10047feee5
Test if shocks are declared.
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Fixes bug introduced in 97b894a1cd
2017-08-16 16:04:15 +02:00
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
2017-08-16 15:44:00 +02:00
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
9c8f2a90e3
Fixed timming of the innovations when computing confidence bands.
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Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
311c794081
Fixed typo.
2017-08-10 14:56:22 +02:00
e5bbcf41b6
Efficiency change.
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find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
637b0b0212
Fixed bug (missing 'exact' when calling strmatch).
2017-08-10 13:15:06 +02:00
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
44cadbd51b
Fixed errors introduced by recent changes in simul_backward_model.
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(cherry picked from commit f7399f4d74
2017-07-31 16:31:43 +02:00
81a1d803b4
Fixed initial period (lagged by one period without reason).
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(cherry picked from commit ef0afc1b75
2017-07-31 16:31:06 +02:00
550a7ad3b1
Rewrote backward model inversion routine.
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(cherry picked from commit be6b1628d1
2017-07-29 14:16:42 +02:00
8e6fd310c3
Fixed backward model simulation routines.
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(cherry picked from commit 45a14d768d
2017-07-29 14:16:05 +02:00
1cd20acd7d
Code factorization.
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(cherry picked from commit 77b1d14083
2017-07-29 14:12:50 +02:00
df1793a499
Fixed issue with the size of x (exogenous variables).
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(cherry picked from commit ccfd809dd0
2017-07-29 13:47:13 +02:00
ce5316a1ec
Fixed typo.
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(cherry picked from commit b866bd828c
2017-07-29 13:46:29 +02:00
1f20ceb461
Fixed bug in filtered variables with trend.
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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
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
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When removing globals in 24cd423671
2017-07-21 17:47:24 +02:00
acace4899d
Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
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generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
cfce048a4b
Merge pull request #1471 from JohannesPfeifer/simpsa
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simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
ca1a9e4a88
Merge pull request #1468 from JohannesPfeifer/discret_message
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discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
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Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
3bac10a97d
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
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Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
344504a36a
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 10:12:36 +02:00
b5275edaa1
Simplified test on {dyn, mod} extensions.
2017-06-29 22:13:50 +02:00
ec9f755c27
Raise an error if file name given to dynare ends with a period.
2017-06-29 22:10:06 +02:00
ea9084afc8
Fixed comments.
2017-06-29 22:07:43 +02:00
45aef1de62
Removed test on octave version.
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Which has moved in dynare_confign, see e71e89bb38
2017-06-29 17:55:52 +02:00
fa7adc304b
Display help message if dynare is invoked without arguments.
2017-06-29 16:33:53 +02:00
ff68aa7229
reporting: submodule update.
2017-06-28 15:23:46 +02:00
aa2a1e4d60
generate_trace_plots: Add measurement errors
2017-06-26 16:43:13 +02:00
89326090b9
simpsa: Only store output strcuture if requested
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Otherwise a huge three-dimensional array is created by default that is not used, but can run computer out of memory
2017-06-23 10:50:06 +02:00
54d28d65da
add new submodule: jsonlab
2017-06-22 16:34:52 +02:00
62e55f9011
reporting: submodule update
2017-06-20 12:24:17 +02:00
90a239f84b
Fixed bug.
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Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
2017-06-19 17:32:58 +02:00
e7bb0acae8
Fixed typo.
2017-06-17 08:42:38 +02:00
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
4b1fd53701
Added set_historical_values command.
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(cherry picked from commit e043e92c4a
2017-06-14 00:09:07 +02:00
a1f86b97e2
Allow lags on exogenous variables for backward models forecasts and IRFs.
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TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7
2017-06-14 00:08:14 +02:00
0fa0ceb990
Added routine building endo_histval and exo_histval from a dseries object.
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(cherry picked from commit 2b0f5c7edf
2017-06-14 00:06:26 +02:00
4004d8d442
Allow for lags in exogenous variables.
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(cherry picked from commit b8e2eec878
2017-06-14 00:05:50 +02:00
b398a65eb9
Added routine for computing unconditional forecasts of a backward looking model.
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(cherry picked from commit d93b6b2f15
2017-06-14 00:05:32 +02:00
cfd82e28e4
Added routine computing IRFs of backward looking model.
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(cherry picked from commit 647505526a
2017-06-14 00:05:16 +02:00
ca7f734561
Updated dynare_config (wrt 214b534b25)
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(cherry picked from commit 12733e94f3
2017-06-14 00:04:28 +02:00
5570bf1588
Moved backward models related routines in specific subfolder.
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(cherry picked from commit 214b534b25
2017-06-14 00:01:48 +02:00
Stéphane Adjemian (Scylla)
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot