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