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Author SHA1 Message Date
Houtan Bastani 12af7298ef ms-sbvar: remove unused field removal statements (and set options_.datafile='' in global_initialization) 2012-09-27 15:32:33 +02:00
Stéphane Adjemian (Charybdis) 894b3d69f4 Added an option to decide if dsge_likelihood should call univariate filters when the covariance matrix of 
the prediction error is singular (default is yes).
 2012-09-27 14:48:07 +02:00
Stéphane Adjemian (Scylla) 205b455ad7 Added the possibility, for each given size of the sample, to restart an arbitrary number of times the estimation when estimating a model with a recursive approach. 
Deactivated by default (options_.recursive_estimation_restart is defined to be zero in global_initialization.m).
 2012-09-06 14:13:29 +02:00
Stéphane Adjemian (Charybdis) 0508bf9a41 Added missing default options for stochastic simulation of nonlinear backward looking models. 
(cherry picked from commit 4053f664ecec14ffb7269c6bbf78355ca46b6b92)
 2012-08-27 12:53:11 +02:00
Michel Juillard edf826f315 added code to optionally run cycle_reduction algorithm on GPU. Added 
options_.gpu (no interface yet, use options_.gpu=1). Added test
./tests/first_order/fs2000_cr.mod
 2012-07-20 17:06:12 +02:00
Michel Juillard d39bbdaa85 forcing reinitialization of persistent variables of 
dyn_first_order_solver.m in global_initialization.m This is necessary
if noclearall option is used.
 2012-07-19 17:08:42 +02:00
Stéphane Adjemian (Charybdis) c850f03be3 Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Marco Ratto ed4d37341c Fix problem with models where steadystate files change parameter values. 
1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state +  analytic derivatives of all the rest;
3) bug fixes for 2nd order derivatives w.r.t. model parameters;
 2012-07-05 10:14:10 +02:00
Ferhat Mihoubi 4488357f59 Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients 
associated to the endogenous variables in the decision rule.
 2012-07-01 15:19:10 +02:00
Sébastien Villemot 8fe2eb23b9 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Stéphane Adjemian (Charybdis) d006bd2aaf Made replic option specific to stochastic simulations (options_.simul_replic). 2012-06-11 09:41:59 +02:00
Stéphane Adjemian (Charybdis) e12748329b Fixed bug reported by Johannes (http://www.dynare.org/pipermail/dev/2012-May/002015.html), see also trac#257. 2012-06-06 18:25:08 +02:00
Houtan Bastani 9a2e4cc6cf config file: support GlobalInitFile option 2012-06-06 16:18:09 +02:00
Michel Juillard 1316bd9555 fixed issues relative to homotopy (type I) when the user wants to 
continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
 2012-05-17 17:27:07 +02:00
Stéphane Adjemian (Charybdis) 41def7caaa Added the possibility of a user defined configuration file (only for linux users). 
At the end of global_initialization.m the existence of /home/USER/dynare_configuration.m is tested. In case of a positive answer this script is evaluated.
 2012-05-09 15:39:58 +02:00
JohannesPfeifer c0624738c9 Fixed bug introduced in bda0b1b228 
Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
 2012-04-26 08:48:31 +02:00
Sébastien Villemot 08894086b0 Revert "Move hardcoded options from UnivariateSpectralDensity.m to global_initialization." 
This reverts commit bda0b1b228.
 2012-04-26 08:22:15 +02:00
Johannes Pfeifer bda0b1b228 Move hardcoded options from UnivariateSpectralDensity.m to global_initialization. 2012-04-25 11:49:01 +02:00
Johannes Pfeifer 4c255cf2ae Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures. 2012-04-25 11:47:40 +02:00
Sébastien Villemot 1dfba1b99f Merge remote-tracking branch 'ferhat/master' 2012-04-20 21:15:09 +02:00
Ferhat eed54fb08a - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver". 
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
 2012-04-20 19:23:00 +02:00
Sébastien Villemot edbf3bd175 Remove useless calls to set_default_option 2012-04-20 17:08:11 +02:00
Michel Juillard 41e027aee3 added steady option stop_on_error. stop_on_error = 0 permits to 
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
 2012-04-16 22:40:50 +02:00
Houtan Bastani 08bcf39fe7 estimation: clear subsamples substructure whenever a subsamples statement is encountered 2012-04-03 18:33:23 +02:00
Houtan Bastani 7e6bd80f17 estimation: remove s from parameters substructure 2012-04-03 18:33:23 +02:00
Houtan Bastani 31e0bc2e1e estimation: simplify global_initialization 2012-04-03 18:33:23 +02:00
Houtan Bastani 9741b3b3ec estimation: reorganize options output 2012-03-30 15:37:15 +02:00
Houtan Bastani 93db8937ab estimation: reorganize Matlab structure output 2012-03-30 15:37:14 +02:00
Stéphane Adjemian (Charybdis) 6c6b62937f Added smooth resampling. 2012-03-30 11:47:24 +02:00
Houtan Bastani 7feb27fe1c estimation: rewrite options output 2012-03-29 16:45:46 +02:00
Houtan Bastani d54e4c4b17 estimation: rewrite prior output 2012-03-29 16:07:01 +02:00
Houtan Bastani 46a655fbd5 estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Michel Juillard a899594f3d initializing globals ys0_ ex0_ ex_det0_ 2012-03-17 20:34:58 +01:00
Michel Juillard d6f8e252e5 Merge remote-tracking branch 'origin/master' into dr1break 2012-03-15 16:18:37 +01:00
Stéphane Adjemian (Charybdis) c5fa0b82a9 Merge remote-tracking branch 'marco/master' 2012-03-14 12:49:56 +01:00
Michel Juillard 1fcf708b80 Merge remote-tracking branch 'origin/master' into dr1break 2012-03-10 18:21:14 +01:00
Stéphane Adjemian (Charybdis) 323e6fdf4f Added a second gstep option used as a parameter for the routine computing the hessian matrix. 
In some cases, for instance for the non linear filters, it helps to reduce this new gstep parameter
to get a positive definite hessian matrix. options_.gstep is now a 2*1 vector. The first element is
the old gstep parameter, the second element is the new gstep parameter. The step defined for the
computation of the hessian matrix is now:

