Commit Graph

92 Commits (6adf1c26392d737dc31844aa3add0441e040f4a8)

Author SHA1 Message Date
Johannes Pfeifer e80c1e5a24 evaluate_steady_state.m: make sure ys contains auxiliary variables in case of problem with dynare_solve
Otherwise, evaluate_static_model will crash
2016-10-13 10:50:50 +02:00
Johannes Pfeifer c2b9bd1cff Add missing check for display of results in evaluate_steady_state.m 2016-08-26 18:31:52 +02:00
Johannes Pfeifer 41a714ee2b Move check for correct number of instruments to ramsey_policy.m
No reason to trigger the check in every iteration
2016-08-24 13:32:11 +02:00
Johannes Pfeifer 1f26aed03d Condition output of diagnostics in evaluate_steady_state.m on options.debug
Prevents display during iterations like estimation
2016-08-24 13:32:11 +02:00
Johannes Pfeifer eff52f51b7 Ramsey: exit with error code if solver fails at specified tolerance
Also adds penalty if steady state ventures into complex space
2016-08-24 13:32:11 +02:00
Johannes Pfeifer c470e028e1 Ramsey: add check for complex numbers in conditional steady state 2016-08-24 13:32:11 +02:00
Johannes Pfeifer f60aec3be3 Fix number of Lagrange multipliers in evaluate_steady_state.m
Did not account for auxiliary equations
2016-08-24 13:32:11 +02:00
Johannes Pfeifer d65a2f855f Fix display of instrument termination value in evaluate_steady_state.m
Printed initial instead of terminal value
2016-08-24 13:32:11 +02:00
Johannes Pfeifer 6d3c73a906 Harmonize tolerance criterion used in evaluate_steady_state.m
Should be solve_tolf instead of dynatol.f
2016-08-23 17:28:41 +02:00
Johannes Pfeifer 14ab41e414 Move debugging information removed in 335ce74acb to evaluate_steady_state.m where it belongs 2016-08-21 11:45:11 +02:00
Johannes Pfeifer 317f958184 Ramsey: Test whether number of instruments matches number of missing equation
Otherwise cryptic crashes can result
2016-06-23 20:48:01 +02:00
MichelJuillard a8cc21eb97 Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
MichelJuillard d7e4469a28 Merge pull request #1153 from JohannesPfeifer/steady_check_flag
Make evaluate_steady_state.m honor nocheck flag
2016-04-12 12:04:57 +02:00
Johannes Pfeifer 98384eb6f2 Document variable ordering in various headers 2016-04-12 10:52:37 +02:00
Michel Juillard 2313f20a35 completing replacement of auxiliary variables in static model 2016-04-01 18:45:19 +02:00
Johannes Pfeifer a93d68fb35 Make evaluate_steady_state.m honor nocheck flag
Closes #1054
2016-03-25 22:12:52 +01:00
Johannes Pfeifer af5368e83c Fix number of multipliers added by Ramsey used in evaluate_steady_state.m 2016-03-11 14:55:11 +01:00
Houtan Bastani 710e8ef3a5 fix copyright dates for 2016 2016-02-23 14:04:04 +01:00
Stéphane Adjemian (Hermes) 34bc1ab9de Do not call set_auxiliary_variables routine before evaluating the steady state file. 2016-02-05 00:13:20 +01:00
Johannes Pfeifer 8ef96c46ca Check whether steady state file returns column vector 2015-10-12 16:17:56 +02:00
Johannes Pfeifer ac7b8a691e Fix evaluation of residuals stored in info
They were wrongly based on the initial guess
2015-06-08 18:10:58 +02:00
Johannes Pfeifer a5e60834ca Ascertain that only correct steady states for linear models are accepted
Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
Michel Juillard 92a33f9792 changed another call to dynare_solve() forgotten in last commit 2015-05-25 17:15:09 +02:00
Stéphane Adjemian (Charybdis) f4922a8a27 Cosmetic changes. 2014-10-10 21:46:50 +02:00
Johannes Pfeifer 3187c70b97 Add debugging info on initial values for steady state computation 2014-09-30 15:05:12 +02:00
Johannes Pfeifer 27572277d0 Test the result of steady state computation for correctness
- Checks correctness of steady state file
- Tests whether result of computation really is a steady state
- Also eliminates case that can never be reached
2014-07-18 13:18:14 +02:00
Sébastien Villemot 7400c2c143 evaluate_steady_state.m: fix bugs when static and dynamic models differ.
Closes #661
2014-07-08 16:10:09 +02:00
Johannes Pfeifer 53db31dfd3 Add debugging info to steady state for linear models
Resembles the messages already provided for non-linear models
2013-07-28 00:12:19 +02:00
Johannes Pfeifer c82658a2a5 Bugfix for steady;
1.) Fixes cases where model was not truly linear, but Dynare did not catch mistake because fvec and jacob contained cancelling NaN
2.) Use correct error code 22 if NaN appear instead of generic 20
2013-06-01 16:32:40 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Johannes Pfeifer d8f82a9638 Fixed bug in evaluate_steady_state.m that prevents parameter updating 2012-05-10 20:48:44 +02:00
Michel Juillard f7cf75a228 fixed problems with trying to make homotopy robust to problems in one run. 2012-04-23 16:57:46 +02:00
Michel Juillard d1120da658 fixing bugs in evaluation of steady state file introduced in last
related commit
2012-04-21 11:39:21 +02:00
Michel Juillard f8ecc4d6ba reorganized code for evaluating steady state file 2012-04-21 10:12:00 +02:00
Stéphane Adjemian (Charybdis) de07d3b1d7 Removed useless else statement. 2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis) 93fa8a6c94 Bug fix. Definition of the penalty when the updated parameters are complex. 2012-03-06 22:54:21 +01:00
Stéphane Adjemian (Charybdis) 746fb8ca56 Fixed bug related to the update of the deep parameters in the steady state model.
When a deep parameter was initialized to NaN (this is the default) any update of this parameter
done in the steady state model block was not propagated to M_.params. The problem was caused by
the definition of updated_params_flag.
2012-03-06 22:54:20 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Ferhat Mihoubi 12187710e7 Get rid of global variables 2011-11-25 13:07:50 +01:00
Michel Juillard e2dd3cb88f fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
2011-10-12 21:51:14 +02:00