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Author SHA1 Message Date
Houtan Bastani a84be98454 Merge pull request #1151 from FerhatMihoubi/Branch_block_with_cutoff_0 
Fix :
 2016-03-25 16:10:22 +01:00
Ferhat Mihoubi d1a2b21639 Fix : 
"Bytecode does not enforce positivity constraint on irreversible investment model #439 "
when block model option is used.
When cutoff is set to 0 the block decomposition is performed on the incidence matrix instead of the static Jacobian matrix. This correction avoids to use derivatives on logical operators that are always equal to 0.
 2016-03-25 15:38:49 +01:00
Stéphane Adjemian(Charybdis) b688cbe5b2 Merge branch 'master' into johannes_perfect_foresight_test 2016-03-24 23:01:11 +01:00
Stéphane Adjemian(Charybdis) e714dc1a9f Fixed bug in homotopy. 
Convex combination for initial/terminal endogenous variables paths was wrong.
 2016-03-24 22:42:44 +01:00
Stéphane Adjemian (Lupi) fd850ca5bd Merge branch 'master' into lik_init_5_fixes 
Conflicts:
	doc/dynare.texi
	tests/Makefile.am
 2016-03-24 17:40:27 +01:00
Johannes Pfeifer d84bf3e107 Add unit tests for perfect foresight to detect issues with histval 2016-03-23 20:15:57 +01:00
Stéphane Adjemian 45ed4662ac Merge pull request #1142 from JohannesPfeifer/spectral_density 
Document spectral_density option of stoch_simul
 2016-03-23 14:22:33 +01:00
Stéphane Adjemian(Charybdis) d3f702f47b Fixed bug (wrong number of arguments count). 2016-03-23 13:59:10 +01:00
Stéphane Adjemian(Charybdis) 109b57c35c Fixed typo (misplaced underscore). 2016-03-23 12:24:19 +01:00
Stéphane Adjemian (Lupi) 703cc97421 Merge branch 'master' into johannes-prefiltering_rebased 2016-03-23 11:32:20 +01:00
Johannes Pfeifer b4f06dd2d6 Account for options_.nk potentially being empty 2016-03-23 10:48:28 +01:00
Johannes Pfeifer 94fe1de08a Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m 2016-03-23 10:48:27 +01:00
Johannes Pfeifer f597709228 Condition setting of nobs and first_obs on existence of dataset 
Required in identification.
 2016-03-23 10:48:26 +01:00
Johannes Pfeifer c17de9f6b8 Fix accounting for third input argument in dyn_forecast.m 2016-03-23 10:48:25 +01:00
Johannes Pfeifer 14a15ec68b Make sure options_-field logged_steady_state is correctly set in stoch_simul.m 2016-03-23 10:48:24 +01:00
Johannes Pfeifer da5f7243e9 Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests 2016-03-23 10:48:23 +01:00
Johannes Pfeifer 2139420336 Factorize unit tests for observation trends 2016-03-23 10:48:22 +01:00
Johannes Pfeifer ee6b81284a Correct header of DsgeSmoother.m and write_smoother_results.m 
Definition of updated variables was incorrect
 2016-03-23 10:47:26 +01:00
Johannes Pfeifer acd08bba0e Add means and trends to Bayesian smoother results 
Also adjusts unit test
 2016-03-23 10:47:25 +01:00
Johannes Pfeifer df54e8fcab Add unit tests for correctness of smoother results 2016-03-23 10:46:30 +01:00
Johannes Pfeifer a534b63383 Add constant to filtered and updated ML variables 
Harmonizes treatment across ML and Bayesian estimation
 2016-03-23 10:46:29 +01:00
Johannes Pfeifer f3d7e946e3 Make simult_.m account for logged steady state 2016-03-23 10:36:00 +01:00
Johannes Pfeifer de4d90f88e Make sure oo_.logged_steady_state is always correctly set 2016-03-23 10:35:59 +01:00
Johannes Pfeifer df1c7fce8a Do not condition handing over of observable index on requesting forecasts 
Already the smoother uses them due to potential trends being present
 2016-03-23 10:35:58 +01:00
Johannes Pfeifer 018fed21cd Add unit test for calibrated smoother 
Tests loglinear, prefilter, and first_obs options
 2016-03-23 10:35:40 +01:00