h1=max(abs(x),sqrt(gstep(1))*ones(n,1))*eps^(1/6)*gstep(2);
 2012-03-09 16:36:26 +01:00
Stéphane Adjemian (Charybdis) ec9b47426a Added an option for the threshold level of neff in the generic case of the resampling routines. 2012-03-09 12:44:25 +01:00
Houtan Bastani ec2528ae9b estimation: fixes to options statement 2012-03-09 11:47:25 +01:00
Houtan Bastani dd67a81e57 estimation: place parameter priors in their own substructure 2012-03-09 11:46:09 +01:00
Stéphane Adjemian (Charybdis) 464dcb651e Changed defaults related to extended path. Removed some unused options. 2012-03-08 12:45:53 +01:00
Ferhat Mihoubi 8ac14f8c80 Adds fixed point solvers for Sylvester and Lyapunov equations 2012-03-06 12:03:23 +01:00
Stéphane Adjemian (Charybdis) a2f3a53634 Parallelization of local_state_space_iteration_2 (used in non linear filters). 2012-03-05 23:11:49 +01:00
Stéphane Adjemian (Charybdis) cf19df92ef Added an option fot the mode_check plots for defining the size of the neighbourhood around the estimated posterior mode. 2012-03-05 15:03:55 +01:00
Stéphane Adjemian (Charybdis) 83b536c618 Moved CMAES options in global_initialization, so that the options of this routine can be modified by 
the user by writting in options_.cmaes.
 2012-03-04 22:13:00 +01:00
Stéphane Adjemian (Charybdis) 724b99412f Added option for kitagawa/stratified approach in traditional resampling. 2012-03-04 22:12:59 +01:00
Stéphane Adjemian (Charybdis) fb4def04bd Fixed bug related to the name of the sub-structure for the non linear filters. 2012-03-04 22:12:59 +01:00
Marco Ratto c848b3337a added nodisplay and graph_format options and applied to prior plots and graphs in estimstion routine. Tex tables also splitted when more than 50 params are estimated. 
nograph: no figure is done
nodisplay: plots are done behind the scenes
graph_format: default only eps figs are saved. it accepts cell vector like {'eps','pdf','fig'}
 2012-02-13 11:58:28 +01:00
Stéphane Adjemian (Charybdis) 87f4dad51a Changed default value of use_bytecode option. By default, the bytecode solver is not used. 
Note that, even for small models, there is a (very) substantial gain in using the use_dll option.
 2012-02-04 16:56:09 +01:00
Stéphane Adjemian (Charybdis) 704b0c9659 Added an option specifying if the bytecode solver has to be used first. 2012-02-04 16:26:22 +01:00
Stéphane Adjemian (Charybdis) 8a35ee7363 Added an option to skip the test on the number of periods over which the perfect foresight models are solved. 2012-02-04 16:19:15 +01:00
Stéphane Adjemian (Charybdis) 64ebd1d0d7 Changed the default value of options_.ep.fp. Test the stability of the solution only for the first period (when the value of periods is increased). 2012-02-03 14:05:06 +01:00
Stéphane Adjemian (Charybdis) f63ce01859 Put debug and memory modes in options_.ep. 2012-01-21 14:13:31 +01:00
Stéphane Adjemian (Charybdis) 58f4feb6ad Cosmetic change + Added scramble mode (possibility to add noise in the future). 2012-01-20 16:40:17 +01:00
Michel Juillard f9d2dec97f preparing dsge_loglikelihood.m for future integration of estimation DLL 2012-01-08 21:55:02 +01:00
Michel Juillard 80ca47d62a Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-31 10:10:41 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval 
Really closes: #157
 2011-12-28 11:35:22 +01:00
Sébastien Villemot c541ceb849 Remove unused options_.deterministic_simulation_initialization 2011-12-28 10:44:34 +01:00
Stéphane Adjemian (Charybdis) 45d85f19fa Added options for non linear filters + Cosmetic changes. 2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis) 3e84e333b4 Changed verbosity options (fast deterministic simulations). Default is options_.verbosity==1. 2011-12-26 17:46:48 +01:00
Stéphane Adjemian (Charybdis) e2f69ab4fc Added arbitrary order of approximation for the Stochastic Extended Path approach. 
Default is that we only consider shocks in t+1 to approximate the expectations. If
options_.ep.stochastic.order is set to s>1, shocks in t+1, t+2, ..., t+s are
considered. Obviously the (tensorial) tree of future shocks is growing
exponentially.

