Sébastien Villemot
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1946
2021-10-20 15:54:40 +02:00
Sébastien Villemot
e66a1a63f8
local_state_space_iteration_2 MEX: enable parallelization by default
2021-10-20 15:33:04 +02:00
NormannR
1ad2680682
Fixes the evaluate_planner_objective routine Deals properly with the output provided by disp_th_moments
2021-10-18 17:08:28 +02:00
Johannes Pfeifer
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
Johannes Pfeifer
c1483b4c61
Restore backward-compatibility when using load_mh_file
...
estim_params_ needs to be saved following 6e06acc7
2021-10-13 18:01:15 +02:00
Sébastien Villemot
f9a550651d
Merge branch 'k_order_fix' into 'master'
...
k_order_simulation bug: fixes simulations and adds/corrects integration test
Closes #1819
See merge request Dynare/dynare!1940
2021-10-12 15:34:29 +00:00
Johannes Pfeifer
d5141ced42
simult_.m: remove redundant first simulation period for k_order_simulations
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1819
2021-10-12 15:20:26 +02:00
Sébastien Villemot
eca7a25891
Merge branch 'lnsrch_display' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1943
2021-10-12 14:09:10 +02:00
Sébastien Villemot
b9576cc2b7
Merge branch 'resid_ramsey' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1942
2021-10-12 14:08:51 +02:00
Johannes Pfeifer
2f35bae7da
lnsrch1.m: prettify output
2021-10-11 20:06:09 +02:00
Johannes Pfeifer
37fbf5b665
resid.m: fix display when used together with optimal policy
2021-10-11 18:04:47 +02:00
Johannes Pfeifer
ebe81eb6c9
display_problematic_vars_Jacobian.m: fix display when auxiliary equations outside of Ramsey are present
2021-10-11 17:45:03 +02:00
Sébastien Villemot
d9ca83f317
Fix some files which were not UTF-8 encoded
2021-10-01 18:38:26 +02:00
Sébastien Villemot
236c69dac4
Testsuite: increase tolerance (again) in unitary tests for prior_draw.m
2021-10-01 17:39:57 +02:00
Sébastien Villemot
67713f555a
Merge branch 'model_diagnostics_loglinear' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1938
2021-09-28 18:23:37 +02:00
Sébastien Villemot
e2a11a1a51
Reporting: fix crash when xrange argument of addGraph() is missing
2021-09-28 18:21:14 +02:00
Johannes Pfeifer
fbd4fa7f3d
model_diagnostics.m: fix compatibility with loglinear option
2021-09-28 09:35:27 +02:00
Sébastien Villemot
7e47713ae5
CI: bump to MATLAB R2021b
2021-09-24 16:43:30 +02:00
Sébastien Villemot
6669e55b97
Provisions for MATLAB R2021b
2021-09-24 16:43:30 +02:00
Sébastien Villemot
24c4e86a95
Merge branch 'thread_bug' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1935
2021-09-23 16:44:38 +02:00
Sébastien Villemot
f7149d60cc
NLS estimation: workaround for Octave random failure to read the generated ssr_*.m file
2021-09-23 16:21:25 +02:00
Johannes Pfeifer
5f27d2e469
set_dynare_threads.m: fix naming bug
2021-09-23 12:48:08 +02:00
Sébastien Villemot
c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1932
2021-09-22 16:24:39 +02:00
Johannes Pfeifer
6abc984d5e
Fix mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
Johannes Pfeifer
e754ec158c
stab_map_.m: move saved file to subfolder´
2021-09-21 17:25:35 +02:00
Johannes Pfeifer
725fa79bbc
model_info.m: improve output display
2021-09-21 17:25:35 +02:00
Sébastien Villemot
b60607a5b3
Fix spurious warning at startup under Octave about +pac/+bgp/{get,set}.m
...
This is a workaround for Octave bug 46849. It complements commit
4c0b2e8c4e
.
The workaround consists in moving the two problematic files to a subfolder
which is not in the path at startup. They will be added to the path later, at a
time when the Octave:shadowed-function warning has already been disabled by
warning_config.m.
