Commit Graph

10543 Commits (7d373f0d7e99dd37a48b2c052d6bea86c6e67d9f)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 9285a80a73 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 5ef2d650b2 Fixed function name in header. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 06ae919b87 Removed *.el file that should not have been commited. 2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis) 1a8cba5d26 Removed @dynTimeIndex class (unused). 2017-05-16 13:24:46 +02:00
Stéphane Adjemian ab9b512021 Merge pull request #1450 from JohannesPfeifer/var_list_problems
Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
Stéphane Adjemian 502612a5a5 Merge pull request #1451 from JohannesPfeifer/bvar_doc
Document how to set options for BVAR Irfs
2017-05-16 12:49:30 +02:00
Houtan Bastani 85ed9be960 Revert "preprocessor: add options to var_model"
This reverts commit cbb099f7d9.
2017-05-16 11:21:50 +02:00
Houtan Bastani 632e762f4b var_estimation: backend (buggy) 2017-05-16 10:12:24 +02:00
Houtan Bastani a460af8d6d preprocessor: more backend var_estimation changes 2017-05-16 10:12:24 +02:00
Houtan Bastani 9300f49a8e aesthetic fix 2017-05-16 10:12:24 +02:00
Houtan Bastani 230cbdf0d4 var_estimation: back end 2017-05-16 10:12:24 +02:00
Houtan Bastani d5b1e2e317 var_estimation: add datafile option 2017-05-16 10:12:24 +02:00
Johannes Pfeifer 6dde340c1e Document how to set options for BVAR Irfs 2017-05-14 18:37:34 +02:00
Johannes Pfeifer c373ed3897 Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
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
Stéphane Adjemian (Charybdis) 563d992a7a Merge branch 'master' into ecb-master 2017-05-12 19:05:56 +02:00
Stéphane Adjemian (Charybdis) ae50f25c76 Fixed detection of stochastic trends orthogonal to the observed variables. 2017-05-12 18:55:15 +02:00
Stéphane Adjemian (Charybdis) d3c1b5f38c Updated dseries submodule. 2017-05-11 17:59:41 +02:00
Houtan Bastani d7c75e9b75 var_forecast: clean up for loop in var_forecast function 2017-05-11 11:42:24 +02:00
Stéphane Adjemian (Charybdis) d282226100 Try random initial guess for dynare_solve...
... 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
Stéphane Adjemian (Charybdis) 278726f3fc Fixed typo. 2017-05-10 18:42:46 +02:00
Stéphane Adjemian (Charybdis) 3816272414 Make load_m_file_data_legacy.m work with row vectors.
Added unit-tests.
2017-05-10 17:39:11 +02:00
Houtan Bastani 770b87f056 preprocessor: add var_estimation statement 2017-05-10 17:23:40 +02:00
Houtan Bastani 4d0af0c437 preprocessor: VAR restrictions 2017-05-10 16:25:01 +02:00
Ferhat Mihoubi 981e31c8c3 Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode
(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Stéphane Adjemian (Charybdis) 28f1ff8c4a Renamed routine. 2017-05-06 16:38:19 +02:00
Stéphane Adjemian (Charybdis) d471bede09 Call dynare_solve instead of trust region when simulating backward models.
Gives access to other solvers.
2017-05-06 16:32:48 +02:00
Stéphane Adjemian (Charybdis) 36fb15f34c Rewrote header. 2017-05-04 18:17:15 +02:00
Stéphane Adjemian (Charybdis) 2629341991 Updated dseries submodule (introduce @X13 class). 2017-05-04 17:56:08 +02:00
Houtan Bastani e3c12f5094 var_expectation: stop processing if variable used that was not in model 2017-05-04 16:56:50 +02:00
Houtan Bastani 2e9152fed0 preprocessor: clean up commit 63180c9e59 2017-05-04 16:54:47 +02:00
Houtan Bastani 19b50c265b preprocessor: aesthetic fix: make writing to .m file nicer 2017-05-04 16:50:19 +02:00
Houtan Bastani d4376c1dfe var_model: fix comments, copyright 2017-05-04 16:32:37 +02:00
Houtan Bastani 63180c9e59 var_model: allow non model-block variables in VAR 2017-05-04 16:15:33 +02:00
Houtan Bastani d931c9a3ea Merge pull request #1447 from JohannesPfeifer/doc_typo
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:13:25 +02:00
Johannes Pfeifer 660b370fb3 Fix typos in manual (thanks to Daniel Bendel) 2017-05-03 15:06:16 +02:00
Stéphane Adjemian (Charybdis) cfc849fadc Fixed subsample periods for exogenous variables.
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) d0071bd80b Fixed subsample periods for exogenous variables.
Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
2017-05-03 14:06:38 +02:00
Stéphane Adjemian (Charybdis) c2556cc80e Merge branch 'master' into ecb-master
Model inversion of backward looking models.
2017-05-02 23:15:42 +02:00
Stéphane Adjemian (Charybdis) 5ce20179bd Added specialized code for the inversion of backward models. 2017-05-02 23:04:44 +02:00
Stéphane Adjemian da31c7ff4c Merge pull request #1446 from JohannesPfeifer/hp_doc
Add documentation of one_sided_hp_filter missing from f7175745acfb5d0…
2017-05-02 22:59:27 +02:00
Stéphane Adjemian f6bb392165 Merge pull request #1445 from JohannesPfeifer/ramsey_message
Ramsey: provide informative error messages related to steady state
2017-05-02 22:56:26 +02:00
Johannes Pfeifer 37bffddef8 Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state 2017-05-02 13:48:25 +02:00
Johannes Pfeifer 0361fb29dc Add documentation of one_sided_hp_filter missing from f7175745ac 2017-05-02 12:27:27 +02:00
Johannes Pfeifer 5af9af06b4 Provide informative error message if steady state file is used without specifying an instrument 2017-05-01 18:59:11 +02:00
Stéphane Adjemian (Charybdis) e1c983cc7b Fixed bug (ensure that we concatenate column vectors). 2017-04-29 19:20:02 +02:00
Johannes Pfeifer b52c095a6b Add legacy function for loading mat-files with old interface
Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
Stéphane Adjemian (Charybdis) 9a53a0f8b0 Add libquadmath-0.dll in Windows installer (dynare++). 2017-04-29 18:02:43 +02:00
Stéphane Adjemian 072246c5ab Merge pull request #1441 from JohannesPfeifer/ksstat
Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer d7b2e271d7 Update documentation on sensitivity
Closes #789
2017-04-27 12:03:02 +02:00