812dcae89d
sur: fix bug in parameter indices
2018-01-29 15:26:28 +01:00
c671b78952
plot_contributions: if getEquationsByTags returns an empty jsonmodel, we know that no equation was found with `equationname` so simplify check
2018-01-25 15:57:50 +01:00
8f66bc97eb
fix header in plot_contributions
2018-01-25 15:53:31 +01:00
b3d05e84df
fix bug in plot_contributions
2018-01-25 15:53:02 +01:00
683c89de43
SUR: add option to estimate certain parameters
2018-01-25 15:45:26 +01:00
21fe74d8e3
dyn_ols: fix bug in sample range
2018-01-24 17:27:29 +01:00
f3f820135a
getEquationsByTags: aesthetic fix
2018-01-24 17:27:29 +01:00
4608e6b2cd
Updated dseries submodule (fixes and new routines for the FAME interface).
2018-01-24 14:35:33 +01:00
bdb171ad44
Fixed bug on endo_names' type (cell versus char array).
2018-01-22 11:44:30 +01:00
e333f8970d
fix comments
2018-01-19 14:41:28 +01:00
c9b787f684
pooled_sur_common: fix error messages
2018-01-19 12:52:40 +01:00
c42311de12
simplify getEquationsByTags
2018-01-19 12:51:51 +01:00
c17f648b39
pooled_ols: remove unnecessary call to dbstack
2018-01-19 11:38:13 +01:00
34cf18a96a
dyn_ols: fix bug in assignment to M_.params
2018-01-18 17:22:23 +01:00
7e4f5abfa5
dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
2018-01-17 17:19:35 +01:00
ad1d779559
pooled_ols: only return argument if called from pooled_fgls
2018-01-17 12:57:58 +01:00
b0b75d1c2c
pooled_ols: simplify calling structure
2018-01-17 12:50:22 +01:00
d392738412
pooled_ols, pooled_fgls: add eqtags option
2018-01-17 12:45:44 +01:00
ead8e1011a
sur, surgibbs: add possibility to select subset of equations
2018-01-16 18:42:15 +01:00
8f738d9eb4
get_ar_matrices: improve assertion
2018-01-16 17:45:52 +01:00
702ffb207e
get_ar_matrices: simplify code
2018-01-16 17:05:07 +01:00
d5ace05281
dyn_ols: take care of trailing underscore when LHS var ends with )
2018-01-16 16:33:15 +01:00
f01210085f
dyn_ols: control the number of input arguments
2018-01-16 16:13:38 +01:00
7a4c9a64c3
introduce function to get autoregressive matrices for specified equations
2018-01-15 23:01:58 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
23a251e7d7
plot_contributions: fix bug
2018-01-12 12:04:58 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
...
# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
f4b25efc5a
bug fix with initial_date for conditional shock decomposition
2018-01-10 15:12:39 +01:00
a63bc5b7f0
fixed bugs with dating of AOA decompositions
2018-01-10 15:12:39 +01:00
3e589d2440
Bug fixes in
...
1) definition of annualized_realtime_conditional_shock_decomposition
2) making plots when vintage is not Q4. The latter required some restructuring and factorization of the code
2018-01-10 15:12:39 +01:00
6c5fc8d0fe
new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points.
2018-01-10 15:10:55 +01:00
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
a04b2876f2
bug fixes:
...
- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
2018-01-10 15:06:13 +01:00
5d6b688f38
Bug fixes:
...
- wrong output list of evaluate_smoother (M missing_)
- realtime option must be forced to be zero
- wrong name of option fig_names
2018-01-10 15:06:13 +01:00
45166aba81
Bug fix for undefined yr variable
2018-01-10 13:14:27 +01:00
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
61ff77c7ba
fix typos
2018-01-05 17:19:33 +01:00
c1de50bbc2
surgibbs: draft change and test
2018-01-05 17:13:46 +01:00
27819954d0
fix typo
2018-01-05 15:13:58 +01:00
09444882aa
sur: bug fix, missing chol
2017-12-18 09:01:09 -05:00
875b1eec22
sur: change output type for sur gibbs
2017-12-18 08:35:04 -05:00
a07b61909c
Fixed bug (substitutions in equations).
2017-12-15 09:14:14 +01:00
fd721719e5
surgibbs: remove varargin which was never used
2017-12-14 11:21:39 +01:00
981ec0089f
pooled_sur_common: add comments
2017-12-13 12:29:42 +01:00
8ab317b302
pooled_ols_common: fix corner case
2017-12-13 12:07:48 +01:00
Houtan Bastani
Stéphane Adjemian(Charybdis)
Houtan
Marco Ratto
Johannes Pfeifer