Stéphane Adjemian(Charybdis)
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d3f702f47b
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Fixed bug (wrong number of arguments count).
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2016-03-23 13:59:10 +01:00 |
Stéphane Adjemian(Charybdis)
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109b57c35c
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Fixed typo (misplaced underscore).
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2016-03-23 12:24:19 +01:00 |
Stéphane Adjemian (Lupi)
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703cc97421
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Merge branch 'master' into johannes-prefiltering_rebased
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2016-03-23 11:32:20 +01:00 |
Johannes Pfeifer
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b4f06dd2d6
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Account for options_.nk potentially being empty
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2016-03-23 10:48:28 +01:00 |
Johannes Pfeifer
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94fe1de08a
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Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m
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2016-03-23 10:48:27 +01:00 |
Johannes Pfeifer
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f597709228
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Condition setting of nobs and first_obs on existence of dataset
Required in identification.
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2016-03-23 10:48:26 +01:00 |
Johannes Pfeifer
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c17de9f6b8
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Fix accounting for third input argument in dyn_forecast.m
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2016-03-23 10:48:25 +01:00 |
Johannes Pfeifer
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14a15ec68b
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Make sure options_-field logged_steady_state is correctly set in stoch_simul.m
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2016-03-23 10:48:24 +01:00 |
Johannes Pfeifer
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da5f7243e9
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Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
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2016-03-23 10:48:23 +01:00 |
Johannes Pfeifer
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2139420336
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Factorize unit tests for observation trends
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2016-03-23 10:48:22 +01:00 |
Johannes Pfeifer
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ee6b81284a
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Correct header of DsgeSmoother.m and write_smoother_results.m
Definition of updated variables was incorrect
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2016-03-23 10:47:26 +01:00 |
Johannes Pfeifer
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acd08bba0e
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Add means and trends to Bayesian smoother results
Also adjusts unit test
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2016-03-23 10:47:25 +01:00 |
Johannes Pfeifer
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df54e8fcab
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Add unit tests for correctness of smoother results
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2016-03-23 10:46:30 +01:00 |
Johannes Pfeifer
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a534b63383
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Add constant to filtered and updated ML variables
Harmonizes treatment across ML and Bayesian estimation
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2016-03-23 10:46:29 +01:00 |
Johannes Pfeifer
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f3d7e946e3
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Make simult_.m account for logged steady state
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2016-03-23 10:36:00 +01:00 |
Johannes Pfeifer
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de4d90f88e
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Make sure oo_.logged_steady_state is always correctly set
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2016-03-23 10:35:59 +01:00 |
Johannes Pfeifer
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df1c7fce8a
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Do not condition handing over of observable index on requesting forecasts
Already the smoother uses them due to potential trends being present
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2016-03-23 10:35:58 +01:00 |
Johannes Pfeifer
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018fed21cd
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Add unit test for calibrated smoother
Tests loglinear, prefilter, and first_obs options
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2016-03-23 10:35:40 +01:00 |
Johannes Pfeifer
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6f8ca74490
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Factorize saving of smoother results
Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
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2016-03-23 10:31:11 +01:00 |
Johannes Pfeifer
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369d8dd7a4
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Allow prefilter_decomposition as option if calib_smoother
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2016-03-23 10:31:10 +01:00 |
Johannes Pfeifer
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fb20b464d4
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Remove bayestopt_.mean_varobs and use dataset_info instead
Closes #255
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2016-03-23 10:31:09 +01:00 |
Johannes Pfeifer
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6a3c2b7b44
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Cosmetic changes to forcst2.m and forcst2a.m
Cleans and documents files
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2016-03-23 10:19:42 +01:00 |
Johannes Pfeifer
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dcf0d75d55
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Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values
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2016-03-23 10:19:41 +01:00 |
Johannes Pfeifer
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1c816aef24
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Various interrelated bugfixes dealing with detrending
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2016-03-23 10:19:40 +01:00 |
Johannes Pfeifer
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d1bbe8f852
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Restore backward compatibility with old data interface
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2016-03-23 10:10:42 +01:00 |
Johannes Pfeifer
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f64b76f0d3
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Move saving of data mean to data initialization instead of posterior computations
Makes it accessible for other functions that also need it
