226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
c1483b4c61
Restore backward-compatibility when using load_mh_file
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estim_params_ needs to be saved following 6e06acc7
2021-10-13 18:01:15 +02:00
f9a550651d
Merge branch 'k_order_fix' into 'master'
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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
d5141ced42
simult_.m: remove redundant first simulation period for k_order_simulations
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1819
2021-10-12 15:20:26 +02:00
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
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
2f35bae7da
lnsrch1.m: prettify output
2021-10-11 20:06:09 +02:00
37fbf5b665
resid.m: fix display when used together with optimal policy
2021-10-11 18:04:47 +02:00
ebe81eb6c9
display_problematic_vars_Jacobian.m: fix display when auxiliary equations outside of Ramsey are present
2021-10-11 17:45:03 +02:00
d9ca83f317
Fix some files which were not UTF-8 encoded
2021-10-01 18:38:26 +02:00
236c69dac4
Testsuite: increase tolerance (again) in unitary tests for prior_draw.m
2021-10-01 17:39:57 +02:00
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
e2a11a1a51
Reporting: fix crash when xrange argument of addGraph() is missing
2021-09-28 18:21:14 +02:00
fbd4fa7f3d
model_diagnostics.m: fix compatibility with loglinear option
2021-09-28 09:35:27 +02:00
7e47713ae5
CI: bump to MATLAB R2021b
2021-09-24 16:43:30 +02:00
6669e55b97
Provisions for MATLAB R2021b
2021-09-24 16:43:30 +02:00
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
f7149d60cc
NLS estimation: workaround for Octave random failure to read the generated ssr_*.m file
2021-09-23 16:21:25 +02:00
5f27d2e469
set_dynare_threads.m: fix naming bug
2021-09-23 12:48:08 +02:00
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
6abc984d5e
Fix mh_posterior_mode_estimation option
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
e754ec158c
stab_map_.m: move saved file to subfolder´
2021-09-21 17:25:35 +02:00
725fa79bbc
model_info.m: improve output display
2021-09-21 17:25:35 +02:00
b60607a5b3
Fix spurious warning at startup under Octave about +pac/+bgp/{get,set}.m
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This is a workaround for Octave bug 46849. It complements commit
4c0b2e8c4eCloses : #1817
2021-09-21 15:19:06 +02:00
82d0b1caf4
Merge branch 'smoother2histval' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1930
2021-09-17 17:00:08 +02:00
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
b74c37d5e4
One last Octave compatibility fix
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Closes : #1749
2021-09-17 15:22:07 +02:00
2dd6510051
smoother2histval.m: undo logging
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1407
2021-09-17 14:43:50 +02:00
62e80b0c07
smoother2histval.m: also set M_.exo_histval
2021-09-17 14:42:44 +02:00
489e6684e9
smoother2histval.m: fix initialization and dimensions
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1775
2021-09-17 13:58:06 +02:00
57bbec1f72
stochastic_solvers.m: set dr.state_var for purely backwards models at order=1
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Subsequent codes may need it. Closes https://git.dynare.org/Dynare/dynare/-/issues/1703
2021-09-16 20:44:14 +02:00
49a396030b
Yet another batch of Octave compatibility fixes
2021-09-16 18:25:00 +02:00
240d82e64a
Fix typo
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[skip ci]
2021-09-16 16:23:20 +02:00
79ee6a5565
dyn_waitbar_close.m: fix closing of waitbars under Octave
2021-09-16 10:40:00 +02:00
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
ff06b9ad10
More Octave compatibility fixes
2021-09-15 18:35:30 +02:00
f164750a91
Old MATLAB compatibility fix
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This is a partial revert of 4346903c65
2021-09-15 17:37:08 +02:00
58ee240048
Clarify auxiliary variable types
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:58 +02:00
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
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
85a5a5633c
evaluate_planner_objective.m: compatibility fix for older Matlab versions
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Use single quotes
2021-09-14 19:35:42 +02:00
4346903c65
Various Octave compatibility issues
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Also improve on e42cf2e5b4
2021-09-14 17:55:55 +02:00
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
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also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
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- 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
ee0a4eb001
Reporting: fix detection of pdflatex on Debian Bookworm
2021-09-09 11:30:04 +02:00
d54f2dd609
dseries submodule update
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— 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
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.
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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.
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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.
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Closes #1798
2021-09-01 10:37:17 +02:00
7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1920
2021-08-31 13:52:20 +02:00
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
cba00755b1
stab_map_2.m: Only do skipline if actual printing happens
2021-08-31 11:13:37 +02:00
54203f499e
dynare_sensitivity.m: fix dead link
2021-08-31 11:13:02 +02:00
a2c60dba11
simult_.m: simulate user-requested order with k_order_solver
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Also prevent inconsistent simulations
2021-08-30 19:36:51 +02:00
55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1916
2021-08-30 16:37:55 +02:00
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
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
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
83ea804fcc
estimation: remove invalid check for presence of constant
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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
459fce927b
mode_check.m: take care of almost binding bounds
2021-08-20 13:29:37 +02:00
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).
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Close and delete generated file if cherry picking fails for any reason.
2021-08-19 13:03:44 +02:00
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'
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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
5e29a6082f
dr_block.m: make sure zx has correct dimensions if no initval is present
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Also do earlier check for loglinear option
2021-08-17 14:26:28 +02:00
60bf0fd387
block_kalman_filter: request missing output argument
2021-08-17 14:25:31 +02:00
a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning
2021-08-17 11:06:01 +02:00
0b491b3b09
Estimation: fix header column widths in display of results
2021-08-17 10:57:53 +02:00
e944b783b9
method_of_moments: move to separate namespace
2021-08-16 14:08:31 +02:00
341aca25ad
Liu West: Remove redundant option
2021-08-16 12:34:10 +02:00
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
a5995aec03
MoM: Check availability of optim toolbox for default mode_compute
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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
31f3bfa3d0
MoM: Changed some defaults and cosmetical changes
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//wip
2021-08-16 10:58:35 +02:00
fdba1170ae
MoM: Refactor check for duplicate moments, fix display of results
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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
3c02d0c5b0
Occbin: remove redundant output
2021-08-10 13:54:59 +02:00
Stéphane Adjemian (Ryûk)
ebfa72740f
Changed default for initial step bound factor.
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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).
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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
b34be496c5
Merge branch 'evaluate_planner' into 'master'
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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
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
e09d215964
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight
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Also cosmetic changes to indentation
2021-07-23 13:27:30 +02:00
3d5601caec
check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1792
2021-07-23 11:25:43 +02:00
41814becf1
Merge branch 'moments_varendo' into 'master'
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dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance:...
Closes #1769
See merge request Dynare/dynare!1888
2021-07-22 16:25:01 +00:00
4d43e1850d
dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance: only do computations once
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1769
2021-07-22 17:03:27 +02:00
3206ea9684
Merge branch 'evaluate_planner_objective' into 'master'
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Streamline evaluate planner objective
See merge request Dynare/dynare!1887
2021-07-22 14:42:22 +00:00
11c75592fb
evaluate_planner_objective.m: compute required moments directly
2021-07-22 15:01:15 +02:00
8b8f919a0f
Merge branch 'smoother2histval' into 'master'
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Improvements for smoother2histval
See merge request Dynare/dynare!1886
2021-07-22 12:03:59 +00:00
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
a04c348d73
smoother2histval.m: provide warning when smoothed variables are missing
2021-07-22 12:22:18 +02:00
0e793faeb2
Merge branch 'pf_options' into 'master'
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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
Sébastien Villemot
Stéphane Adjemian (Ryûk)
NormannR
Willi Mutschler