Other numerical rules of integration have to be added...
 2011-12-23 17:57:41 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard 316c1b4dd6 Merge branch 'master' into dr1break 2011-12-16 20:50:18 +01:00
Stéphane Adjemian (Charybdis) 857eb7438f Added provisions for future shocks (using Gaussian quadratures). 2011-12-16 11:42:03 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in 
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
 2011-12-15 17:35:26 +01:00
Marco Ratto b23c508671 Initialize new option analytic_derivation for estimation. 2011-12-13 17:05:55 +01:00
Stéphane Adjemian (Charybdis) a36cf30118 Make options_.dynatol specific to x/f by adding dynatol.x and dynatol.f. By default dynatol.x=dynatol.f= old default value of dynatol. 2011-12-12 14:20:14 +01:00
Michel Juillard 7c62fafe0c Merge branch 'master' into dr1break 2011-12-10 20:10:31 +01:00
Stéphane Adjemian (Charybdis) 6d9983df0c New version of the extended path routines. 2011-12-09 18:03:30 +01:00
Stéphane Adjemian (Charybdis) 3318542895 Removed old verison of extended path routine. Added new version in dynare/matlab/ep. Added field (ep) in option_ for the extended path routines. 2011-12-05 10:58:39 +01:00
Michel Juillard d14d0f8b45 initialazing bayestopt_ 2011-10-31 18:26:53 +01:00
Michel Juillard 36d5462328 options_.jacobian_flag is now set in global_initialization.m 2011-10-20 20:40:15 +02:00
Sébastien Villemot ddc029394c Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Michel Juillard ee7078e56c factoring out steady-state computations; steady_state_model now 
generates <fname>_steadystate2.m returning parameters as well in case
they have been modified by the user. Added several test cases.
 2011-10-12 21:51:14 +02:00
Michel Juillard 80c69c404b Revert "added default options_.nobs = []; reset options_.nobs after call to" 
This reverts commit 8dc6b78dde.
 2011-09-18 14:37:29 +02:00
Michel Juillard 8dc6b78dde added default options_.nobs = []; reset options_.nobs after call to 
intialize_dataset()
 2011-09-18 12:00:11 +02:00
Stéphane Adjemian (Charybdis) fe55f6a506 Added field for nonlinear filters (initialized as an empty matrix). 2011-09-14 23:41:37 +02:00
Houtan Bastani da8fabf43c remove upper/lower_cholesky options from ms_estimation and sbvar 2011-09-13 11:45:42 -04:00
Houtan Bastani 09df8bcf77 clean up sbvar code 2011-05-31 16:07:05 +02:00
Houtan Bastani 2b2de22956 bug fix: add sbvar options back to global_initialization 2011-05-30 17:46:11 +02:00
Houtan Bastani f5b6142f04 add option 'file' to exist function 2011-05-30 16:31:56 +02:00
Michel Juillard 82600953f1 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Michel Juillard 557ee2c004 removing options_.discount_factor that is replaced by parameter optimal_policy_discount_factor 2011-05-24 16:02:42 +02:00
Houtan Bastani 7f374f491f SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Jacob Smith da43f3d0f5 Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings 2011-05-13 15:13:02 +02:00
Stéphane Adjemian (Sedna) 1f236dca66 Added new simplex optimization routine (mode_compute=8). 2011-05-10 14:18:23 +02:00
Stéphane Adjemian (Sedna) 50e9422c34 Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean. 2011-05-06 14:39:00 +02:00
Michel Juillard 5f8b5fa467 removing useless 'd' output argument from the Kalman smoother functions. Removed global initialization of options_.diffuse_d. Fixed minor bugs in Kalman smoother functions. 2011-03-24 18:38:01 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Michel Juillard e5d9a7eb42 corrected bug for options_.kalman_tol and increased its default value to 1e-10 2011-02-10 18:48:08 +01:00
Michel Juillard 6ad29c9879 SWZ: fixing options vlistlog and vlistpercentage 2011-02-09 06:29:21 +01:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Michel Juillard 2e0a36ae9f Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters. 2011-01-13 21:10:06 +01:00
Michel Juillard dcc46959b4 The default for options_.qz_criterium is now different for different contexts: 
qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1