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2016-03-23 10:10:41 +01:00 |
Johannes Pfeifer
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b235040ae1
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Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used
Setting was based on unlogged steady states
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2016-03-23 10:09:17 +01:00 |
Johannes Pfeifer
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891b6da31c
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Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual
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2016-03-23 10:09:16 +01:00 |
Johannes Pfeifer
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e37448faaf
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Fix exceptions when prefiltering was requested with loglinear option
The check for an existing mean was based on the unlogged steady state, resulting in wrong error messages
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2016-03-23 10:09:15 +01:00 |
Johannes Pfeifer
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b8377b8de5
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Fix constant part of forecasts with loglinear option
Erroneously, the unlogged steady state was added
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2016-03-23 10:09:14 +01:00 |
Johannes Pfeifer
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452dfa6a7b
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Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
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2016-03-23 10:06:19 +01:00 |
Johannes Pfeifer
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babcd8b180
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Fix merge conflict introduced in a55f00073b and make naming consistent with changes introduced in that commit
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2016-03-22 22:23:27 +01:00 |
Johannes Pfeifer
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5d8bc7188c
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Allow detailed exitcode as output of trust_region.m
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2016-03-22 21:55:55 +01:00 |
Johannes Pfeifer
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9c8da869f7
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Delete redundant computation from trust_region.m
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2016-03-22 21:55:54 +01:00 |
Johannes Pfeifer
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300ebd02b0
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solve1: Move condition that could never be reached into if-clause
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2016-03-22 21:55:52 +01:00 |
Johannes Pfeifer
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1457666221
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Only accept steady state when fsolve retuns with normal return code 1
Otherwise, termination due to tolerance criteria will be accepted as correct steady state
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2016-03-22 21:55:51 +01:00 |
Johannes Pfeifer
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2a323986a5
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Document spectral_density option of stoch_simul
Closes #254
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2016-03-22 21:45:36 +01:00 |
Stéphane Adjemian(Charybdis)
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a55f00073b
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Manual Merge of branch 'mh_recover' (Johannes)
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2016-03-22 18:02:45 +01:00 |
Stéphane Adjemian
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692acc66a7
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Merge pull request #1137 from JohannesPfeifer/deterministic_estimation
Reset seed before drawing starting points of MCMC chains
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2016-03-22 16:48:27 +01:00 |
Stéphane Adjemian
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01e5b0943b
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Merge pull request #1129 from JohannesPfeifer/debug_ramsey
Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
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2016-03-22 16:33:15 +01:00 |
Stéphane Adjemian(Charybdis)
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61e6e80b5a
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Allow irf_shocks in DSGE-VAR models.
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2016-03-22 16:04:33 +01:00 |
Stéphane Adjemian
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a3c7cad354
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Merge pull request #1131 from JohannesPfeifer/make_
Replace globals by inputs in make_ex_.m and make_y_.m
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2016-03-18 15:10:06 +01:00 |
Stéphane Adjemian
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0ba7dc6d16
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Merge pull request #1130 from JohannesPfeifer/dataset_info
Save dataset_info in results.mat if it exists
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2016-03-18 14:30:09 +01:00 |
Stéphane Adjemian
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cf9ecff321
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Merge pull request #1138 from JohannesPfeifer/ep_varexo_det
Provide informative error message if EP is used with varexo_det
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2016-03-18 14:28:13 +01:00 |
Johannes Pfeifer
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8e3cb65258
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Provide informative error message if EP is used with varexo_det
Closes #875
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2016-03-17 10:30:14 +01:00 |
Johannes Pfeifer
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26c0825b6f
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Reset seed before drawing starting points of MCMC chains
Removes stochastics between different runs while not affecting the subsequent MCMC computations for which the seed is also reset and saved
Closes #1048
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2016-03-16 20:09:24 +01:00 |
Johannes Pfeifer
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4ca5c21858
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Clarify manual on mh_recover
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2016-03-16 20:01:07 +01:00 |
Johannes Pfeifer
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8c8587d89b
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Add factored unit tests for mh_recover
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2016-03-16 19:04:03 +01:00 |
Johannes Pfeifer
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a28d405f74
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Make mh_recover continue at last existing MC file with correct seed
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2016-03-16 19:01:59 +01:00 |
Houtan Bastani
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939ac02bad
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fix copyright dates
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2016-03-15 12:45:57 +01:00 |