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3854 Commits (83230103940a6e902a6c601c88f2a9453bb49526)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 893d2ca2b2 Added comments on plot_conditional_forecast command. 2011-08-30 16:05:15 +02:00
Sébastien Villemot df0edeecf0 Theoretical moments: handle nicely the case where all variables are either constant or non stationary 2011-08-29 17:35:35 +02:00
Marco Ratto 1f4ea5aaa5 Small bug fixes: 
thanks to Jesper Linde and Malin Adolfson
 2011-08-23 23:20:48 +02:00
Sébastien Villemot c5ecad8c2e Ref. manual: add a description of oo_.conditional_variance_decomposition 2011-08-23 17:57:50 +02:00
Sébastien Villemot 2914739b6b User guide: update last changed date 2011-08-23 17:06:32 +02:00
Sébastien Villemot bc8f960bbf User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 19a994afda User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 79284070ae User guide: synchronise RBC_Est.mod with the text 2011-08-23 17:06:32 +02:00
Sébastien Villemot e4a590e626 User guide: fix error in estimation MOD file (only in the text, not in the accompanying files); with steady/check, it fails because paremeters are not initialized 2011-08-23 17:06:32 +02:00
Sébastien Villemot 62e32a37cb User guide: revert to mode_compute=4 in example (closes #121) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 555c85a3b9 User guide: reflect the fact that "simul_seed" option has been removed 2011-08-23 17:06:32 +02:00
Sébastien Villemot 59dd307ed9 User guide: remove useless file 2011-08-23 17:06:32 +02:00
Houtan Bastani 4674d3a982 ms-sbvar: change error_bands option to no_error_bands as the default is on 2011-08-23 13:43:24 +02:00
Houtan Bastani 06f363da5b ms-sbvar bugfix: support median option 2011-08-23 13:43:24 +02:00
Houtan Bastani 6ef0f0c94d ms-sbvar bugfix: remove option shocks as it is not used 2011-08-23 13:43:24 +02:00
Houtan Bastani 383b12df0e ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions 2011-08-23 13:43:24 +02:00
Houtan Bastani 4e8dcc1a27 ms-sbvar bugfix: changed option to match the option searched for in the mex file 2011-08-23 13:43:24 +02:00
Sébastien Villemot 8ab889a225 Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments 2011-08-23 11:53:32 +02:00
Sébastien Villemot 7224c889fd Ref. manual: fix case of oo_.PosteriorIRF.dsge 2011-08-23 10:35:44 +02:00
Houtan Bastani 9a0a87ca44 save make-check summary to text file 2011-08-19 19:18:14 +02:00
Sébastien Villemot 41a8ff55d7 Reference manual: fix description of EXPECTATION operator (closes #191) 2011-08-19 18:18:57 +02:00
Sébastien Villemot 51f759c59f Fixed typo in error message 2011-08-19 17:20:40 +02:00
Houtan Bastani 426682d632 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Houtan Bastani 65d05f1a31 remove unused variables from preprocessor 2011-08-19 16:59:12 +02:00
Houtan Bastani 18bd51952f output derivatives of static model when identification is present (closes #127) 2011-08-19 16:58:44 +02:00
Houtan Bastani 7357a23114 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Michel Juillard cee82819f3 changed test for NaN and Inf in Jacobian, changed info error number, changed error message 2011-08-18 22:22:23 +02:00
Houtan Bastani f6f61df162 fix typo 2011-08-18 09:41:54 +02:00
Sébastien Villemot 6bd588520c Reference manual: fixed minor errors in the usage of @xref 2011-08-17 16:44:06 +02:00
Sébastien Villemot d05d1f878b Merge remote-tracking branch 'houtanb/master' 2011-08-17 15:55:24 +02:00
Sébastien Villemot 1d67940ea6 Merge commit 'remotes/ferhat/master~2' 2011-08-17 14:18:05 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani d71b9bd250 MS-SBVAR: remove reinitialization of random number generator 2011-08-16 14:26:32 +02:00
Michel Juillard 7e29a03fad now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs 2011-08-15 15:27:30 +02:00
Ferhat Mihoubi dfec70bcfd correct a bug during the state variables detection 2011-08-11 14:15:51 +02:00
Ferhat Mihoubi 95671d8932 A model can be solved with (block and/or bytecode) and linear options 2011-08-11 14:15:50 +02:00
Ferhat Mihoubi b4b2f21695 The theoretical autocovariances can be computed with block option 2011-08-11 14:15:50 +02:00
Ferhat Mihoubi 567ef44f6d - Corrects the simulation period for a forward looking system 2011-08-11 14:15:49 +02:00
Houtan Bastani c1ffa446e2 add missing semicolons 2011-08-10 18:23:08 +02:00
Houtan Bastani 8ac06f9319 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +02:00
Houtan Bastani 0f001abbe4 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Houtan Bastani 676f201e5b MS-SBVAR: rework file cleaning 2011-08-10 18:22:37 +02:00
Houtan Bastani 99c657a619 MS-SBVAR: use dynare seed 2011-08-09 16:40:36 +02:00
Houtan Bastani 64ba641add bug fix: add parenthesis around STEADY_STATE output in case it contains an expression 2011-08-08 18:49:18 +02:00
Michel Juillard df58ef9552 changin mh_drop behavior in adaptive_metropolis_hastings 2011-08-05 10:55:28 +02:00
Michel Juillard a9a81f10eb adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations 2011-08-05 10:55:28 +02:00
Houtan Bastani 588ecee275 MS-SBVAR: preprocessor bug fixes 2011-08-04 00:40:26 +02:00
Houtan Bastani 7a83b09842 MS-SBVAR: irf save bug fixes 2011-08-04 00:39:16 +02:00
Houtan Bastani 9ac3d6800d MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Houtan Bastani 1fdb4eb233 removed unused ms-sbvar tests 2011-08-02 12:07:44 +02:00