7d373f0d7e
Merge branch 'master' into ecb-master
2017-06-03 14:51:28 +02:00
ce990f10ae
Fixed indentation if c and c++ files.
2017-06-01 19:58:32 +02:00
24a2fc340a
Merge branch 'prepare-4.5'
2017-05-19 16:33:12 +02:00
385f3fc27f
preprocessor: add var_model info to restrictions class
2017-05-19 14:58:01 +02:00
9b450f1531
preprocessor: var_estimation: remove unnecessary equation specifiers in syntax
2017-05-19 14:58:01 +02:00
17f4310214
preprocessor: fix spacing
2017-05-19 14:58:01 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
95da783110
preprocessor: clean up initval output
2017-05-18 18:02:22 +02:00
b4448937cc
Fixed indentation of c/h/cc/hh files.
2017-05-16 16:30:27 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
85ed9be960
Revert "preprocessor: add options to var_model"
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This reverts commit cbb099f7d9
2017-05-16 11:21:50 +02:00
a460af8d6d
preprocessor: more backend var_estimation changes
2017-05-16 10:12:24 +02:00
230cbdf0d4
var_estimation: back end
2017-05-16 10:12:24 +02:00
d5b1e2e317
var_estimation: add datafile option
2017-05-16 10:12:24 +02:00
770b87f056
preprocessor: add var_estimation statement
2017-05-10 17:23:40 +02:00
4d0af0c437
preprocessor: VAR restrictions
2017-05-10 16:25:01 +02:00
2e9152fed0
preprocessor: clean up commit 63180c9e59
2017-05-04 16:54:47 +02:00
19b50c265b
preprocessor: aesthetic fix: make writing to .m file nicer
2017-05-04 16:50:19 +02:00
63180c9e59
var_model: allow non model-block variables in VAR
2017-05-04 16:15:33 +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
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +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
68d24d33af
preprocessor: change trend test to warning. #1389
2017-04-20 18:41:28 +02:00
db535236b2
Merge branch 'master' into ecb-master
2017-04-14 11:35:43 +02:00
cbb099f7d9
preprocessor: add options to var_model
2017-04-14 11:21:47 +02:00
59ab66f9a0
Fix typo in error message
2017-04-06 08:41:12 +02:00
636b959a02
preprocessor: add warning for potential non-linearities in model declared linear. #1404
2017-04-05 11:07:34 +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
052d62e150
preprocessor: remove unused filed histval_present from mod_file_struct
2017-04-03 15:23:01 +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
1891ab70f8
preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition
2017-03-31 14:38:44 +02:00
ac851b0bac
preprocessor: initial_condition_decomposition front end. closes #1425
2017-03-31 13:19:04 +02:00
8d2dcc422f
Clarify error message if model-local variable was already used on RHS
2017-03-29 14:49:37 +02:00
12f8e5f512
plot_shock_decomposition: remove argument to steadystate option
2017-03-28 12:15:00 +02:00
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
f9bf125562
Removed initialization for dates and dseries.
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This is not required with the new oop interface.
2017-03-22 09:41:10 +01:00
476a8a27cc
preprocessor: add aux var/equation when var_model is of order > max lag of its variables in the model block
2017-03-22 09:41:10 +01:00
19dc4deb9f
var_forecast: make calls more efficient
2017-03-22 09:41:10 +01:00
df1ef46135
var_forecast: only make one call per var model, regardless of forecast horizon
2017-03-22 09:41:09 +01:00
4d01f8c975
var_forecast: fix writing in dynamic file
2017-03-22 09:41:09 +01:00
25a2c3bc22
stoi was introduced in C++11. replace with stringstream
2017-03-22 09:41:09 +01:00
c8f432d2f4
var_forecast: create separate VarExpectationNode class to better handle calls to .m function that calculates var forecasts
2017-03-22 09:41:09 +01:00
5e53c7909b
var_expectation: create possibility for h-step-ahead forecast
2017-03-22 09:41:09 +01:00
dfce1ece1e
var_forecast: create individual .m files for each forecast
2017-03-22 09:41:09 +01:00
98a86d341c
var_expectation: first draft
2017-03-22 09:41:09 +01:00
c99aa4aed0
var_forecast: move var declaration from options_ to M_, simplify structure in which it is stored
2017-03-22 09:41:09 +01:00
b8c5dfa472
VAR(p) forecast first draft, preprocessor for var command and backend for forecast
2017-03-22 09:41:09 +01:00
71c0e7f40c
Remove preprocessor warning.
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Do not issue a warning when observed exogenous variables do not appear
in the model.
2017-03-22 09:41:09 +01:00
Stéphane Adjemian (Charybdis)
Houtan Bastani
Johannes Pfeifer