Closes : #1817
2021-09-21 15:19:06 +02:00
Sébastien Villemot
82d0b1caf4
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1930
2021-09-17 17:00:08 +02:00
Sébastien Villemot
7d4bb9ea44
Merge branch 'state_var_backwards' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1928
2021-09-17 16:57:16 +02:00
Sébastien Villemot
b74c37d5e4
One last Octave compatibility fix
...
Closes : #1749
2021-09-17 15:22:07 +02:00
Johannes Pfeifer
2dd6510051
smoother2histval.m: undo logging
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
2021-09-17 14:43:50 +02:00
Johannes Pfeifer
62e80b0c07
smoother2histval.m: also set M_.exo_histval
2021-09-17 14:42:44 +02:00
Johannes Pfeifer
489e6684e9
smoother2histval.m: fix initialization and dimensions
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1775
2021-09-17 13:58:06 +02:00
Johannes Pfeifer
57bbec1f72
stochastic_solvers.m: set dr.state_var for purely backwards models at order=1
...
Subsequent codes may need it. Closes https://git.dynare.org/Dynare/dynare/-/issues/1703
2021-09-16 20:44:14 +02:00
Sébastien Villemot
49a396030b
Yet another batch of Octave compatibility fixes
2021-09-16 18:25:00 +02:00
Sébastien Villemot
240d82e64a
Fix typo
...
[skip ci]
2021-09-16 16:23:20 +02:00
Johannes Pfeifer
79ee6a5565
dyn_waitbar_close.m: fix closing of waitbars under Octave
2021-09-16 10:40:00 +02:00
Sébastien Villemot
5a21b11d77
Merge branch 'print_model_info' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1922
2021-09-15 18:35:50 +02:00
Sébastien Villemot
ff06b9ad10
More Octave compatibility fixes
2021-09-15 18:35:30 +02:00
Sébastien Villemot
f164750a91
Old MATLAB compatibility fix
...
This is a partial revert of 4346903c65
. The
xlswrite function is actually not able to write XLS files on GNU/Linux and
macOS, and moreover its CSV fallback does not work with cell arrays.
2021-09-15 17:37:08 +02:00
Johannes Pfeifer
58ee240048
Clarify auxiliary variable types
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:58 +02:00
Johannes Pfeifer
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
Stéphane Adjemian (Ryûk)
13c6cf86ce
Cosmetic change (code factorization).
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
32b8d6c72a
Remove unnecessary condition.
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
60c8ed1948
Fix bug, pac.bgp.set should also work with exogenous variables.
2021-09-15 13:45:39 +02:00
Sébastien Villemot
809d313b7e
Merge branch 'planner_matlab_2014' into 'master'
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evaluate_planner_objective.m: compatibility fix for older Matlab versions
See merge request Dynare/dynare!1924
2021-09-15 11:34:09 +00:00
Johannes Pfeifer
85a5a5633c
evaluate_planner_objective.m: compatibility fix for older Matlab versions
...
Use single quotes
2021-09-14 19:35:42 +02:00
Sébastien Villemot
4346903c65
Various Octave compatibility issues
...
Also improve on e42cf2e5b4
for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
2021-09-14 17:55:55 +02:00
Johannes Pfeifer
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
Johannes Pfeifer
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
...
also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
NormannR
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
...
- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
- histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
Sébastien Villemot
ee0a4eb001
Reporting: fix detection of pdflatex on Debian Bookworm
2021-09-09 11:30:04 +02:00
Sébastien Villemot
d54f2dd609
dseries submodule update
...
— fix detection of x13as on Debian bookworm/sid
— add ability to use self-compiled x13as on macOS
— add ISO 8601 weeks
— generalize isleapyear routine for vector of integers
2021-09-09 11:03:35 +02:00
Sébastien Villemot
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
Stéphane Adjemian (Charybdis)
f1bf12c601
Apply patch from d440b7082
for (VAR based) expectations in PAC.
...
Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
2021-09-07 18:39:52 +02:00
Stéphane Adjemian (Ryûk)
d440b70820
Fix var expectation weights when auxiliary model has a constant.
...
Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
2021-09-07 00:36:34 +02:00
Stéphane Adjemian (Ryûk)
4cf1a358ee
Fix growth neutrality correction in PAC/MCE equation.
2021-09-01 11:27:42 +02:00
Stéphane Adjemian (Ryûk)
380fd84cb3
Fix NLS estimation routine.
