stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
15,031 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

95 Commits (7dd2dd5e24a343fbeaf3522ea5e535c27d8b9f95)

Author SHA1 Message Date
Michel Juillard 8420d82dea bug correction in Posterior IRFs 2010-08-11 12:04:14 +02:00
Stéphane Adjemian (Scylla) 706b68e7ef Do not build plots of the posterior IRFs with Octave. 2010-06-24 18:11:08 +02:00
Stéphane Adjemian (Scylla) 2aba780744 Removed two empty lines. 2010-06-24 12:52:28 +02:00
Stéphane Adjemian (Scylla) cc4c63f4d0 Fixed bug introduced with the parallelization of PosteriorIRF.m. 
Changes related to the new interface for dsge-var models.
 2010-06-24 12:49:27 +02:00
Marco Ratto befe661f34 1) minor fix for number of runs == B (they were B+1); 
2) changes to header/comments
 2010-05-31 11:50:48 +02:00
Sébastien Villemot d6faa47807 Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates 2010-02-15 16:52:36 +01:00
Marco Ratto be510a4b93 bug fixes for use with octave for windows 2010-02-12 19:31:39 +01:00
Marco Ratto b9ae99d367 Several fixes: 
1) moved all waitbar instances to core routines;
2) added IRUN argument for core1
3) added global variables for core2 and removed wrong definitions for local ones
 2010-02-12 17:41:38 +01:00
Marco Ratto e2c38b4028 Parallel version of PosteriorIRF.m 2010-02-10 18:46:24 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
stepan a4d01dc31d dynare/trunk:: (dsge-var) 
+ Added support for xls files.
+ Fixed a bug  appearing when the dafa file and the  mod files are not
in the same directory.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2827 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 15:03:11 +00:00
sebastien 108030d2a6 trunk: merged 2105 changeset from 4.0 branch (Octave graphics compatibility issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2108 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-24 19:59:28 +00:00
sebastien 47a4d91700 v4 matlab: 
* fixed copyright headers of remaining files
* deleted old ChangeLog


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 18:53:30 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
adjemian 8ba344b786 Cosmetic change in var_sample_moments + Removed one global. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1880 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-17 21:44:00 +00:00
adjemian de48d0b3ee Changed posterior_moments (global variable options_ is not needed anymore, mh_conf_sig is a new input argument) + Cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1836 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-05-19 13:22:57 +00:00
assia 220d869142 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1635 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-21 17:06:21 +00:00
adjemian 3eea736e30 Corrected bug related to the constant in bvar-dsge. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-12-07 16:31:15 +00:00
adjemian d9f56bfde9 Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-03 14:40:43 +00:00
sebastien b619eef664 v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-28 13:43:21 +00:00
adjemian 4a0aeb12de Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 16:25:25 +00:00
adjemian 269329cac2 Corrections for bvar-dsge estimation and irfs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 08:43:25 +00:00
adjemian 5d9c00ccf4 Correction of bugs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-11 19:56:31 +00:00
adjemian 1a4ca385a3 Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-04 14:26:49 +00:00
michel 500727c0cb v4 PosteriorIRF.M: matched function name with filename 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-03 08:59:27 +00:00
ratto 7d2fdbd595 Fixed bug with sensitivity analysis samples. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1237 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-04-04 08:30:50 +00:00
adjemian 47ae595059 Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 
Added : Posterior IRFs for BVAR-DSGE, conditional forecasts

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-15 11:37:24 +00:00
ratto 3ff4c65f6a Added GSA options; ReshapeMatFiles needs to know if it is prior, metropolis, GSA. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1102 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-27 13:48:23 +00:00
michel f3b3321e36 v4: fixed bug in PosteriorIRF.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1007 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-29 17:29:54 +00:00
adjemian 897a084881 New functions. posterior draws used after the metropolis (forecasts, irfs, moments) are built and saved just after the call to metropolis.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@964 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-10 19:37:26 +00:00
adjemian 9e266024f8 Added : No constant for estimation of nonlinearly specified models with detrended data, BVAR-DSGE (not ready). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-13 12:39:23 +00:00
ratto 72ea3ac220 1) stock parameters for sensitivity analysis purposes; 
2) corrected bugs in saving figures 
(fignumber in figure names; and check for subplotnum>0)

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@730 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-05-04 08:49:44 +00:00
michel e10e3c7517 v4 PosteriorIRF.m: changed ifil into NumberOfIRFfiles 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@728 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-29 17:23:51 +00:00
adjemian 7b4807632c Various bug corrections & new field options_.B specifying the number of draws from the posterior or prior distributions used to build the IRFs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@684 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-17 11:20:25 +00:00
adjemian d495476073 Handle the case with one _irf file. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@669 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 17:20:32 +00:00
adjemian e81a091ef8 Correction of a bug in PosteriorIRF: i -> b (the last _irf was missing). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@668 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 16:41:03 +00:00
adjemian 88098dfb5a irf files are now reshaped in PosteriorIRF. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@667 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 16:23:44 +00:00
adjemian 3a4db43a83 various bugs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@666 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-10 13:04:50 +00:00
adjemian 5752b399d7 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@662 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-03-08 17:27:09 +00:00
michel 00fac4544c v4 updating computing statistics from Metropolis (not finihesd) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@655 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-05 21:01:27 +00:00
michel b40f43ddf9 v4 PosteriorIRF.m: removed repeated instructions 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@643 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-03-03 14:13:21 +00:00
michel 751c382ddc v4: replaced \ by / in directory names 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@600 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-16 08:20:11 +00:00
adjemian a6ec6bd2ec Added posterior impulse response functions. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@477 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-10-02 15:16:18 +00:00
adjemian 884bff3678 posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@462 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-26 12:40:14 +00:00