Johannes Pfeifer
c373ed3897
Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
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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)
563d992a7a
Merge branch 'master' into ecb-master
2017-05-12 19:05:56 +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)
d3c1b5f38c
Updated dseries submodule.
2017-05-11 17:59:41 +02:00
Houtan Bastani
d7c75e9b75
var_forecast: clean up for loop in var_forecast function
2017-05-11 11:42:24 +02:00
Stéphane Adjemian (Charybdis)
d282226100
Try random initial guess for dynare_solve...
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... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
2017-05-10 23:45:07 +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.
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Added unit-tests.
2017-05-10 17:39:11 +02:00
Houtan Bastani
770b87f056
preprocessor: add var_estimation statement
2017-05-10 17:23:40 +02:00
Houtan Bastani
4d0af0c437
preprocessor: VAR restrictions
2017-05-10 16:25:01 +02:00
Ferhat Mihoubi
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi
e248d8bf59
Fix memory and periods issues in bytecode
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(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
Stéphane Adjemian (Charybdis)
d471bede09
Call dynare_solve instead of trust region when simulating backward models.
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Gives access to other solvers.
2017-05-06 16:32:48 +02:00
Stéphane Adjemian (Charybdis)
36fb15f34c
Rewrote header.
2017-05-04 18:17:15 +02:00
Stéphane Adjemian (Charybdis)
2629341991
Updated dseries submodule (introduce @X13 class).
2017-05-04 17:56:08 +02:00
Houtan Bastani
e3c12f5094
var_expectation: stop processing if variable used that was not in model
2017-05-04 16:56:50 +02:00
Houtan Bastani
2e9152fed0
preprocessor: clean up commit 63180c9e59
2017-05-04 16:54:47 +02:00
Houtan Bastani
19b50c265b
preprocessor: aesthetic fix: make writing to .m file nicer
2017-05-04 16:50:19 +02:00
Houtan Bastani
d4376c1dfe
var_model: fix comments, copyright
2017-05-04 16:32:37 +02:00
Houtan Bastani
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
Houtan Bastani
d931c9a3ea
Merge pull request #1447 from JohannesPfeifer/doc_typo
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Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:13:25 +02:00
Johannes Pfeifer
660b370fb3
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:06:16 +02:00
Stéphane Adjemian (Charybdis)
cfc849fadc
Fixed subsample periods for exogenous variables.
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Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
(cherry picked from commit d0071bd80b
)
2017-05-03 14:22:04 +02:00
Stéphane Adjemian (Charybdis)
d0071bd80b
Fixed subsample periods for exogenous variables.
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Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
2017-05-03 14:06:38 +02:00
Stéphane Adjemian (Charybdis)
c2556cc80e
Merge branch 'master' into ecb-master
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Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Stéphane Adjemian (Charybdis)
5ce20179bd
Added specialized code for the inversion of backward models.
2017-05-02 23:04:44 +02:00
Stéphane Adjemian
da31c7ff4c
Merge pull request #1446 from JohannesPfeifer/hp_doc
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Add documentation of one_sided_hp_filter missing from f7175745acfb5d0…
2017-05-02 22:59:27 +02:00
Stéphane Adjemian
f6bb392165
Merge pull request #1445 from JohannesPfeifer/ramsey_message
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Ramsey: provide informative error messages related to steady state
2017-05-02 22:56:26 +02:00
Johannes Pfeifer
37bffddef8
Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state
2017-05-02 13:48:25 +02:00
Johannes Pfeifer
0361fb29dc
Add documentation of one_sided_hp_filter missing from f7175745ac
2017-05-02 12:27:27 +02:00
Johannes Pfeifer
5af9af06b4
Provide informative error message if steady state file is used without specifying an instrument
2017-05-01 18:59:11 +02:00
Stéphane Adjemian (Charybdis)
e1c983cc7b
Fixed bug (ensure that we concatenate column vectors).
2017-04-29 19:20:02 +02:00
Johannes Pfeifer
b52c095a6b
Add legacy function for loading mat-files with old interface
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Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
Stéphane Adjemian (Charybdis)
9a53a0f8b0
Add libquadmath-0.dll in Windows installer (dynare++).
2017-04-29 18:02:43 +02:00
Stéphane Adjemian
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer
d7b2e271d7
Update documentation on sensitivity
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Closes #789
2017-04-27 12:03:02 +02:00
Stéphane Adjemian (Charybdis)
e8f07e828b
Bump Octave version in windows/README.txt.
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We build against and support Octave 4.2.1.
2017-04-27 11:57:02 +02:00
Stéphane Adjemian (Charybdis)
dec9d6d900
Added 32bit and 64bit mex files for Octave in Windows installer.
2017-04-27 11:35:07 +02:00
Johannes Pfeifer
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis)
c1b6a58eb7
Manually revert 05fc096569
.
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Robust prediction error covariance matrix computation is now optional (with
rescale_prediction_error_covariance option).
Closes #1437 .
2017-04-27 10:44:27 +02:00
Stéphane Adjemian (Charybdis)
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
Stéphane Adjemian (Charybdis)
e21387c874
Bump Octave version.
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Octave 4.2.1 32bit or 64bit is now required (should work with 4.2.0 but not
tested anymore, so users should upgrade).
2017-04-26 15:51:24 +02:00
Stéphane Adjemian (Charybdis)
650a3f6da2
Point to mex/octave32 if OCtave 32bit is used on Windows platform.
2017-04-26 15:10:40 +02:00
Stéphane Adjemian
089156a045
Merge pull request #1440 from JohannesPfeifer/local_order
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stochastic_solvers.m: Suppress redundant warning if order was already…
2017-04-26 09:46:09 +02:00
Johannes Pfeifer
6ca415ce14
stochastic_solvers.m: Suppress redundant warning if order was already set to 1
2017-04-25 20:16:10 +02:00
Houtan Bastani
5bae0a8cb1
build system: add clean rule for test suite
2017-04-25 12:24:03 +02:00
Houtan Bastani
d8ce2e051d
bug: var_expectation: account for cases when a variable is not present in a period in M_.lead_lag_incidence
2017-04-24 14:34:48 +02:00
Houtan Bastani
7829a25238
make stoch_simul solve linear model using order=1, even when order=2,3 specified. Also makes stoch_simul more efficient. closes #1336
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(cherry picked from commit e29be9676dd40388919819af2d366b8308763ccc)
2017-04-22 16:26:13 +02:00
Stéphane Adjemian (Charybdis)
767e45db95
Shut off warning about short circuit operators (when calling qzdiv).
2017-04-22 14:44:47 +02:00