This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
 2010-12-23 08:34:13 +01:00
Michel Juillard dfbd10a524 added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations. 2010-12-08 13:02:59 +01:00
Stéphane Adjemian (Charybdis) 73fb71b9c8 Removed references to options_.simul_seed. 2010-11-27 00:19:22 +01:00
Stéphane Adjemian (Charybdis) db54c2d76e Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz. 2010-11-26 17:16:12 +01:00
Stéphane Adjemian (Charybdis) 5c709e4733 Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag 
(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
 2010-11-15 13:06:39 +01:00
Marco Ratto e846c5cda7 New parallel dynare: 
1) safe management of remote folder;
2) shh scp (and windows equivalent) commands are concentrated in the master;
3) management of remote crashes;
4) begin building option to interrupt remote processes;
5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
 2010-10-08 16:15:50 +02:00
Stéphane Adjemian (Scylla) 29f9bb953e Fixed bug related to the mh based approximation of the posterior covariance matrix (used 
for the jumping distribution).
 2010-09-01 22:15:47 +02:00
Stéphane Adjemian (Scylla) be1e0f1b8a Fixed bug for mode_compute=6 in Octave. Added an option to replace waitbar in matlab by 
textbar (as in Octave). The user has to set options_.console_mode before the
estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
 2010-06-25 15:03:04 +02:00
Houtan Bastani 9b5df05804 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00
Stéphane Adjemian (Charybdis) 945c434afe (1) Added pruning algorithm for second order simulations (matlab code). 
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to
A_times_B_kronecker_C).