Johannes Pfeifer 6f8ca74490 Factorize saving of smoother results 
Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
 2016-03-23 10:31:11 +01:00
Johannes Pfeifer 369d8dd7a4 Allow prefilter_decomposition as option if calib_smoother 2016-03-23 10:31:10 +01:00
Johannes Pfeifer fb20b464d4 Remove bayestopt_.mean_varobs and use dataset_info instead 
Closes #255
 2016-03-23 10:31:09 +01:00
Johannes Pfeifer 6a3c2b7b44 Cosmetic changes to forcst2.m and forcst2a.m 
Cleans and documents files
 2016-03-23 10:19:42 +01:00
Johannes Pfeifer dcf0d75d55 Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values 2016-03-23 10:19:41 +01:00
Johannes Pfeifer 1c816aef24 Various interrelated bugfixes dealing with detrending 2016-03-23 10:19:40 +01:00
Johannes Pfeifer d1bbe8f852 Restore backward compatibility with old data interface 2016-03-23 10:10:42 +01:00
Johannes Pfeifer f64b76f0d3 Move saving of data mean to data initialization instead of posterior computations 
Makes it accessible for other functions that also need it
 2016-03-23 10:10:41 +01:00
Johannes Pfeifer b235040ae1 Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used 
Setting was based on unlogged steady states
 2016-03-23 10:09:17 +01:00
Johannes Pfeifer 891b6da31c Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual 2016-03-23 10:09:16 +01:00
Johannes Pfeifer e37448faaf Fix exceptions when prefiltering was requested with loglinear option 
The check for an existing mean was based on the unlogged steady state, resulting in wrong error messages
 2016-03-23 10:09:15 +01:00
Johannes Pfeifer b8377b8de5 Fix constant part of forecasts with loglinear option 
Erroneously, the unlogged steady state was added
 2016-03-23 10:09:14 +01:00
Johannes Pfeifer 452dfa6a7b Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc 2016-03-23 10:06:19 +01:00
Johannes Pfeifer babcd8b180 Fix merge conflict introduced in a55f00073b and make naming consistent with changes introduced in that commit 2016-03-22 22:23:27 +01:00
Johannes Pfeifer 2a323986a5 Document spectral_density option of stoch_simul 
Closes #254
 2016-03-22 21:45:36 +01:00
Stéphane Adjemian(Charybdis) a55f00073b Manual Merge of branch 'mh_recover' (Johannes) 2016-03-22 18:02:45 +01:00
Stéphane Adjemian 692acc66a7 Merge pull request #1137 from JohannesPfeifer/deterministic_estimation 
Reset seed before drawing starting points of MCMC chains
 2016-03-22 16:48:27 +01:00
Stéphane Adjemian 01e5b0943b Merge pull request #1129 from JohannesPfeifer/debug_ramsey 
Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
 2016-03-22 16:33:15 +01:00
Stéphane Adjemian(Charybdis) 61e6e80b5a Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Stéphane Adjemian a3c7cad354 Merge pull request #1131 from JohannesPfeifer/make_ 
Replace globals by inputs in make_ex_.m and make_y_.m
 2016-03-18 15:10:06 +01:00
Stéphane Adjemian 0ba7dc6d16 Merge pull request #1130 from JohannesPfeifer/dataset_info 
Save dataset_info in results.mat if it exists
 2016-03-18 14:30:09 +01:00
Stéphane Adjemian cf9ecff321 Merge pull request #1138 from JohannesPfeifer/ep_varexo_det 
Provide informative error message if EP is used with varexo_det
 2016-03-18 14:28:13 +01:00
Johannes Pfeifer 8e3cb65258 Provide informative error message if EP is used with varexo_det 
Closes #875
 2016-03-17 10:30:14 +01:00
Johannes Pfeifer 26c0825b6f Reset seed before drawing starting points of MCMC chains 
Removes stochastics between different runs while not affecting the subsequent MCMC computations for which the seed is also reset and saved
Closes #1048
 2016-03-16 20:09:24 +01:00
Johannes Pfeifer 4ca5c21858 Clarify manual on mh_recover 2016-03-16 20:01:07 +01:00