...
Closes #1798
2021-09-01 10:37:17 +02:00
Sébastien Villemot
7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1920
2021-08-31 13:52:20 +02:00
Sébastien Villemot
757c0dd4cb
Merge branch 'k_order_simult' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1914
2021-08-31 13:51:43 +02:00
Johannes Pfeifer
cba00755b1
stab_map_2.m: Only do skipline if actual printing happens
2021-08-31 11:13:37 +02:00
Johannes Pfeifer
54203f499e
dynare_sensitivity.m: fix dead link
2021-08-31 11:13:02 +02:00
Johannes Pfeifer
a2c60dba11
simult_.m: simulate user-requested order with k_order_solver
...
Also prevent inconsistent simulations
2021-08-30 19:36:51 +02:00
Sébastien Villemot
55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1916
2021-08-30 16:37:55 +02:00
Sébastien Villemot
b8a9dae60a
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1915
2021-08-30 16:36:57 +02:00
Sébastien Villemot
f60043768b
Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1913
Closes : #1078
2021-08-30 16:16:27 +02:00
Sébastien Villemot
d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1903
2021-08-30 16:13:29 +02:00
Johannes Pfeifer
83ea804fcc
estimation: remove invalid check for presence of constant
...
a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
2021-08-20 13:31:48 +02:00
Johannes Pfeifer
459fce927b
mode_check.m: take care of almost binding bounds
2021-08-20 13:29:37 +02:00
Johannes Pfeifer
58b336b263
mode_check.m: fix logical condition that may otherwise lead to 0 size of interval
2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis)
d3678edbbe
Add try/catch block (cherry-picking failures).
...
Close and delete generated file if cherry picking fails for any reason.
2021-08-19 13:03:44 +02:00
Johannes Pfeifer
f273c09e71
lyapunov_solver.m: make baseline compatible with sparse matrices
2021-08-19 11:16:24 +02:00
Stéphane Adjemian
8228a32d5c
Merge branch 'block_fixes' into 'master'
...
Fix two bugs for block decomposed models
See merge request Dynare/dynare!1911
2021-08-17 17:18:18 +00:00
Stéphane Adjemian
8ae7b23843
Merge branch 'occbin_output' into 'master'
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Occbin: remove redundant output
See merge request Dynare/dynare!1910
2021-08-17 17:15:07 +00:00
Johannes Pfeifer
5e29a6082f
dr_block.m: make sure zx has correct dimensions if no initval is present
...
Also do earlier check for loglinear option
2021-08-17 14:26:28 +02:00
Johannes Pfeifer
60bf0fd387
block_kalman_filter: request missing output argument
2021-08-17 14:25:31 +02:00
Johannes Pfeifer
a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning
2021-08-17 11:06:01 +02:00
Johannes Pfeifer
0b491b3b09
Estimation: fix header column widths in display of results
2021-08-17 10:57:53 +02:00
Johannes Pfeifer
e944b783b9
method_of_moments: move to separate namespace
2021-08-16 14:08:31 +02:00
Johannes Pfeifer
341aca25ad
Liu West: Remove redundant option
2021-08-16 12:34:10 +02:00
Johannes Pfeifer
bfd92e79a7
Occbin: udpate options
2021-08-16 11:37:53 +02:00
Stéphane Adjemian (Charybdis)
1c54eb21d2
Cosmetic change (remove trailing spaces).
2021-08-16 11:19:28 +02:00
Willi Mutschler
a5995aec03
MoM: Check availability of optim toolbox for default mode_compute
...
lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.
2021-08-16 10:58:35 +02:00
Willi Mutschler
31f3bfa3d0
MoM: Changed some defaults and cosmetical changes
...
//wip
2021-08-16 10:58:35 +02:00
Willi Mutschler
fdba1170ae
MoM: Refactor check for duplicate moments, fix display of results
...
As we have a working interface now, this commit improves the provisional handling of finding duplicate moments. Previously, indices for GMM were created, but this is not really needed. This commit cleans this up and similar to SMM makes use of the matched_moments block.
As a by-product of the previous provisonal handling higher-order moments for SMM where not correctly displayed as no labels were created. This is now fixed. The comparison of data moments and estimated model moments is also in the same ordering as the inputed orthogonality conditions in matched_moments.