(3) Removed useless globals.

(4) Cosmetic changes and corrections on headers.
 2010-05-25 14:00:08 +02:00
Michel Juillard 956b42fdff corrected bugs in shock_decomposition 2010-04-27 19:50:42 +02:00
Sébastien Villemot da74e53204 Preprocessor: 
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
 2010-04-14 15:03:41 +02:00
Michel Juillard 6a2d2a7b46 smoother deals with all variables in M_.endo_names unless option SELECTED_VARIABLES_ONLY is used 2010-04-02 21:40:50 +02:00
Michel Juillard b261eb0ba2 integration of partial information in stoch_simul (thanks to George, Joe and Paul) 2010-03-23 11:09:59 +01:00
Michel Juillard 9b20ae958c added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Michel Juillard 6d4b0ecab7 SWZ: 
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions
- fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables.
- fix path in test_upper_cholesky.mod
 2010-03-15 12:03:37 +01:00
Michel Juillard 591e426110 - reversed ordering for lower and upper Cholesky 
- added tests
- fixed various bugs
- modified initial values
Still unfinished
 2010-03-10 08:32:51 +01:00
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 1e31815805 New option parallel_info 2010-02-12 17:38:47 +01:00
Michel Juillard 7019b382d7 added initialization of priodens.m in global_initialization.m 2010-02-08 11:15:14 +01:00
stepan 696e8ee140 Added a new input argument (epsilon) in gradient routines and csminwel.m. This parameter defines the length of the steps considered 
by numgrad routines to compute the gradient. The default value (defined in global_initialization.m) for this parameter is 1e-6. The
value of epsilon is stored in options_.gradient_epsilon.




git-svn-id: https://www.dynare.org/svn/dynare/trunk@3335 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-10 16:51:33 +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
sebastien cf77c3f245 * Fix USE_DLL option at order 2 (closes #64) 
* Added a corresponding test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3236 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-14 11:06:29 +00:00
sebastien ee3ceb7db6 M-files and preprocessor: 
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 17:51:47 +00:00
sebastien 59ca45e4f4 Removed last remnants of "ct_" global variable 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 16:30:56 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 19:54:45 +00:00
stepan 9a23cee31c * Changed name of ct_ --> options_.terminal_condition. The default value is zero 
(the terminal condition is y_{T} = y^{\star}), other possible values
  are  1  (terminal  condition   is  y_{T+1}=y_{T})  and  2  (terminal
  condition is  y_{T+1}=TransitionMatrix*y_{T}, where TransitionMatrix
  is given by the first order approximation of the reduced form model).
* Added mode options_.terminal_condition=2 in perfect_foresight_simulation.m.



