7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
99cb731112
Fixed indentation of matlab files.
2017-06-01 19:43:18 +02:00
ac15f60ec6
Fix typo in manual and clarify analytic_derivation option
2017-05-27 18:30:40 +02:00
ba5bbbb657
doc: fix menu typo
2017-05-17 10:16:08 +02:00
20a453f1e7
doc: var_estimation (new), var_model (modify), var_forecast (modify)
2017-05-16 14:33:05 +02:00
502612a5a5
Merge pull request #1451 from JohannesPfeifer/bvar_doc
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Document how to set options for BVAR Irfs
2017-05-16 12:49:30 +02:00
6dde340c1e
Document how to set options for BVAR Irfs
2017-05-14 18:37:34 +02:00
563d992a7a
Merge branch 'master' into ecb-master
2017-05-12 19:05:56 +02:00
660b370fb3
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:06:16 +02:00
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
0361fb29dc
Add documentation of one_sided_hp_filter missing from f7175745ac
2017-05-02 12:27:27 +02:00
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
d7b2e271d7
Update documentation on sensitivity
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Closes #789
2017-04-27 12:03:02 +02:00
451646ff16
Remove redundant ksstat option
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Closes #1431
2017-04-27 11:08:17 +02:00
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
14f4544a29
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
f9a462bf07
Added option nonlinear_filter_initialization.
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Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
8eefb6a747
Fixed warning introduced in b5c353f5a3.
2017-04-03 11:25:05 +02:00
b64aa57bc3
Update affiliation of Johannes
2017-04-01 19:59:29 +02:00
6571f7ea68
doc: fix changes merged in ad2e1ffc8d
2017-03-28 11:56:38 +02:00
b5f989ccb1
Manual: Define integer_vector
2017-03-28 11:39:44 +02:00
368262d5f1
Update manual on realtime_shock_decomposition following Marco's description
2017-03-28 11:35:27 +02:00
b5c353f5a3
Prevent Texinfo from replacing straight quotation marks in codes by italic ones
2017-03-27 12:36:18 +02:00
14b8604de5
Restructure manual on shock_decomposition
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- Introduces proper definition of output variables
- Clarifies various options
2017-03-27 12:35:36 +02:00
94f09402a2
Manual: Add new subsections for commands not belonging to estimation
2017-03-27 11:43:07 +02:00
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
2be17e1ebd
doc: more fixes to documentation
2017-03-24 10:34:59 +01:00
4f432b7e58
doc: update plot_shock_decomposition option names
2017-03-24 10:34:59 +01:00
c24ebb6055
Merge pull request #1413 from JohannesPfeifer/manual_fix
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Fix typo in manual
2017-03-22 12:40:08 +01:00
8bb2f5d91a
doc: add forecast menu item missing from 2ba82f46594ee51eb01df3bc95d23bca8bcadd6c
2017-03-22 09:41:10 +01:00
a248d9b51f
doc: add var_model, var_expectation
2017-03-22 09:41:10 +01:00
173de21aa0
doc bug: fix typo
2017-03-22 09:41:09 +01:00
121be35aca
Added varexobs in reference manual.
2017-03-22 09:41:09 +01:00
24abebb0b4
doc: correct argumnets to options
2017-03-21 14:35:04 +01:00
4b4ee1cd92
doc: fix typo
2017-03-21 14:27:58 +01:00
30232985ee
doc: fix markups of i.e. and e.g.
2017-03-21 14:15:51 +01:00
2a33cd1bb0
doc: fix doc following recent changes
2017-03-21 12:48:11 +01:00
effcd3d12a
Fix typo in manual
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ts does not exist
2017-03-21 09:48:55 +01:00
9abac8ccdb
Store indicator whether smoother was used with loglinear
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Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
dd02aa4c03
Expand reference manual on loglinear.
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Partial cherry-pick of 3fc2e2b967d7c779058922e9f7fd9f688118a2f0 by Johannes Pfeifer.
2017-03-20 10:17:32 +01:00
f52035a3a0
updated documentation about sub_draws
2017-03-18 00:06:15 +01:00
a9732afaf6
document behavior of filtered_vars, filter_covariance and filter_step_ahead
2017-03-17 15:43:00 +01:00
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
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Closes #1373
2017-03-17 13:15:39 +01:00
ef9338bfd6
Fixed bugs in Reference Manual.
2017-03-17 12:42:00 +01:00
27f4f81bbd
document save_realtime option of shock decomp
2017-03-17 12:41:59 +01:00
0053e7018f
special characters fixed again.
2017-03-17 12:41:59 +01:00
ddd25fb817
Improve documentation of shock decomposition commands
2017-03-17 12:41:59 +01:00
06176caf64
manual updates
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Houtan Bastani
Marco Ratto