +02:00
Johannes Pfeifer
5c40bcef8d
Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161
2016-04-12 11:41:15 +02:00
Johannes Pfeifer
f5900aa03b
Add unit test for selected_variables_only option in smoother
2016-04-12 11:37:57 +02:00
Johannes Pfeifer
6ad876cc18
Rename write_smoother_results to store_smoother_results.m to avoid confusion about its purpose
2016-04-12 11:37:12 +02:00