Signed-off-by: Willi Mutschler <willi@mutschler.eu>
2021-08-16 10:58:35 +02:00
Johannes Pfeifer
3c02d0c5b0
Occbin: remove redundant output
2021-08-10 13:54:59 +02:00
Stéphane Adjemian (Ryûk)
ebfa72740f
Changed default for initial step bound factor.
...
Should fix simulation failure in pac/trend-component-10/example1, that
seems to be caused by a too large value of this parameter.
2021-07-24 12:20:29 +02:00
Stéphane Adjemian (Ryûk)
873a9b1a38
Fix call to solve1 routine.
2021-07-23 22:16:43 +02:00
Stéphane Adjemian (Ryûk)
993872d5af
Update dseries submodule (track master branch).
2021-07-23 20:39:00 +02:00
Stéphane Adjemian (Ryûk)
0d092a36a0
Acknowledge option trust_region_initial_step_bound_factor in matlab based trust_region routine.
2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk)
e72dde69d3
Add option for trust region algorithm (mex).
...
trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).
2021-07-23 19:44:16 +02:00
Sébastien Villemot
b34be496c5
Merge branch 'evaluate_planner' into 'master'
...
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
See merge request Dynare/dynare!1890
2021-07-23 14:01:22 +00:00
Johannes Pfeifer
440a0e460b
Storage of results: use subfolder
...
Ref. #1758
2021-07-23 14:12:17 +02:00
Johannes Pfeifer
e09d215964
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
...
Also cosmetic changes to indentation
2021-07-23 13:27:30 +02:00
Johannes Pfeifer
3d5601caec
check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1792
2021-07-23 11:25:43 +02:00
Sébastien Villemot
41814becf1
Merge branch 'moments_varendo' into 'master'
...
dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance:...
Closes #1769
See merge request Dynare/dynare!1888
2021-07-22 16:25:01 +00:00
Johannes Pfeifer
4d43e1850d
dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance: only do computations once
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1769
2021-07-22 17:03:27 +02:00
Sébastien Villemot
3206ea9684
Merge branch 'evaluate_planner_objective' into 'master'
...
Streamline evaluate planner objective
See merge request Dynare/dynare!1887
2021-07-22 14:42:22 +00:00
Johannes Pfeifer
11c75592fb
evaluate_planner_objective.m: compute required moments directly
2021-07-22 15:01:15 +02:00
Sébastien Villemot
8b8f919a0f
Merge branch 'smoother2histval' into 'master'
...
Improvements for smoother2histval
See merge request Dynare/dynare!1886
2021-07-22 12:03:59 +00:00
Johannes Pfeifer
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
Johannes Pfeifer
a04c348d73
smoother2histval.m: provide warning when smoothed variables are missing
2021-07-22 12:22:18 +02:00
Sébastien Villemot
0e793faeb2
Merge branch 'pf_options' into 'master'
...
Particle filter: enable passing of option values and prepare for other samplers
Closes preprocessor#59
See merge request Dynare/dynare!1884
2021-07-22 09:50:10 +00:00
Johannes Pfeifer
80cad32068
Particle filter: enable passing of option values and prepare for other samplers
2021-07-21 23:00:32 +02:00
Sébastien Villemot
dc45ac6361
Merge branch 'master' into 'master'
...
occbin fixes and two small new features
See merge request Dynare/dynare!1883
2021-07-21 18:21:16 +00:00
Marco Ratto
4caebd76c9
added 2 new occbin.simul options (defaults preserve current behavior):
...
1) algo_truncation: sets the number of iterations for a truncated guess-verify algorithm (i.e. if max_iter<=algo_truncation, no error is triggered on output, but the user is happy with the last regime in the algorithm)
2) reset_regime_in_new_period: is set to true, it resets the guess regimes to unconstrained when a new shock arrives, instead of starting with a guess regime consistent with the one identified in previous time periods. this sometimes allows more robust convergence/identification of the regimes
2021-07-21 18:03:23 +02:00
Stéphane Adjemian (Ryûk)
cd2ed823b6
Fix constant in VAR and PAC expectations...
...
When the VAR auxiliary model has a constant.
2021-07-21 18:02:11 +02:00
Stéphane Adjemian (Ryûk)
a69f68bb7c
Modify companion matrix if VAR model has a constant.
