1628f01fdb
fixing problems with Ramsey policy and auxiliary variables
2016-04-04 17:11:03 +02:00
70bcef4933
analytic derivation: cleaning up
2016-04-01 18:45:19 +02:00
e446aaddb1
analytic derivation: use <fname>_static_params_deriv where needed
2016-04-01 18:45:19 +02:00
2313f20a35
completing replacement of auxiliary variables in static model
2016-04-01 18:45:19 +02:00
e714dc1a9f
Fixed bug in homotopy.
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Convex combination for initial/terminal endogenous variables paths was wrong.
2016-03-24 22:42:44 +01:00
fd850ca5bd
Merge branch 'master' into lik_init_5_fixes
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Conflicts:
doc/dynare.texi
tests/Makefile.am
2016-03-24 17:40:27 +01:00
d3f702f47b
Fixed bug (wrong number of arguments count).
2016-03-23 13:59:10 +01:00
109b57c35c
Fixed typo (misplaced underscore).
2016-03-23 12:24:19 +01:00
703cc97421
Merge branch 'master' into johannes-prefiltering_rebased
2016-03-23 11:32:20 +01:00
b4f06dd2d6
Account for options_.nk potentially being empty
2016-03-23 10:48:28 +01:00
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
f597709228
Condition setting of nobs and first_obs on existence of dataset
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Required in identification.
2016-03-23 10:48:26 +01:00
c17de9f6b8
Fix accounting for third input argument in dyn_forecast.m
2016-03-23 10:48:25 +01:00
14a15ec68b
Make sure options_-field logged_steady_state is correctly set in stoch_simul.m
2016-03-23 10:48:24 +01:00
ee6b81284a
Correct header of DsgeSmoother.m and write_smoother_results.m
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Definition of updated variables was incorrect
2016-03-23 10:47:26 +01:00
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +01:00
a534b63383
Add constant to filtered and updated ML variables
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Harmonizes treatment across ML and Bayesian estimation
2016-03-23 10:46:29 +01:00
f3d7e946e3
Make simult_.m account for logged steady state
2016-03-23 10:36:00 +01:00
de4d90f88e
Make sure oo_.logged_steady_state is always correctly set
2016-03-23 10:35:59 +01:00
df1c7fce8a
Do not condition handing over of observable index on requesting forecasts
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Already the smoother uses them due to potential trends being present
2016-03-23 10:35:58 +01:00
6f8ca74490
Factorize saving of smoother results
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Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
2016-03-23 10:31:11 +01:00
fb20b464d4
Remove bayestopt_.mean_varobs and use dataset_info instead
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Closes #255
2016-03-23 10:31:09 +01:00
6a3c2b7b44
Cosmetic changes to forcst2.m and forcst2a.m
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Cleans and documents files
2016-03-23 10:19:42 +01:00
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
1c816aef24
Various interrelated bugfixes dealing with detrending
2016-03-23 10:19:40 +01:00
d1bbe8f852
Restore backward compatibility with old data interface
2016-03-23 10:10:42 +01:00
f64b76f0d3
Move saving of data mean to data initialization instead of posterior computations
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Makes it accessible for other functions that also need it
2016-03-23 10:10:41 +01:00
b235040ae1
Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used
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Setting was based on unlogged steady states
2016-03-23 10:09:17 +01:00
e37448faaf
Fix exceptions when prefiltering was requested with loglinear option
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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
b8377b8de5
Fix constant part of forecasts with loglinear option
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Erroneously, the unlogged steady state was added
2016-03-23 10:09:14 +01:00
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
a55f00073b
Manual Merge of branch 'mh_recover' (Johannes)
2016-03-22 18:02:45 +01:00
692acc66a7
Merge pull request #1137 from JohannesPfeifer/deterministic_estimation
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Reset seed before drawing starting points of MCMC chains
2016-03-22 16:48:27 +01:00
01e5b0943b
Merge pull request #1129 from JohannesPfeifer/debug_ramsey
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Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
2016-03-22 16:33:15 +01:00
a3c7cad354
Merge pull request #1131 from JohannesPfeifer/make_
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Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-18 15:10:06 +01:00
8e3cb65258
Provide informative error message if EP is used with varexo_det
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Closes #875
2016-03-17 10:30:14 +01:00
26c0825b6f
Reset seed before drawing starting points of MCMC chains
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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
a28d405f74
Make mh_recover continue at last existing MC file with correct seed
2016-03-16 19:01:59 +01:00
939ac02bad
fix copyright dates
2016-03-15 12:45:57 +01:00
5a91b601a2
Merge pull request #1134 from JohannesPfeifer/bvar_mdd
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Save marginal data density from BVAR in oo_
2016-03-15 12:39:10 +01:00
6b31363d10
Save marginal data density from BVAR in oo_
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Closes #1090
2016-03-15 11:49:25 +01:00
ce6dff1fcc
make gsa consistent with (old) change in use of options_.simul
2016-03-13 10:35:48 +01:00
bb08853784
Replace globals by inputs in make_ex_.m and make_y_.m
2016-03-11 16:28:17 +01:00
f60945facc
fix copyright dates
2016-03-11 16:22:42 +01:00
af5368e83c
Fix number of multipliers added by Ramsey used in evaluate_steady_state.m
2016-03-11 14:55:11 +01:00
e4294ee4fc
Merge pull request #1126 from JohannesPfeifer/mh_nblocks_check
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Check whether at least one MCM chain is requested when using Bayesian…
2016-03-06 21:56:41 +01:00
ab6063f2b4
Check whether at least one MCM chain is requested when using Bayesian estimation
2016-03-06 21:19:17 +01:00
42ecfa382f
fxing bug in diffuse smoother with missing values
2016-03-06 21:07:50 +01:00
f471105a21
Fixed bug (wrong first input argument when calling create_TeX_loader).
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Fixes the error reported by the testsuite on ls2003a.mod.
2016-03-05 21:28:16 +01:00
d331cf5a7a
Fixed extended path.
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- Removed call to make_ex_,
- Fill oo_.exo_simul in extended path routine,
- Do not update oo_.exo_simul after the call to the extended path routine,
- Cosmetic change.
(cherry picked from commit 4791649524cc7876fc25d04a925f58a546a3a67d)
2016-03-05 16:24:14 +01:00
Michel Juillard
Stéphane Adjemian(Charybdis)
Johannes Pfeifer
Johannes Pfeifer
Houtan Bastani