git-svn-id: https://www.dynare.org/svn/dynare/trunk@3176 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 16:24:57 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-29 17:16:10 +00:00
stepan ee74f38b11 Removed (or moved) initialization of options_'s fields from simul.m. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3079 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-23 12:52:16 +00:00
sebastien df7bc34379 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 16:55:31 +00:00
sebastien aa6ff983a9 AIM solver: 
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-20 15:44:56 +00:00
ferhat e1f17fa9e5 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved. 
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-18 15:18:16 +00:00
sebastien 579b5f509e Cleanup "cutoff" and "mfs" options (the former is no longer in options_) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2888 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-03 10:10:06 +00:00
sebastien 74232e9ee5 * Added new option stack_solve_algo to simul 
* Added solve_algo=5 for steady
* Remove obsolete method option of simul
* Added various checks to avoid unimplemented combinations of bytecode/block/solve_algo/stack_solve_algo


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2882 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 16:34:48 +00:00
ferhat 9f45200924 simulate.dll has been replaced by bytecode.dll 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2881 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 14:40:54 +00:00
sebastien a56de57637 Various cleanups related to new options "bytecode" and "block" 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2879 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:36:56 +00:00
ferhat beade4bea1 References to model_mod option are ruled out of M-files 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2878 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-02 13:07:59 +00:00
michel 3eb02c720d updating SWZ sbvar code 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2876 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-30 19:28:10 +00:00
ferhat ed6cda0ca1 New options for block decomposition and bytecode (see http://www.dynare.org/DynareWiki/ByteCode): 
- the options "sparse_dll" and "sparse" are no more available. They are replaced by combinations of block (for block decomposition) and bytecode (for model stored in a binary file)
- markowitz is now an option of simul and steady commands


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2873 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-29 15:04:11 +00:00
ferhat d32dd99210 - extension of normalization of equations to nonlinear equations 
- mfs: new option for 'steady' and 'model' commands. Determines the equation belonging to the set of feedback variables.
  mfs = 0 => all variables are considered as feedback variables (default value)
  mfs = 1 => using only naturally normalized equation as potential recursive equations (all variables assigned to unnormalized equations are considered as feedback variable)
  mfs = 2 => adding to the set of potential recursive equation with mfs = 1 the linear equation in endogenous variable normalized (all variables assigned to nonlinear unnormalized equations are considered as feedback variable)
  mfs = 3 => adding to the set of potential recursive equation with mfs = 2 the non linear equation in endogenous variable normalized
- correction of few buggs in simulate.dll
- block_mfs_dll: new option for 'steady' command. Use simulate.dll to solve the steady state model (speedup the computation of the steady-state and the homotopy)

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2866 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-08-25 09:43:01 +00:00
sebastien e8700bc046 Implemented MATLAB part of the block_mfs option to steady. 
(Still need to fix a bug)


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2829 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 16:35:07 +00:00
stepan a089e59f3c dynare/trunk:: 
+ Added a  new option for likinit=2 used to define  the numbers on the
initial diagonal Pstar matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2828 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-09 15:41:11 +00:00
michel 05189497a5 changed handling of nonstationary variables: 
- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-07-04 14:11:51 +00:00
stepan 5f8de6f142 + Added error messages related to the output of the steadystate file. 
+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 08:30:27 +00:00
ratto d10423ec19 Added mode_check_nolik option, with default = 0 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2772 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-19 08:44:08 +00:00
stepan f039875f60 + Various bug fixes related to prior sampling. 
+ Removed globals in set_stationary_variables_list.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 14:36:30 +00:00
stepan 271b16a879 + Moved the definition of dr_.qz_criterium from dr1.m to global_initialization.m. 
+ dr1.m: Removed useless field declarations in dr1.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2748 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-09 15:06:21 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance 
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 14:50:02 +00:00
ratto 41f59bfb51 Initialize parallel structure at 0. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2665 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-08 15:23:51 +00:00
michel 1b7df60410 4.1: initializing M_.params = [] for the case where there are no parameters declared in the model 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2656 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-05-04 19:31:48 +00:00
george 7ac5750ac4 added options_.use_k_order=1 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2447 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-03-03 12:00:46 +00:00
stepan 0bb00c71eb v4.1:: 
+ Added new file for prior sampling (prior_sample.m). 
+ Undo previous change on prior_draw.m (transposition of pdraw).
+ Bug correction in prior_draw.m.
+ Added field in options_: the default number of mc simulations in the
prior distribution.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2431 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-19 16:27:04 +00:00
stepan ba080ab910 v4.1:: Changes related to lyapunov_symm. 
+ Fixed a bug introduced in the previous commit.
+ Added a threshold parameter for the complex blocks in the upper
triangular matrix T in lyapunov_symm.m (new field in options_)
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2414 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-12 14:16:10 +00:00
michel 47c51d42cc added option to compute covariance matrix of coefficient (default = 1) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2405 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-08 09:23:31 +00:00
michel 5f148e90f4 adding PLOT_PRIORS option, no plotting is the new default 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-02-03 14:10:16 +00:00
sebastien 6017007f4f trunk: fixed dsample command (was broken until now) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2301 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-08 16:19:59 +00:00
sebastien 2134146033 trunk: 
* removed obsolete global variables "endval_" and "rplottype_"
* removed duplicate initialization of options_.replic


