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675 Commits (8ac397daa2976c81cc2f81de2c3ab58cdef5ea36)

Author SHA1 Message Date
adjemian aa9b217788 Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 15:36:00 +00:00
michel 396a3306cc update of dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1415 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 12:49:43 +00:00
michel 221e230e21 update of dynare_m.exe 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1414 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 12:47:12 +00:00
sebastien d98a955ad4 v4 parser: reindented DynareBison.yy (no more tabs) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1413 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 10:40:36 +00:00
sebastien 2534f71ec6 v4 ModelTree.cc: reverted bug re-introduced in r1409 in dynamic C file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1412 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 09:25:50 +00:00
sebastien bf7e808e2b v4 parser ExprNode.cc: treat all variables types in VariableNode::compile 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1411 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 09:20:15 +00:00
sebastien 5e1d6683ff v4 parser: various minor things 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1410 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 09:16:52 +00:00
ferhat abc824dbdf New model option: "NO_COMPILE" (simulation of the block decomposed model without compilation). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1409 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-03 22:01:08 +00:00
adjemian 0480677d66 Bug correction. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-03 15:44:06 +00:00
adjemian d9f56bfde9 Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-03 14:40:43 +00:00
sebastien 200812ba6e v4 parser DynareFlex.ll: removed duplicate rule 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1406 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-02 19:06:21 +00:00
michel ad3273d726 v4 preprocessor: added code for GSA (Marco) not finishde 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1405 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-02 14:05:16 +00:00
michel f9b21362ef v4 preprocessor: simplified syntax for shocks values to eliminate bug with negative deterministic shocks 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1404 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-02 14:02:13 +00:00
michel e62027a296 v4 initial_estimation_checks: added a check for *_steadystate.m accuracy 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1403 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-01 11:53:28 +00:00
michel 7a87a7b200 v4: corrected bug in handling of trend_coeff 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1402 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-01 09:39:32 +00:00
michel 23277f1f87 v4 steady_: corrected bug when checking values returned by *_steadystate.m 
Triggers an error when *_steadystate.m returns wrong values


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1401 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-29 08:20:06 +00:00
sebastien b619eef664 v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-28 13:43:21 +00:00
michel f3375020fc v4: bug in handling of options_.trend_coeffs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1399 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-27 15:35:40 +00:00
adjemian 4a0aeb12de Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 16:25:25 +00:00
adjemian 0c3d36eb11 Bug correction 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 13:10:50 +00:00
sebastien 3e6e5fcd28 v4 doc: updated documentation of BVAR commands 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1396 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 11:48:57 +00:00
sebastien 3bc0201f59 v4 bvar_toolbox.m: fixed bug and documentation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 11:48:20 +00:00
sebastien ca254fdb22 v4 parser: added options constant and noconstant for BVAR commands 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1394 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-25 11:47:44 +00:00
adjemian 07965db080 Estimation of the posterior theoretical 2nd order moments. Results are saved in oo_. This function can be called directly from the *.mod file by the user (no input argument needed). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1393 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 22:54:23 +00:00
adjemian 7b7339cad4 Other cosmetic changes... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:50:36 +00:00
adjemian a53e4db7ab Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:22:16 +00:00
adjemian 6ea51663a6 Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 16:15:49 +00:00
adjemian 01f5e9aa1f Just some cosmetic changes! 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:34:30 +00:00
adjemian 1224cec429 Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-21 12:17:56 +00:00
sebastien 97d78558d3 v4 parser: updated doxygen configuration file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1387 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-20 16:23:20 +00:00
sebastien 610d849121 v4 parser: fixed problems with DLL mode 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1384 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-13 17:50:32 +00:00
sebastien 1733962c4d v4 parser: updated DynareBison.cc to match Bison file 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1383 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-09-13 17:50:01 +00:00
gary c96ce67a80 test of commit 
added blank line at line 3


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1382 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-08-30 13:33:54 +00:00
michel 60ddf0817d v4 parser: added option mh_recover 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1381 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-08-19 08:07:31 +00:00
adjemian a1c0424585 Correction of a bug related to the penalty on dsge_prior_weight. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-26 08:50:38 +00:00
adjemian 9549b0dd42 Correction of a bug related to info. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-26 08:21:54 +00:00
adjemian ac15bfa388 Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-25 13:25:38 +00:00
sebastien 1a16b2c75c v4 doc: added documentation for BVAR 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1375 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 18:27:49 +00:00
sebastien 0faf6de4ab v4 tests: added BVAR examples 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1374 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 18:26:37 +00:00
sebastien 185ebc09bd v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 14:00:22 +00:00
sebastien b241abc87e v4 bvar_*: minor changes in comments 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-17 13:43:44 +00:00
sebastien 162195c882 v4 parser: removed the mechanism which records whether a given symbol has been referenced or not in the model block (useless and creates problems for standalone BVAR estimation) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1371 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-16 16:48:47 +00:00
sebastien 446623f576 v4 parser: allow for empty model in some cases (actually for standalone BVAR estimation) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1370 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-16 16:47:09 +00:00
adjemian daef6d60b6 Correction of a bug related to BVAR-DSGE. After the estimation of the DSGE posterior mode, dynare was computing the hessian matrix associated to the BVAR-DSGE... 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1369 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-13 14:55:21 +00:00
adjemian 01e7407d76 Correction of a bug with mh_recover. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1344 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:50:09 +00:00
adjemian 6d6174d6ae Added a penalty when the bvar-dsge prior is not proper (too small values of dsge_prior_weight). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:43:00 +00:00
sebastien 50950ea63f v4 parser: removed deprecated "olr" command 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1342 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 14:39:38 +00:00
adjemian 269329cac2 Corrections for bvar-dsge estimation and irfs. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-06 08:43:25 +00:00
sebastien 2074327cd9 v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:49:26 +00:00
sebastien 52ee61764a v4 bvar_forecast.m: fixed bug in RMSE computation 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 12:37:57 +00:00