Houtan Bastani
1cd2df568a
Merge pull request #956 from JohannesPfeifer/dyn_mex_windows
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Fix bugs in dyn_mex.m under Windows
2015-06-18 11:48:12 +02:00
Stéphane Adjemian
73e1ddf7f0
Merge pull request #961 from rattoma/gsa
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Fix bug for models with leads and legs in exo variables
2015-06-18 11:32:37 +02:00
Stéphane Adjemian
bf707c1975
Merge pull request #962 from JohannesPfeifer/bvar_irf_fix
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Port bugfix #920 for Bayesian IRFs to BVAR routine
2015-06-18 11:27:55 +02:00
Houtan Bastani
770250aee9
submodule update: reporting
2015-06-17 12:58:03 +02:00
Houtan Bastani
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
Johannes Pfeifer
ecd03815c8
Port bugfix #920 for Bayesian IRFs to BVAR routine
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Fixes plotting of IRFs where IRFs turn from negative to positive
2015-06-15 19:31:09 +02:00
Houtan Bastani
44fd0b37f9
reporting: submodule update
2015-06-11 11:55:31 +02:00
Houtan Bastani
5f8709675a
doc: small fixes to reporting slides
2015-06-10 20:32:03 +02:00
Marco Ratto
a39c26060e
Fix bug for models with leads and legs in exo variables
2015-06-10 15:57:30 +02:00
Houtan Bastani
d075dccfa1
doc: small changes to dseries/reporting
2015-06-10 10:18:35 +02:00
Houtan Bastani
864b5f17bc
submodule update: dates
2015-06-10 09:28:07 +02:00
Houtan Bastani
383a852c9c
Revert "Merge branch 'rmExtraExo'"
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This reverts commit 28ffa9c56f
, reversing
changes made to 60b3577a09
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Conflicts:
preprocessor/Shocks.cc
preprocessor/SymbolTable.cc
2015-06-09 16:42:51 +02:00
Houtan Bastani
e4b8565797
Revert "preprocessor: fix bug in merge of rmExtraExo branch"
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This reverts commit def2bf81d2
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2015-06-09 16:41:00 +02:00
Houtan Bastani
d6a1a71556
Revert "preprocessor: replace extra exos in steady state model"
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This reverts commit 8bc946c148
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2015-06-09 16:40:14 +02:00
Johannes Pfeifer
22b1aa7a0d
Filter out case where estimated_params block is present but smoother on calibration is requested
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In this case, xparam1 will be empty while estim_params_ does not have conformable dimensions.
2015-06-09 14:51:32 +02:00
Johannes Pfeifer
ac7b8a691e
Fix evaluation of residuals stored in info
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They were wrongly based on the initial guess
2015-06-08 18:10:58 +02:00
Johannes Pfeifer
aa4f38b60a
Add unit test to filter out incorrectly accepted steady state
2015-06-08 18:10:57 +02:00
Johannes Pfeifer
a5e60834ca
Ascertain that only correct steady states for linear models are accepted
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Without the check, incorrect steady states were accepted. This happened for example if the model was not linear in the first place and solving a wrongly presumed linear equation system did not work.
2015-06-08 18:09:39 +02:00
Johannes Pfeifer
f0167d8cd5
Cosmetic fixes to manual
2015-06-08 16:49:40 +02:00
Johannes Pfeifer
dec37f372a
Document options for silent mode-finding
2015-06-08 16:49:40 +02:00
Johannes Pfeifer
35040725bb
Document TaRB algorithm
2015-06-08 16:49:39 +02:00
Johannes Pfeifer
c2f07c720f
Add check whether tarb_new_block_probability is between 0 and 1
2015-06-08 16:49:39 +02:00
Johannes Pfeifer
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
Johannes Pfeifer
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
Johannes Pfeifer
3bf13dd53b
Add functionality for TaRB
2015-06-08 16:44:44 +02:00
Johannes Pfeifer
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
Johannes Pfeifer
3c9b031bd1
Fix bug in dynare_estimation_init.m if steady state does not solve
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There was no check in dynare_estimation_init.m whether the steady state solved, but the noconstant option was set nevertheless. This gave rise to cases where a steady state file returned 0 for the observables, but the steady state did not exits. Due to later using use_calibration, this problem with the initial values was not detected, but the observation equation featured no constant although it should. The solution is to move the use_calibration option before the first steady state computation and then issue an error if the parameterization does not work
2015-06-08 16:35:50 +02:00
Johannes Pfeifer
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
Johannes Pfeifer
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
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This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
Houtan Bastani
8bc946c148
preprocessor: replace extra exos in steady state model
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(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
Johannes Pfeifer
58387f00e9
Make conditional forecasts compatible with histval
2015-06-08 15:42:14 +02:00
Johannes Pfeifer
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Johannes Pfeifer
5f40285307
Take care of more requested plot periods than unconditional forecast periods
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Also takes care of initial period that was neglected
2015-06-08 15:33:54 +02:00
Sébastien Villemot
1c6b394c77
Macro-processor slides: some updates, license under CC-BY-SA-4.0.
2015-06-08 14:55:13 +02:00
Stéphane Adjemian
c593b78e4b
Merge pull request #958 from JohannesPfeifer/unique_data_check
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Add check for unique data entries in dataset
2015-06-08 11:42:30 +02:00
Johannes Pfeifer
5d8da65e6d
Add check for unique data entries in dataset
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Leads to cryptic crashes if not filtered out
2015-06-08 11:16:40 +02:00
Houtan Bastani
d39eb4d922
doc: small fixes to dseries/reporting slides
2015-06-08 11:16:03 +02:00
Houtan Bastani
729954137b
preprocessor: fix sign comparison warning
2015-06-08 10:33:04 +02:00
Houtan Bastani
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer
249c2ca7ad
Force sampling from uniform distribution for ML in stab_map_.m
2015-06-08 09:45:09 +02:00
Houtan Bastani
aaee660f0a
doc: update dseries/reporting slides
2015-06-07 21:35:26 +02:00
Johannes Pfeifer
2479a4fa66
Delete redundant initval-block from fs2000.common.inc
2015-06-07 18:11:28 +02:00
Johannes Pfeifer
c864d9facb
Fix histvalf.m for steady state files
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In this case, ex0_ is required, but it was not set global, leading to crashes
2015-06-07 17:28:16 +02:00
Johannes Pfeifer
ba7087ca65
Add moments_varendo to fs2000 unit test
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Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
Johannes Pfeifer
13134e0c80
Make check_list_of_variables.m reflect that varobs is now a cell array.
2015-06-07 17:25:04 +02:00
Johannes Pfeifer
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
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Speeds up estimation
2015-06-07 17:11:39 +02:00
Johannes Pfeifer
c39331d526
Fix bugs in dyn_mex.m under Windows
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Fixes string comparison and copy and paste error.
2015-06-07 14:07:11 +02:00
Houtan Bastani
cf9d318e0c
doc: fix typos in dseries/reporting presentation
2015-06-07 11:50:36 +02:00
Stéphane Adjemian
e07607011c
Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation
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Fix bug in dynare_estimation_init.m with analytic_derivation where param...
2015-06-06 23:17:10 +02:00
Johannes Pfeifer
79ca991b02
Add initialization of c1 to sylvester3.m
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Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
2015-06-06 18:45:05 +02:00