Commit Graph

1969 Commits (756594fdc4ffe4ed3de1e2c02b4dcd1b39db37e0)

Author SHA1 Message Date
Marco Ratto 756594fdc4 changed default ar=1 and perform automatic increase of ar if this is not sufficient 2011-06-15 23:47:27 +02:00
Michel Juillard 01d19720da MS-SBVAR: correcting bug in previous commit 2011-06-15 15:15:33 +02:00
Michel Juillard b8e50635a8 MS-SBVAR: adding IRF plots by regime 2011-06-15 12:04:15 +02:00
Michel Juillard abd5a62a07 updated and corrected list of errors in print_info 2011-06-13 18:42:03 +02:00
Sébastien Villemot aa8d5f9dc7 Homotopy mode 1: alleviate the requirement that old values must be different from new ones 2011-06-13 18:05:52 +02:00
Michel Juillard 85989df0e1 estimation initialization: minor bug correction when filtered_vars is requested 2011-06-08 22:06:41 +02:00
Marco Ratto e5c3decbc1 trap for too many parameters to be estimated w.r.t. affected moments. 2011-06-06 16:36:39 +02:00
Marco Ratto 664d17ba24 Fixes related to ML syntax (no prior definition). 2011-06-06 16:09:55 +02:00
Marco Ratto 0605396815 Force options_.nomoments=0; to be sure moments analysis is performed properly. Thanks to Johannes Pfeifer. 2011-06-06 15:28:46 +02:00
Marco Ratto 2c977073d2 Bug fix: thanks to Johannes Pfeifer 2011-06-06 15:21:59 +02:00
Marco Ratto 4b85444b18 Fixes related to hybrid clusters with unix master and windows slaves. 2011-06-06 15:21:26 +02:00
Michel Juillard 96384e630d metropolis: fixing bug (thanks to J. Pfeifer) 2011-06-03 15:23:25 +02:00
Michel Juillard 797b387f12 fixing header (thanks to J. Pfeifer) 2011-06-03 14:20:41 +02:00
Michel Juillard 250c32bfb5 estimation: fixing logic for calling mode_check (thanks to J. Pfeifer) 2011-06-03 14:20:27 +02:00
Michel Juillard 47f4794aa5 updating list of errors 2011-06-03 06:42:00 +02:00
Houtan Bastani 5ceb3eb72e fix typo 2011-06-01 14:43:42 +02:00
Houtan Bastani 9523d81e12 update comments 2011-06-01 11:28:50 +02:00
Houtan Bastani b9045cf61f MS-SBVAR: update initializations 2011-06-01 10:44:10 +02:00
Houtan Bastani 85ff8a9f79 MS-SBVAR: remove timing from files 2011-05-31 17:14:28 +02:00
Houtan Bastani d7a5bc5654 clean up ms sbvar code 2011-05-31 17:09:39 +02:00
Houtan Bastani 09df8bcf77 clean up sbvar code 2011-05-31 16:07:05 +02:00
Michel Juillard 796c98fc16 header update 2011-05-31 13:01:13 +02:00
Michel Juillard 89e2858e7a MS-SBVAR: option 'Orientation' for 'legend' is unknown to Octave 2011-05-31 11:52:50 +02:00
Michel Juillard de2c2e2bc6 MS-SBVAR: bug correction 2011-05-30 20:30:39 +02:00
Houtan Bastani 1487147ba0 removed extraneous flag 2011-05-30 17:46:35 +02:00
Houtan Bastani e3a3cebff8 set ms-sbvar paths in dynare_config 2011-05-30 17:46:31 +02:00
Houtan Bastani 2b2de22956 bug fix: add sbvar options back to global_initialization 2011-05-30 17:46:11 +02:00
Houtan Bastani f5b6142f04 add option 'file' to exist function 2011-05-30 16:31:56 +02:00
Michel Juillard 82600953f1 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Marco Ratto 7f9fa6c15b Small mug fix + changed calls to plotting utility. 2011-05-30 14:39:27 +02:00
Marco Ratto 338fdf216c 1) Detailed Sensitivity plots moved under the advanced option;
2) Fixes around saving figures;
2011-05-30 14:38:43 +02:00
Marco Ratto 58dc9557d9 Fixes around point-estimate of sensitivity and identification strength 2011-05-30 14:36:48 +02:00
Marco Ratto 1e5e214503 Fixes about computing pair-wise and multi-correlations for the Hessian case. 2011-05-30 14:34:19 +02:00
Michel Juillard 574f94eafa MS_SBVAR: correcting printing format of Markov file to allow for floating point 2011-05-27 22:09:54 +02:00
Michel Juillard 6f1c02769e fixing evaluation of objective function under optimal policy 2011-05-24 16:02:42 +02:00
Michel Juillard ae56c42b96 cleaning dyn_ramsey_static_.m 2011-05-24 16:02:42 +02:00
Michel Juillard 557ee2c004 removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor 2011-05-24 16:02:42 +02:00
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Houtan Bastani 7f374f491f SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Michel Juillard 88d58a3cfc MS-SBVAR: adding back restriction_fname 'exclusions' for user defined exclusion identifying restrictions 2011-05-19 09:39:21 +02:00
Stéphane Adjemian (Sedna) e8d40906d9 Bug fix. Added new exceptions (steady state with NaNs, M_.params with NaNs or complex numbers) in DsgeLikelihood. 2011-05-18 12:22:15 +02:00
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Jacob Smith da43f3d0f5 Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings 2011-05-13 15:13:02 +02:00
Stéphane Adjemian (Sedna) ea103ecb84 Do not compute marginal density (Laplace approximation) if options_.cova_compute==1. 2011-05-13 14:56:03 +02:00
Stéphane Adjemian (Sedna) 26a4a011d0 Bug fix related to cova_compute==0 (The reported posterior mode was the prior mode in this case). 2011-05-13 14:35:51 +02:00
Stéphane Adjemian (Sedna) 6302abd7bd Allow empty hessian in mode_check routine (options_.cova_compute==0) 2011-05-13 12:46:55 +02:00
Stéphane Adjemian (Sedna) bd012c458f Fixed bug with option cova_compute. 2011-05-13 12:34:27 +02:00
Houtan Bastani f9f83232a0 bug fix 2011-05-12 18:29:29 +02:00
Michel Juillard f956ef4057 fixed Ramsey Policy when steadystate.m file is available 2011-05-11 08:18:51 +02:00
Michel Juillard 254e6e3948 improve output of mult_elimination 2011-05-11 08:16:27 +02:00