ce5c510d06
v4.1: add provision for <modfile>_steady_state.m and auxiliary variables for leads on more than 1 period
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3022 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:37:23 +00:00
541129c1be
v4.1: adding add_auxiliary_variables_to_steadystate.m and code to adjust output of <fname>_steadystate.m for additional auxiliary variables
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3014 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-02 12:10:50 +00:00
beade4bea1
References to model_mod option are ruled out of M-files
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2878 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-02 13:07:59 +00:00
6cb41e0252
* Added info=19 in resol.m (problem in the steady state file).
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* Bug fix in prior_sampler.
* Print more informations (BK conditions, steadys state or mjdgges
* problems...) when running get_prior_info.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2567 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-07 22:08:39 +00:00
f02ea822ec
Removed useless global.
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2555 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-06 10:34:49 +00:00
c42f33ff47
Bug fix + Cosmetic change. Do not compute the likelihood if the steady
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state is complex.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2554 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-03 22:23:46 +00:00
4a3baea105
v4.1: added check and penalty for complex steady state
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2548 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:40:56 +00:00
91fb6ee044
Use check (the second output of the steady state file) to pass a
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penalty defined in the steady state file.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2547 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-02 13:24:41 +00:00
52458e94ff
v4.1:: Removed the test for complex matrices E and D. Added a test for
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complex numbers in the jacobian matrix.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 17:49:28 +00:00
5f02e69a67
v4.1:: Added a test for complex numbers in matrices E and D before the
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call to mjdgges.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 15:37:55 +00:00
a6bd42218c
diminished tolerance in computation of steady state for linear models. This corrects a bug in estimation of constants in linear models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2283 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-03 10:12:52 +00:00
2af294a5e6
trunk: removed remnants of dr_algo option
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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
0c23ac2b06
v4 matlab:
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* fixed various copyright headers
* added URL pointer to C. Sims' original files
* removed obsolete dgamma.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2018 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-02 15:18:05 +00:00
08688fd7f3
Check command compatible with sparse model
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- New version of dr1.m (dr1_sparse.m & dr11_sparse.m) to handling sparse model (dr1_sparse and dr11_sparse could replace dr1.m)
- model_info command to describe the block structure of the model
- transition_matrix.m modified to be compatible with sparse model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2006 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-28 13:18:09 +00:00
db50368418
v4 matlab: fixed some existing copyright headers (and some other minor header issues)
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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
2dab221499
Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 09:45:28 +00:00
75fb140b5c
v4 matlab+preprocessor:
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* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
d999166b14
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1533 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 12:00:54 +00:00
5115f8430d
v4 resol.m: correcting bug with linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:50:31 +00:00
6d6e3020b3
_static file name defined also when _steadystate file is available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1236 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:23:14 +00:00
348bfca62b
v4 resol.m: bug fixing
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 16:21:15 +00:00
20ac65e1fe
v4 resol.m: ..._steadystate.m takes prioru\ity even for a linear model
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1140 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 11:04:30 +00:00
85a34d8046
v4 resol.m: changed options_.olr in options_.ramsey_policy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1139 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 10:37:22 +00:00
77cdcce658
v4: adding Ramsey policy to parser;
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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
6eac49b1d7
Correction of bugs related to the _steadystate file.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@822 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-17 08:47:30 +00:00
07d09ed858
Correction of bugs related to the steady state computation for estimation. Added a new optimization routine (mode_compute = 6).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@806 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-28 17:35:05 +00:00
e424c799ce
adding dynare_v4/matlab/doc with m2html documentation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@805 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-27 19:46:58 +00:00
ac5a09a233
v4: cleanup unused function
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
742df69762
v4 added M.Ratto's change to diffuse filter/smoother and optmizer
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@641 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-03-03 13:13:00 +00:00
6e23ddbf6d
v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-18 16:50:33 +00:00
de1ad98111
v3 dynare_estimation: corrected bug whith mean_varobs when prefilter==1
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@548 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-12-13 12:53:57 +00:00
c8812b552e
changed computation of steady state for linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@464 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-27 20:22:40 +00:00
46b1cb222b
parser corrections + adapting 2nd order approx code
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@458 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-22 14:28:25 +00:00
9043cc2a35
corrected function calls
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@450 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 14:15:35 +00:00
bc45372bbb
correction exo_det
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@447 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-11 09:39:21 +00:00
9a9872fd33
dynare_v4 from CVS
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00
michel
ferhat
stepan
sebastien
adjemian
assia
ratto