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2295 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-12-05 15:34:26 +00:00
adjemian f58cdcf676 v4.1: Files related to kalman filter (likelihood evaluation of a state space model with or without missing observations). 
* Added a new tolerance parameter specific to the iteration on the riccati equation.
 * Added a kalman filter routine allowing for missing observations.
 * I do not distinguish anymore models with and without measurement errors (the same m file is used for both models to evaluate the likelihood). For a model without measurement errors H hat to be set to 0 scalar.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2148 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-10-13 18:54:42 +00:00
sebastien 2af294a5e6 trunk: removed remnants of dr_algo option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2118 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-26 16:49:51 +00:00
adjemian b4c04a27cc Added autocorrelogram for the posterior draws. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2017 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 10:16:44 +00:00
adjemian b5f0fa26ee Changed default value for options_.trace_plot_ma 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2015 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-02 09:09:36 +00:00
adjemian fb3899018e + Added trace plots. 
+ Correction of a bug related to ferhat's recent commits (options_.model_mode has to be declared somewhere).

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2013 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-09-01 11:44:26 +00:00
adjemian a9be2e5f13 Added Independent Metropolis Hastings and multivariate student as an alternative to multivariate normal for the proposal distribution. The default posterior sampling algorithm is random walk metropolis with a gaussian proposal distribution. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2009 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-28 13:38:07 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
george bee92a9714 The path to the AIM directory is added by dynare_config.m 
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default. 

If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul. 
GP July '08

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1966 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-28 09:46:07 +00:00
michel c9cf49e30b options_.nk default is now set to 1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1963 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-26 14:15:21 +00:00
adjemian eeb0bee292 Initialization of the deterministic simulation is made optional. Added an option for homotopic solution to deterministic models (not ready). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1944 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-09 08:47:38 +00:00
adjemian b99a83d1be Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-08 14:29:11 +00:00
adjemian 27886047cf * Changed numgrad.m. If fcn(x+h) is not well defined (for instance cost_flag=0 because of BK conditions) we compute the gradient using (fcn(x)-fcn(x-h))/h instead of the original formula (fcn(x+h)-fcn(x))/h. 
* Added function numgrad3.m. This new function uses a three point formula to compute the gradient. By default Dynare uses the two point formula. By setting options_.gradient_method=3 Dynare switches to the three point formula. Note that an input argument has been added to csminwel.
* Added automatic detection of needed constant in dsge-var model (may be problematic is some cases)

