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135 Commits (7ec25ee27e1f908c5c086c9060aa924ec98c88c6)

Author SHA1 Message Date
Houtan Bastani 0b64c61fc9 preprocessor: check size of domain argument 2012-01-02 22:44:50 +01:00
Houtan Bastani fd2d3b0e4a preprocessor: added back prior names w/o _pdf and fixed check and write 2011-12-30 17:09:45 +01:00
Houtan Bastani 6c5722ad2a preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani 2094297d59 preprocessor: remove unnecessary class prefix 2011-12-30 15:41:51 +01:00
Houtan Bastani 48f38af576 fix typo 2011-12-30 15:41:51 +01:00
Houtan Bastani f01b0025e0 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Sébastien Villemot a2061b6f4e Initialize empirical simulations with information provided in histval 
Closes: #195, #157
 2011-12-21 18:37:45 +01:00
Houtan Bastani 0554e47dc0 ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 3ff704d36d ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani c1e4155001 preprocessor: add subsamples 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
Sébastien Villemot 4e0801a92d Preprocessor: fix forecast command 
It was broken since the renaming of forecast.m in
8f1326e2f8
 2011-12-14 10:35:25 +01:00
Michel Juillard 61cd43b3be unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +01:00
Houtan Bastani 8121bd32ba MS-SBVAR: argument check for ms_compute_probabilities 2011-10-26 11:33:18 +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 e92c54ae3a ms-sbvar: correcting bug introduced in commit 90e4d40272 2011-10-13 13:34:28 +02:00
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for 
identification; added an example; still necessary to add error message
when restrictions are invalid
 2011-10-12 21:47:59 +02:00
Stéphane Adjemian (Scylla) bcf4fbfeff Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence 
of the check command).
 2011-09-17 12:53:38 +02:00
Houtan Bastani ab7003f8c8 MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani ba071a0a55 MS-SBVAR bugfix: reinitialize drop if necessary 2011-09-14 14:28:28 -04:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani 8ac06f9319 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +02:00
Houtan Bastani 9ac3d6800d MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard 54b813d3d7 MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices. 2011-08-02 10:49:50 +02:00
Michel Juillard 6f406ffca1 bug correction for exculsion_constants 2011-08-01 10:50:07 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Michel Juillard ad2bfdf1de ms-sbvar: correcting bug with restriction of lagged variables 2011-07-12 14:30:07 +02:00
Houtan Bastani 3a2d740732 preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani 09df8bcf77 clean up sbvar code 2011-05-31 16:07:05 +02:00
Houtan Bastani 1487147ba0 removed extraneous flag 2011-05-30 17:46:35 +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
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
Houtan Bastani 595171a02b identification: added advanced and max_dim_cova_group to the preprocessor 2011-04-20 12:14:47 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani 161647922c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +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
Houtan Bastani 98a8f54d38 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani 6d0b8e559e bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00
Houtan Bastani dd6159d791 SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot f4557cb195 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 551db4a446 Workaround for ticket #157 2011-02-04 12:38:12 +01:00
Sébastien Villemot 92b1451c70 Removed remnants of calib commands 2011-01-10 12:25:42 +01:00
Michel Juillard 05b9c70ae8 removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method. 2011-01-04 10:16:38 +01:00
Ferhat Mihoubi bc089f732e - Correct the simul call without input argument 2010-09-24 11:07:43 +02:00