2021-07-21 18:02:04 +02:00
Marco Ratto
ebdfcc80ec
fixed bug introduced in 229282a1c4
2021-07-21 17:59:01 +02:00
Marco Ratto
c48f737633
make header names compatible with earlier versions of MATLAB (e.g. it would crash with MATLAB 2017b)
2021-07-21 17:51:05 +02:00
Marco Ratto
85e35b1654
1) if not using relaxation, initial guess regime in verify step(occbin simul) is set equal to the guess regime used to updated states and shocks
...
2) fixed treatment of periodic solution in algo=3, now harmonized to algo=1
2021-07-21 17:51:03 +02:00
Marco Ratto
d3e5e7b8ef
Initialize state space matrices with occbin smoother, when realtime regimes are computed, otherwise they are set to 0 for t<first_period_occbin_update!
2021-07-21 17:51:00 +02:00
Marco Ratto
bec52fe731
with occbin smoother do not overwrite updated variables that have been already computed with reduced state space
2021-07-21 17:50:58 +02:00
Sébastien Villemot
4c94da514e
CI: bump to Octave 6.3.0
2021-07-21 17:29:12 +02:00
Sébastien Villemot
1045c442a9
Merge branch 'occbin_mean' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1882
2021-07-21 16:42:00 +02:00
Sébastien Villemot
a142907e44
Particles / Alternative samplers: header fixes and indentation
2021-07-21 16:37:56 +02:00
Johannes Pfeifer
944bf2b68e
occbin: work with non-demeaned data and in constraints
2021-07-21 13:42:38 +02:00
Sébastien Villemot
229282a1c4
Occbin: the +<basename>/occbin_difference.m file is now generated by the preprocessor
...
Some fields have also changed under M_.occbin.
Ref. #569
2021-07-20 12:35:15 +02:00
Sébastien Villemot
d5c35e3664
Occbin: fix function header
2021-07-19 15:30:54 +02:00
Marco Ratto
02072dde39
Add Occbin routines
...
Syntax is not yet finalized (see preprocessor#68).
Documentation still to be done.
Ref. #569
2021-07-16 17:20:11 +02:00
Stéphane Adjemian (Ryûk)
54f80e88d2
Add structural VAR as an auxiliary model for VAR based expectations and PAC expectations.
...
Ref. #1785
Just add option `structural` to the `var_model` command.
2021-07-16 10:25:18 +02:00
Stéphane Adjemian (Ryûk)
1d60c271d7
Add trap if equation has leads.
...
NLS estimation does not work if the equation has expected variables.
2021-07-15 17:36:02 +02:00
Stéphane Adjemian (Ryûk)
4b7a0ee29e
Change definition of islaggedvariables.
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Previous definition could detect lags in an equation without any lag, for
instance if we have the following expression in the RHS: +(-1)*x.
2021-07-15 17:31:55 +02:00
Stéphane Adjemian (Ryûk)
14bc82b287
Add single equation estimation by NLS.
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Ref. #1798 .
See example in tests/estimation/example_nls.mod.
2021-07-15 16:55:49 +02:00
Johannes Pfeifer
b2c6a6f7a1
initial_estimation_checks.m: error out if data is complex
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Prevents cryptic message that likelihood became complex
2021-07-14 19:30:50 +02:00
Stéphane Adjemian (Ryûk)
2b4572affd
Allow arbitrary nonzero mean exogenous variables in PAC equations.
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Previously any nonzero mean exogenous variable had to be centered on
the growth rate (first difference) of the (PAC's LHS) endogenous
variable.
2021-07-11 17:06:53 +02:00
Stéphane Adjemian (Ryûk)
d9298ca03a
Bug fix, wrong definition of the growth neutrality correction...
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In PAC equations with optimizing and rule of thumb agents (division
by lambda was missing). Also add comments.
2021-07-11 17:06:53 +02:00
Sébastien Villemot
abd64c256e
New perfect_foresight_with_expectation_errors_{setup,solver} commands
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These command solve the problem where agents think they know perfectly the
future (they behave as in perfect foresight), but make expectation errors.
Hence they can potentially be surprised in every period, and their expectations
about the future (incl. the final steady state) may change.
