Commit Graph

10593 Commits (7d180e2fcb76e31c0ba5d6d6097f72175a4b21aa)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 7d180e2fcb Renamed integration test (removed capital letters). 2017-08-16 16:08:18 +02:00
Stéphane Adjemian (Scylla) 10047feee5 Test if shocks are declared.
Fixes bug introduced in 97b894a1cd, if no shocks
are declared (for instance if the user is interested in the transition to the
steady state).
2017-08-16 16:04:15 +02:00
Johannes Pfeifer 97b894a1cd Provide meaningful error message if oo_.exo_simul is larger than options_.periods 2017-08-16 16:00:55 +02:00
Stéphane Adjemian (Scylla) 1a4257ac4b Efficiency change.
Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a.
2017-08-16 15:44:00 +02:00
Stéphane Adjemian (Scylla) a1c34979f5 Merge branch 'pr#1484' 2017-08-16 11:20:55 +02:00
Stéphane Adjemian (Scylla) db870b562a Ignore scripts/dynare.elc. 2017-08-16 10:57:22 +02:00
Stéphane Adjemian (Scylla) 9c8f2a90e3 Fixed timming of the innovations when computing confidence bands.
Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
Stéphane Adjemian (Scylla) 311c794081 Fixed typo. 2017-08-10 14:56:22 +02:00
Stéphane Adjemian (Scylla) e5bbcf41b6 Efficiency change.
find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
Stéphane Adjemian (Scylla) 637b0b0212 Fixed bug (missing 'exact' when calling strmatch). 2017-08-10 13:15:06 +02:00
Johannes Pfeifer fdb24d6a1d Add unit test for sim1_linear.m 2017-08-01 11:36:07 +02:00
Johannes Pfeifer 57fd56c90a sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
Stéphane Adjemian (Scylla) 16e0fca19c Added two examples (forecasts and IRFs in backward models).
(cherry picked from commit 949440ef9c)
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Scylla) 44cadbd51b Fixed errors introduced by recent changes in simul_backward_model.
(cherry picked from commit f7399f4d74)
2017-07-31 16:31:43 +02:00
Stéphane Adjemian (Scylla) 81a1d803b4 Fixed initial period (lagged by one period without reason).
(cherry picked from commit ef0afc1b75)
2017-07-31 16:31:06 +02:00
Stéphane Adjemian (Scylla) 550a7ad3b1 Rewrote backward model inversion routine.
(cherry picked from commit be6b1628d1)
2017-07-29 14:16:42 +02:00
Stéphane Adjemian (Scylla) 8e6fd310c3 Fixed backward model simulation routines.
(cherry picked from commit 45a14d768d)
2017-07-29 14:16:05 +02:00
Stéphane Adjemian (Scylla) 1cd20acd7d Code factorization.
(cherry picked from commit 77b1d14083)
2017-07-29 14:12:50 +02:00
Stéphane Adjemian (Scylla) df1793a499 Fixed issue with the size of x (exogenous variables).
(cherry picked from commit ccfd809dd0)
2017-07-29 13:47:13 +02:00
Stéphane Adjemian (Scylla) ce5316a1ec Fixed typo.
(cherry picked from commit b866bd828c)
2017-07-29 13:46:29 +02:00
Houtan Bastani 91096d8d02 preprocessor: store max lead/lag info, write to output 2017-07-27 12:33:19 -04:00
Sébastien Villemot 47c2fa3610 Use magic comments for autoloads in Emacs mode file
Also automatically trigger the mode for files with the .mod extension.
2017-07-25 16:26:21 +02:00
Stéphane Adjemian (Scylla) 209e16888d Fixed bug in the integration test added in 45864f414f
Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla) 9203f9e52f Fixed encondig in the integration test added in 45864f414f. 2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla) d78be7fdf0 Updated NEWS file for 4.5.1 bug fix release. 2017-07-24 09:56:58 +02:00
Stéphane Adjemian (Scylla) 356c73039b Fixed date release of 4.5.0 in NEWS file. 2017-07-24 09:44:02 +02:00
Stéphane Adjemian (Scylla) 45864f414f Added integration test.
Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Stéphane Adjemian (Scylla) 1f20ceb461 Fixed bug in filtered variables with trend.
Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension  of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
Stéphane Adjemian (Scylla) cc9e0ed09a Code factorization. 2017-07-21 17:47:24 +02:00
Johannes Pfeifer 0b9244dc01 Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
When removing globals in 24cd423671 the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises

1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian acace4899d Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian cfce048a4b Merge pull request #1471 from JohannesPfeifer/simpsa
simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
Stéphane Adjemian ca1a9e4a88 Merge pull request #1468 from JohannesPfeifer/discret_message
discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
Stéphane Adjemian 1627414050 Merge pull request #1481 from JohannesPfeifer/manual_fix
Fix another typo in manual
2017-07-17 21:12:37 +02:00
Johannes Pfeifer 8e899aa6bc Fix another typo in manual 2017-07-17 19:33:51 +02:00
Houtan Bastani 6b56b1f3e3 Merge pull request #1480 from JohannesPfeifer/OSR_message
Make osr error message more informative
2017-07-17 09:51:18 +02:00
Houtan Bastani c3b378095c Merge pull request #1479 from JohannesPfeifer/manual_fixes
Fix typos in manual
2017-07-17 09:50:48 +02:00
Johannes Pfeifer 7486760461 Make osr error message more informative 2017-07-17 08:42:50 +02:00
Johannes Pfeifer 9f00081310 Fix typos in manual
Thanks to Jean-Paul K. Tsasa
2017-07-17 08:39:11 +02:00
Houtan Bastani 7d3f59607a Merge pull request #1470 from JohannesPfeifer/use_shock_groups
Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
Johannes Pfeifer 3bac10a97d Fix bug in use_shock_groups and colormap
Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
Houtan Bastani d3d350daef submodule update: ms-sbvar 2017-07-06 11:50:42 +02:00
Houtan Bastani f32f5f7346 display options that dynare is called with in output 2017-07-03 17:45:06 +02:00
Stéphane Adjemian 970feee342 Merge pull request #1473 from JohannesPfeifer/sensitivity
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
Stéphane Adjemian 6a789458f1 Merge pull request #1474 from JohannesPfeifer/mode_compute_6_doc
mode_compute=6: Fix mistakes in manual
2017-06-30 12:01:46 +02:00
Johannes Pfeifer 2e06a636cd mode_compute=6: Fix mistakes in manual 2017-06-30 10:50:49 +02:00
Stéphane Adjemian (Charybdis) 63d6dfccf4 Added the possibility to dynare the dynare command options in the mod file. 2017-06-30 10:16:26 +02:00
Johannes Pfeifer 344504a36a Filter out a vector-sized nobs, which crashes dynare_sensitivity.m 2017-06-30 10:12:36 +02:00
Stéphane Adjemian (Charybdis) b5275edaa1 Simplified test on {dyn, mod} extensions. 2017-06-29 22:13:50 +02:00
Stéphane Adjemian (Charybdis) ec9f755c27 Raise an error if file name given to dynare ends with a period. 2017-06-29 22:10:06 +02:00