stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
2,856 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

2856 Commits (6ba0ff5415fe2fa4d38d78a0a67dac12b2c33572)

Author SHA1 Message Date
Sébastien Villemot 3d2a698ab9 Minor fix: replace operator & by && in MATLAB conditionals (for better compatibility with Octave) 2010-08-23 17:39:46 +02:00
Sébastien Villemot b842251c2c Added missing copyright notice 2010-08-20 16:01:43 +02:00
Sébastien Villemot 971309918c Reference manual: fix the name of some output variables of estimation in oo_ 2010-08-19 17:52:41 +02:00
Sébastien Villemot 068160b57b Reference manual: fix syntax of "shock_decomposition" 2010-08-19 16:23:00 +02:00
Sébastien Villemot b671e68f37 moments_varendo: fix an obvious missing initialization bug 
(see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2678)
 2010-08-19 15:40:12 +02:00
Sébastien Villemot e5ce0264bf Preprocessor: when removing lags greater than 2 on endogenous or lags on exogenous, don't substitute model local variables that do not need to 2010-08-19 15:20:54 +02:00
Sébastien Villemot a8fddd68ff SWZ DLL: fix calls to Lapack routines for cross-platform compatibility 2010-08-13 18:50:22 +02:00
Sébastien Villemot 0657c7151a Preprocessor: in the parameter derivatives file, add the global "oo_" when the STEADY_STATE operator is used 2010-08-12 18:16:24 +02:00
Sébastien Villemot c38f4893ef Merge remote branch 'george/master' 2010-08-12 18:01:51 +02:00
Michel Juillard 8420d82dea bug correction in Posterior IRFs 2010-08-11 12:04:14 +02:00
Michel Juillard e4986047ae moments_varendo: compute variance decomposition only if there is more than one exogenous variable 2010-08-11 12:03:19 +02:00
Michel Juillard 8440c17499 preprocessor: fixing bug for OSR optim_weights with covariances 2010-08-10 20:16:59 +02:00
Michel Juillard c92f0f8f09 SWZ: adding two additional examples for 3 and 4 Markov Switching states 2010-08-09 11:23:46 +02:00
Michel Juillard d6fdf8fc7f SWZ: added code for generating Markov Chain priors for more than 2 states 2010-08-09 11:13:36 +02:00
Michel Juillard 356fe7b248 adding tests for estimation with measurement errors 2010-08-06 18:01:50 +02:00
Michel Juillard 3db736f31d corrected bugs in estimation of models with measurement errors 2010-08-06 17:54:56 +02:00
Michel Juillard 848e53c1f2 removing duplicate file 2010-08-06 17:52:22 +02:00
George Perendia 61da05b5e4 C++ Estimation DLL: KalmanFilter, dynlapack and LapackBindings with Cholesky decomp. based matrix inverter 2010-08-04 15:57:52 +01:00
George Perendia 1ac71f3d0c Estimation C++ DLL: 4 fixes and some additional files used in testing: sweuromodel_dll.mod, data and DsgeLikelihood.m modified for testing under octave 2010-08-04 14:52:56 +01:00
Michel Juillard a0dc2ce4ee SWZ: purging all intermediary files at the beginning of SWZ processing 2010-07-31 11:22:59 +02:00
Michel Juillard 201227ee0c SWZ: added missing fclose() occurrences 2010-07-31 11:20:13 +02:00
Michel Juillard 15bd597f75 SWZ: adding missing fclose() 2010-07-30 23:08:00 +02:00
Michel Juillard 6b8dd7b89b SWZ bug correction 2010-07-30 15:32:17 +02:00
Michel Juillard 61aca0c915 renamed csminwel() to csminwel1() to avoid name clash with a different version used in SWZ 2010-07-28 15:26:56 +02:00
Michel Juillard abd558930e add explicit error message for attempts to simulate a perfectly backward model 2010-07-23 11:02:03 +02:00
Michel Juillard 3d0420d220 corrected bug in dr1 when used for check of eigenvalues in a deterministic setup (simul and not stoch_simul) 2010-07-23 10:52:33 +02:00
Michel Juillard 89bdc81ada suppressed computation of steady state inside k_order_perturbation 2010-07-17 10:18:25 +02:00
Michel Juillard 96bdf8c371 make sure that 2nd and 3rd order derivatives that haven't been computed are not taken to be zero. 2010-07-17 10:14:22 +02:00
Michel Juillard 42310f3825 swz: change default to use mex functions 2010-07-12 20:51:24 +02:00
Sébastien Villemot 9642683b7d Build system: fix for building source tarball 2010-07-12 14:30:57 +02:00
Sébastien Villemot acf5451c1f Build system: rename 'loglikelihood' to 'logposterior' 2010-07-09 12:48:08 +02:00
George Perendia 50c1e0a8ec C++ Estimation DLL: update of core files and logposterior.cc removed, keeping loglikelihood.cc 2010-07-08 09:56:19 +01:00
George Perendia 5c01144793 C++ Estimation DLL: update of testInitKalman.cc and testKalamn.cc 2010-07-08 09:56:18 +01:00
Houtan Bastani ffaee8d4e9 SWZ: GPL copyright on code written by Dynare Team 2010-07-06 17:30:55 +02:00
Houtan Bastani e4de5c21a8 SWZ: misc code cleanup 2010-07-06 13:01:04 +02:00
Houtan Bastani 1868cd7943 SWZ: replace exit with swzExit 2010-07-06 12:19:17 +02:00
Houtan Bastani 7aeb61b0f8 SWZ: replace free with swzFree 2010-07-05 19:27:45 +02:00
Houtan Bastani bf38d85c04 SWZ: replace realloc with swzRealloc 2010-07-05 19:27:35 +02:00
Houtan Bastani 571f430085 SWZ: replace calloc with swzCalloc 2010-07-05 19:27:21 +02:00
Houtan Bastani 08f2b2b5c4 SWZ: replace malloc with swzMalloc 2010-07-05 18:40:19 +02:00
Sébastien Villemot a7f5b6f557 Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution) 2010-07-05 18:25:46 +02:00
Stéphane Adjemian (Scylla) df5f28c08f Rewrote the DSGE-VAR entry in the manual. 2010-07-05 15:23:17 +02:00
Houtan Bastani 298506d730 DSGE-VAR: add entry in manual 2010-07-01 15:28:08 +02:00
Sébastien Villemot e7d3b5acee Updates to macroprocessor slides 2010-07-01 15:21:41 +02:00
Houtan Bastani ad28c2054d Add boost/math and boost/random to configure script for mex build system 2010-07-01 14:15:08 +02:00
Michel Juillard 6a224e78a0 computes posterior distribution of conditional variance decomposition only if option conditional_variance_decomposition is specified in estimation 2010-06-26 15:51:12 +02:00
Michel Juillard 34828e4110 added conditional variance decomposition to estimation options 2010-06-26 15:39:25 +02:00
Michel Juillard b400e97887 added missing initialization in kalman_smoother 2010-06-26 15:14:11 +02:00
Michel Juillard c574544b16 adding a check to Metropolis Hasting initialization in order not to accept a penalized posterior value 2010-06-26 11:51:40 +02:00
Sébastien Villemot 40403e9e40 Fix for Windows packaging 2010-06-25 18:50:26 +02:00