stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
3,743 Commits
56 Branches
0 Tags
117 MiB
Commit Graph

3743 Commits (89e66dfd9882726c355e2e562b19488215657e01)

Author SHA1 Message Date
Michel Juillard 89e66dfd98 fixing problem with bayestopt_.p5 (prior mode) 2011-07-24 23:01:50 +02:00
Michel Juillard 50c085e5a3 using isequal while testing options_.mode_compute 2011-07-24 23:00:32 +02:00
Michel Juillard 2de9113889 update to ramsey_policy 2011-07-24 20:56:30 +02:00
Michel Juillard f5e453343f adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables 2011-07-24 20:56:30 +02:00
Michel Juillard a6281ac9f9 adding a first attempt for adaptive Metropolis Hastings 2011-07-24 19:52:05 +02:00
Houtan Bastani 509cc15191 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
Sébastien Villemot 80ea708d99 Update to license file 2011-07-16 09:30:01 +02:00
Michel Juillard a25454bedd MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option 2011-07-14 21:10:01 +02:00
Michel Juillard 6662aa9e26 expanded error message when initial values are incompatible with steady state equations 2011-07-14 12:20:36 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Houtan Bastani 6bc294aa33 documentation fix 2011-07-12 16:16:11 +02:00
Houtan Bastani 8f1b3bf995 documentation fix 2011-07-12 14:43:10 +02:00
Houtan Bastani b15bdb11d9 MS-SBVAR: bug fix 2011-07-12 14:43:10 +02:00
Michel Juillard 0baa7d7ae9 ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR 2011-07-12 14:31:19 +02:00
Michel Juillard ad2bfdf1de ms-sbvar: correcting bug with restriction of lagged variables 2011-07-12 14:30:07 +02:00
Houtan Bastani 4ba9a27732 MS-SBVAR: submodule update 2011-07-08 16:32:45 +02:00
Houtan Bastani 166c9bfa1c dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Sébastien Villemot 3eec808cee Merge remote-tracking branch 'houtanb/master' 2011-07-07 16:13:01 +02:00
Houtan Bastani e20b1dd27c test for irf_shocks 2011-07-07 16:08:13 +02:00
Houtan Bastani 9b9eb4e078 irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out) 2011-07-07 16:04:02 +02:00
Houtan Bastani bf85614668 fix typo 2011-07-07 15:15:44 +02:00
Marco Ratto 765d8b54a9 examples of dynare calls triggering various parallel options 2011-07-07 09:58:53 +02:00
Marco Ratto 80582b19bd Provisions for new options 
pvalue_ks
pvalue_corr
 2011-07-07 09:48:06 +02:00
Marco Ratto 0b1188c923 Added copyright preamble 2011-07-07 09:47:00 +02:00
Marco Ratto 34e88fffc7 utility providing critical value of the t-distribution 2011-07-07 09:46:43 +02:00
Stéphane Adjemian (Charybdis) 52fa569f00 Changed default value of the tolerance parameter. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) e097f7c8db Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) f2450932da Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0. 2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis) 10a21fdaa8 Cosmetic changes. 2011-06-28 14:49:56 +02:00
Sébastien Villemot 87e4536f35 Ref. manual: some clarifications concerning the planner objective 2011-06-24 12:02:19 +02:00
Marco Ratto d83c5326f6 check that theoretical moments are independent when evaluating simulated moments uncertainty 2011-06-24 10:58:04 +02:00
Marco Ratto 47787f6f20 Fixed waitbar message from octave slave (matlab master) 2011-06-24 10:57:25 +02:00
Marco Ratto 1b2cab9b52 Fixed check of number of cpu's chen unix master calls windows slave 2011-06-24 10:56:07 +02:00
Stéphane Adjemian (Charybdis) 3062617a60 Documents the feature introduced in commit fa9f6ac90b. Added more information about option lik_init=3. 2011-06-23 23:44:17 +02:00
Stéphane Adjemian (Charybdis) fa9f6ac90b Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation. 2011-06-23 23:39:15 +02:00
Stéphane Adjemian (Charybdis) f0addc9e39 Added routines from dynare-breaks branch. 2011-06-23 21:46:41 +02:00
Stéphane Adjemian (Charybdis) 4444a850b3 Removed annoying display. 2011-06-23 17:48:09 +02:00
Ferhat Mihoubi 3262e6097c - use gensylv instead of sylvester3 to solve the Sylvester equation 2011-06-23 17:44:24 +02:00
Ferhat Mihoubi 99310d97d3 gensylv.m and gensylv.mex work in the same way 2011-06-23 17:44:23 +02:00
Sébastien Villemot 1a9b8ff111 Fix license file following renamings in 3a2d740732 2011-06-23 16:08:37 +02:00
Stéphane Adjemian (Charybdis) 929df4f070 Renamed some files related to csminwel 2011-06-23 15:57:06 +02:00
Houtan Bastani 3a2d740732 preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Michel Juillard 219d6766b2 Merge branch 'ramsey' 2011-06-22 18:41:20 +02:00
Sébastien Villemot 69ddfadde9 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Sébastien Villemot ae76a8f842 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Michel Juillard 1617b6a410 improving Ramsey policy 2011-06-22 11:31:35 +02:00
Ferhat Mihoubi 1317e04c28 block option needs a specific index for the kalman smoother 2011-06-21 13:23:06 +02:00
Ferhat Mihoubi bf6853339d dr.order_var is equivalent to M_.block_structure.variable_reordered 2011-06-21 13:20:51 +02:00
Sébastien Villemot da0ee20bca Merge remote-tracking branch 'houtanb/master' 2011-06-21 10:38:34 +02:00