Currently the sequence of information sets needs to be passed through a CSV
file. Another interface may be added in the future.
The algorithm uses a sequence of (true) perfect foresight simulations (not
necessarily as many as there are periods, because if the information set does
not change between two periods, there is no need to do a new computation).
There are two possibilities for guess values:
— the default is to use the initial steady state for the simulation using the
first-period information set; then use previously simulated values as guess
values
— alternatively, with the terminal_steady_state_as_guess_value option, use the
terminal steady state as guess value for all future periods (this is actually
what the “true” perfect foresight solver does by default)
2021-07-09 18:16:46 +02:00
Stéphane Adjemian (Ryûk)
fe63082c42
Add lagged information set in VAR based expectations.
2021-07-06 23:06:46 +02:00
Johannes Pfeifer
f7a232061a
Remove unused options_-output
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Prevents accidentally changing something
2021-06-22 18:17:11 +02:00
Sébastien Villemot
43607acf38
Merge branch 'resolveheader' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1875
2021-06-16 17:41:40 +02:00
Sébastien Villemot
18a172bd45
Merge branch 'mcp_ramsey' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1874
2021-06-16 17:41:40 +02:00
Sébastien Villemot
820df39ff7
Compatibility fix for MATLAB < R2019b
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MATLAB < R2019b does not accept “bar(1, [2 3])”.
2021-06-16 17:41:40 +02:00
Johannes Pfeifer
1d10659b59
get_complementarity_conditions.m: fix equation numbering with ramsey_model
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M_.equation_tags already contains the correct equation number
2021-06-16 13:21:49 +02:00
Johannes Pfeifer
32e1f34579
dynare_resolve.m: correct header and change naming of globals
2021-06-16 13:17:29 +02:00
Stéphane Adjemian (Ryuk)
8611143409
Updated particles submodule (fix for the online filter).
2021-06-15 22:09:35 +02:00
Normann Rion
3d27672c58
kth-order approximation of conditional welfare
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Partially addresses issue #1680 :
- unconditional welfare resorts to dynare++ simulation tools, which shall be updated very soon
TO DO:
- implement a function computing kth-order approximation of simulated moments of y
2021-06-15 15:04:31 +02:00
Stéphane Adjemian (Ryuk)
edeb7911f3
Fix bug (initial period in extended path).
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extended_path was crashing in preceeded by a call to the set_time command.
2021-06-15 14:24:38 +02:00
Sébastien Villemot
be38866487
Fix handling of heteroskedastic_shocks block with several declared periods
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Closes : #1791
2021-06-15 12:54:54 +02:00
Johannes Pfeifer
e5b51f3257
DsgeSmoother.m: header cosmetics
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[skip CI]
2021-06-15 11:16:41 +02:00
Sébastien Villemot
6258699060
Merge branch 'disclyap' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1872
2021-06-14 15:29:01 +02:00
Sébastien Villemot
68bca0cd2a
Merge branch 'pruned_state_space' into 'master'
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pruned_state_space: handle shocks with 0 variances
See merge request Dynare/dynare!1871
2021-06-14 10:37:45 +00:00
Johannes Pfeifer
e8c3758fc7
disclyap_fast.m: fix check for convergence with NaN
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[skip CI]
2021-06-11 14:22:10 +02:00
Johannes Pfeifer
0116870399
pruned_state_space: handle shocks with 0 variances
2021-06-11 14:15:31 +02:00
Sébastien Villemot
45933779a4
Merge branch 'simult_' into 'master'
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simult_.m: fix error message at order>3
See merge request Dynare/dynare!1870
2021-06-10 15:24:45 +00:00
Johannes Pfeifer
907066ae95
simult_.m: fix error message at order>3
2021-06-10 14:40:19 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Sébastien Villemot
4733d97ceb
dseries: fix concatenation with empty dates objects
2021-06-09 17:33:25 +02:00
Sébastien Villemot
04c3fb3a31
Merge branch 'slice_record' of git.dynare.org:JohannesPfeifer/dynare
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See merge request !1869
2021-06-09 14:41:03 +02:00
Johannes Pfeifer
f38a1edaee
posterior_sampler.m: trap case where record.ProposalCovariance is not filled (slice sampler)
2021-06-08 21:03:08 +02:00