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1935 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-07 12:58:13 +00:00
michel 2c8a9d2f60 cleaning diffuse algorithms 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1922 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:48:14 +00:00
michel a148c0a3f1 undoing changes 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1919 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:38:44 +00:00
michel 36f264a1ca put back DsgeLikelihood_hh.m that is used by option 5 of the optimizer 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1918 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-02 11:15:19 +00:00
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-21 08:33:31 +00:00
michel dfc1f3c90f dynare_v4: exploitation of posterior distribution (unfinished) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1877 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-16 10:38:36 +00:00
michel 59c30113c1 v4: added options for homotopy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1745 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-24 08:56:48 +00:00
adjemian 8917d41046 Added multivariate student as a proposal distribution for the metropolis hastings. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1743 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-03-13 08:27:55 +00:00
assia b453d8c630 header updated 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1593 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-16 15:35:02 +00:00
ferhat d884d8a397 New features: 
- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code: 
  New option in model : sparse
  Example:
  Model(SPARSE);
  ….
  End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model. 
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of  the Newton Method. Two Krylov's solvers are considered : 
   + Generalized Minimum Residual Method (GMRES) 
   + BiConjugate Gradients Stabilized (BICGSTAB)
  To call them the SIMULATE command has to be completed with a new option : METHOD which could have three   different values : 
   + LU : (default value)  Sparse LU resolution
   + GMRES 
   + BICGSTAB
	 	Example:
 			simul(periods=100, method=lu);
                        or        simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma. 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-11-20 23:24:01 +00:00
michel 8204b9abd6 v4 global_initialization.m: added default for options_.dsample = 0 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1442 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-11-15 13:00:35 +00:00
adjemian 254a2df272 Correction of a bug in bvar-dsge estimation. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:32:28 +00:00
michel 188a128446 v4 dynare_MC.m: options_.filter_step_ahead is now empty by default 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1311 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-09 07:49:55 +00:00
michel 85ea921bc1 v4: changed initialization for steady state solver tolerances 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1309 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-08 16:35:05 +00:00
adjemian 564cf13c2d options_.mh_recover was not declared (default value is 0) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1305 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-06 12:45:37 +00:00
ferhat 77d6a24cf7 Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-06-03 22:35:30 +00:00
michel 4cf7281291 v4: bug correction in initialization of engodnous variables 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1189 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-15 11:24:34 +00:00
adjemian 9f0ce4ac18 Estimation of BVAR models 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-13 16:38:51 +00:00
michel 4e1122f014 v4: merge changes to dynare_estimation.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-02-11 12:48:41 +00:00
adjemian f9d57f9389 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 16:34:54 +00:00
michel 1497fa98f0 v4: added initialization of options_.ramsey_policy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1134 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-04 17:03:41 +00:00
michel 77cdcce658 v4: adding Ramsey policy to parser; 
changes to Ramsey policy Matlab code

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-04 14:42:27 +00:00
michel ce3a9a76ae v4: bug around options_.replic 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-18 07:37:22 +00:00
michel f34a6fa016 v4: removed forecast option group 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1071 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-14 20:26:38 +00:00
michel 97c4ec9643 v4: making options_ group for forecasting 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1061 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-11 16:00:05 +00:00
michel bdf036e402 v4 global_initialization: added options 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1021 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-04 16:11:49 +00:00
michel 36dd0274d5 v4 global_initialization.m: changed to dr = [] 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@990 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-18 15:42:37 +00:00
adjemian 4dc01acbd6 correction of a bug related to BVAR-DSGE models. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@930 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-22 15:58:43 +00:00
michel 1f56e496b1 v4: corrected osr 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@924 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-21 15:48:01 +00:00
adjemian 66722531f8 Added the steady state provided by the _steadystate file is checked in steady_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@914 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 14:16:34 +00:00
michel f998aef46c v4: correction of computation of variances in models with unit roots 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@912 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-09-15 12:20:28 +00:00
michel e2882021d4 v4: various updates to Matlab code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-24 13:07:26 +00:00
michel 4baff7fdd2 v4: changed oo_.y_simul in oo_.endo_simul 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@849 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-31 15:46:55 +00:00
michel eca3df3338 v4 parser.src: made rplottype an option 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@724 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-29 14:29:41 +00:00
michel 161753429a v4: added global_initialization.m and changed parser accordingly 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@718 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-04-20 08:53:28 +00:00