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
e043e92c4a
Added set_historical_values command.
2017-06-01 17:36:32 +02:00
44b9531bb7
Allow lags on exogenous variables for backward models forecasts and IRFs.
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TODO: Check if this is working with linear models.
2017-06-01 15:16:00 +02:00
2b0f5c7edf
Added routine building endo_histval and exo_histval from a dseries object.
2017-06-01 11:06:12 +02:00
b8e2eec878
Allow for lags in exogenous variables.
2017-06-01 09:59:42 +02:00
4195033561
Fixed typo introduced in 88e1701289.
2017-05-20 01:21:28 +02:00
2e9467e511
Fixed copyright year in matlab/dynare_version.in.
2017-05-19 16:16:45 +02:00
803433fa5a
Updated submodules (fixed indentation and copyrigth notices).
2017-05-19 08:46:20 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
2b7d41585b
Updated dseries submodule.
2017-05-18 18:23:24 +02:00
d93b6b2f15
Added routine for computing unconditional forecasts of a backward looking model.
2017-05-18 15:41:46 +02:00
647505526a
Added routine computing IRFs of backward looking model.
2017-05-18 13:43:13 +02:00
12733e94f3
Updated dynare_config (wrt 214b534b25)
2017-05-18 10:46:08 +02:00
2d432bee03
Fixed function name.
2017-05-18 10:13:10 +02:00
214b534b25
Moved backward models related routines in specific subfolder.
2017-05-18 09:55:26 +02:00
0c8d70bd9a
Updated dseries submodules (fixes for NaNs in x13, and cosmetics)
2017-05-17 18:12:44 +02:00
58c34bf3e6
Updated dseries submodule (matlab-fame-io fix).
2017-05-17 16:40:07 +02:00
216eaf371f
Updated dseries submodule (fixes in matlab-fame-io).
2017-05-17 15:11:23 +02:00
b6634940ff
Removed unused routine.
2017-05-17 10:27:42 +02:00
a788bff680
Updated dseries submodule.
2017-05-16 18:23:34 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
9285a80a73
Fixed function name in header.
2017-05-16 13:24:46 +02:00
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
06ae919b87
Removed *.el file that should not have been commited.
2017-05-16 13:24:46 +02:00
1a8cba5d26
Removed @dynTimeIndex class (unused).
2017-05-16 13:24:46 +02:00
ab9b512021
Merge pull request #1450 from JohannesPfeifer/var_list_problems
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Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
632e762f4b
var_estimation: backend (buggy)
2017-05-16 10:12:24 +02:00
9300f49a8e
aesthetic fix
2017-05-16 10:12:24 +02:00
230cbdf0d4
var_estimation: back end
2017-05-16 10:12:24 +02:00
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
563d992a7a
Merge branch 'master' into ecb-master
2017-05-12 19:05:56 +02:00
ae50f25c76
Fixed detection of stochastic trends orthogonal to the observed variables.
2017-05-12 18:55:15 +02:00
d3c1b5f38c
Updated dseries submodule.
2017-05-11 17:59:41 +02:00
d7c75e9b75
var_forecast: clean up for loop in var_forecast function
2017-05-11 11:42:24 +02:00
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
278726f3fc
Fixed typo.
2017-05-10 18:42:46 +02:00
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
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
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
28f1ff8c4a
Renamed routine.
2017-05-06 16:38:19 +02:00
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
36fb15f34c
Rewrote header.
2017-05-04 18:17:15 +02:00
2629341991
Updated dseries submodule (introduce @X13 class).
2017-05-04 17:56:08 +02:00
e3c12f5094
var_expectation: stop processing if variable used that was not in model
2017-05-04 16:56:50 +02:00
d4376c1dfe
var_model: fix comments, copyright
2017-05-04 16:32:37 +02:00
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +02:00
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)
Houtan Bastani
Johannes Pfeifer
Ferhat Mihoubi