Commit Graph

6279 Commits (74ed99c6cac1df5456f197cea88ca054353c59f1)

Author SHA1 Message Date
Sébastien Villemot ff68aa7229 reporting: submodule update. 2017-06-28 15:23:46 +02:00
houtanb 54d28d65da add new submodule: jsonlab 2017-06-22 16:34:52 +02:00
Houtan Bastani 62e55f9011 reporting: submodule update 2017-06-20 12:24:17 +02:00
Stéphane Adjemian (Charybdis) 90a239f84b Fixed bug.
Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
2017-06-19 17:32:58 +02:00
Stéphane Adjemian (Charybdis) e7bb0acae8 Fixed typo. 2017-06-17 08:42:38 +02:00
Stéphane Adjemian (Charybdis) 119b5a62f2 Merge branch 'master' into json 2017-06-16 20:03:36 +02:00
Stéphane Adjemian (Charybdis) 4b1fd53701 Added set_historical_values command.
(cherry picked from commit e043e92c4a)
2017-06-14 00:09:07 +02:00
Stéphane Adjemian (Charybdis) a1f86b97e2 Allow lags on exogenous variables for backward models forecasts and IRFs.
TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis) 0fa0ceb990 Added routine building endo_histval and exo_histval from a dseries object.
(cherry picked from commit 2b0f5c7edf)
2017-06-14 00:06:26 +02:00
Stéphane Adjemian (Charybdis) 4004d8d442 Allow for lags in exogenous variables.
(cherry picked from commit b8e2eec878)
2017-06-14 00:05:50 +02:00
Stéphane Adjemian (Charybdis) b398a65eb9 Added routine for computing unconditional forecasts of a backward looking model.
(cherry picked from commit d93b6b2f15)
2017-06-14 00:05:32 +02:00
Stéphane Adjemian (Charybdis) cfd82e28e4 Added routine computing IRFs of backward looking model.
(cherry picked from commit 647505526a)
2017-06-14 00:05:16 +02:00
Stéphane Adjemian (Charybdis) ca7f734561 Updated dynare_config (wrt 214b534b25)
(cherry picked from commit 12733e94f3)
2017-06-14 00:04:28 +02:00
Stéphane Adjemian (Charybdis) 5570bf1588 Moved backward models related routines in specific subfolder.
(cherry picked from commit 214b534b25)
2017-06-14 00:01:48 +02:00
Stéphane Adjemian (Charybdis) 57cab69530 Try random initial guess for dynare_solve...
... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.

(cherry picked from commit d282226100)
2017-06-14 00:01:10 +02:00
Stéphane Adjemian 0500a69031 Merge pull request #1467 from JohannesPfeifer/line_breaks
Fix two line breaks
2017-06-12 16:05:15 +02:00
Stéphane Adjemian c45f9b776d Merge pull request #1466 from JohannesPfeifer/discret_policy
Adjust error message if number of instruments does not match number o…
2017-06-12 16:05:01 +02:00
Johannes Pfeifer c063fe1843 Fix two line breaks 2017-06-11 10:58:19 +02:00
Johannes Pfeifer 4f06afea9c Adjust error message if number of instruments does not match number of omitted equations 2017-06-11 10:55:14 +02:00
Stéphane Adjemian (Charybdis) be61de1367 Account for negative steady state in case of log-linearization. 2017-06-08 11:59:02 +02:00
Stéphane Adjemian (Charybdis) 3f54ab04d4 Fixed mh_optimal_bandwidth.
Bump killing mode (local bandwidth parameter), ie bandwidth=-2, was not
working. This is without consequences for Dynare because this approach is never
used.

Closes #1463.
2017-06-07 11:02:49 +02:00
Stéphane Adjemian (Charybdis) c8228d71d3 Added missing prior (Weibull). 2017-06-06 20:37:41 +02:00
Stéphane Adjemian (Charybdis) a023839890 Fixed bug instroduced in e5945a4527. 2017-06-05 10:51:30 +02:00
Stéphane Adjemian baf7ba9031 Merge pull request #1462 from JohannesPfeifer/contemp_corr
Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
Stéphane Adjemian 8015144817 Merge pull request #1460 from JohannesPfeifer/hessian_zero
Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian cb25ffebaa Merge pull request #1457 from JohannesPfeifer/ML_error
dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
Johannes Pfeifer f9efc6c10e Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant 2017-05-30 19:30:43 +02:00
Johannes Pfeifer d75e7278c2 Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
Closes #1453
2017-05-27 19:26:12 +02:00
Johannes Pfeifer e5945a4527 dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters 2017-05-26 09:46:05 +02:00
Johannes Pfeifer 7cd56e9687 Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set 2017-05-23 13:20:47 +02:00
Stéphane Adjemian (Charybdis) 4195033561 Fixed typo introduced in 88e1701289. 2017-05-20 01:21:28 +02:00
Stéphane Adjemian (Charybdis) 2e9467e511 Fixed copyright year in matlab/dynare_version.in. 2017-05-19 16:16:45 +02:00
Stéphane Adjemian (Charybdis) 803433fa5a Updated submodules (fixed indentation and copyrigth notices). 2017-05-19 08:46:20 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis) b6634940ff Removed unused routine. 2017-05-17 10:27:42 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis) 88e1701289 Removed useless commas and semicolons. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 9285a80a73 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 5ef2d650b2 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 06ae919b87 Removed *.el file that should not have been commited. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 1a8cba5d26 Removed @dynTimeIndex class (unused). 2017-05-16 13:24:46 +02:00
Stéphane Adjemian ab9b512021 Merge pull request #1450 from JohannesPfeifer/var_list_problems
Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
Johannes Pfeifer c373ed3897 Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
Stéphane Adjemian (Charybdis) ae50f25c76 Fixed detection of stochastic trends orthogonal to the observed variables. 2017-05-12 18:55:15 +02:00
Stéphane Adjemian (Charybdis) 278726f3fc Fixed typo. 2017-05-10 18:42:46 +02:00
Stéphane Adjemian (Charybdis) 3816272414 Make load_m_file_data_legacy.m work with row vectors.
Added unit-tests.
2017-05-10 17:39:11 +02:00
Ferhat Mihoubi 981e31c8c3 Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Stéphane Adjemian (Charybdis) 28f1ff8c4a Renamed routine. 2017-05-06 16:38:19 +02:00