d9e73b5477
fixing test case for loglinear models
2016-05-06 09:07:43 +02:00
ef232ac436
fixed log_variable function
2016-05-05 20:53:22 +02:00
034bd0367b
test cases for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
3c7c2f46a4
more fixes for loglinear with lead/lagged exogenous variables
2016-05-05 20:41:02 +02:00
7e13fe5ef7
fix loglinear option with leaded or lagged exogenous variables
2016-05-05 20:41:02 +02:00
e07d97a16e
Merge pull request #1186 from rattoma/gsa
...
gsa and identification fixes
2016-05-05 19:19:10 +02:00
1b769d1d5f
1) fixed bug with initialization of infox
...
2) distinguish between no solution (iwrong index) and violation of prior restrictions (inorestriction)
3) smirnov tests for indeterminacy and explosive roots should be done EXCLUDING no solution cases
2016-05-05 16:53:18 +02:00
8e1d225832
Allow to perform neighborhood_width sampling around calibrated values;
2016-05-05 16:18:17 +02:00
0e402fa7e9
Filter out cases where too few samples are available for ANOVA estimation
2016-05-05 16:11:53 +02:00
8b54354a27
Make identification compliant with calibration parameter set [bug fix]
2016-05-05 16:08:14 +02:00
5f32b80a27
Fix error codes for bytecode in perfect_foresight_solver_core.m
...
If it fails, 1 must indicate error, not 0
2016-05-05 10:52:17 +02:00
465f55bb0e
Correct evaluation of residuals in dynare_solve.m when exitflag does not clearly indicate solution
...
Otherwise, it crashes with bytecode
2016-05-05 10:46:39 +02:00
c6f705a8b9
Correct setting of info in dr_block.m if eigenvalue is close to 0/0
...
Must be the same as in dyn_first_order_solver.m
2016-05-05 10:08:52 +02:00
bebcfffe04
fix license, file copyright errors
2016-05-04 16:30:16 +02:00
25121bca4f
fix copyright dates
2016-05-04 16:05:31 +02:00
b364dd1d4c
Account for Matlab 2016a in installer and mex-folder
...
Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-04 11:12:35 +02:00
6593c433f3
Revert "Account for Matlab 2016a in installer and mex-folder"
...
This reverts commit 6072aa0b46
2016-05-03 22:20:10 +02:00
6072aa0b46
Account for Matlab 2016a in installer and mex-folder
...
Note that 32bit is not supported anymore
(cherry picked from commit e37b32b01534ffe9a5a5ec3f00f745720b75a83f)
2016-05-03 15:24:23 +02:00
b3735b6506
Merge pull request #1180 from JohannesPfeifer/correlation_warning
...
Fix warning message that confused structural shocks with measurement …
2016-05-01 18:49:00 +02:00
c48a2659e5
Fix warning message that confused structural shocks with measurement errors
2016-05-01 17:52:57 +02:00
6eb2e43432
Merge pull request #1171 from JohannesPfeifer/discretionary_policy
...
discretionary_policy_1.m: keep state space fixed even if state variab…
2016-04-18 22:17:42 +02:00
d1735e1d9e
discretionary_policy_1.m: keep state space fixed even if state variable gets coefficient of 0 in solution by including appropriate 0 column. (Thanks to Junior Maih)
...
Reverts 3b64c37cb3
2016-04-18 21:48:28 +02:00
5d321c86ce
add test case for purely backward model
2016-04-16 17:21:42 +02:00
e8c430a923
replaced transtion_matrix.m by kalman_transition_matrix.m
2016-04-16 17:21:42 +02:00
4b7779d8ad
Merge pull request #1169 from JohannesPfeifer/ns_unit_test
...
Add diffuse filter statement to nonstationary mod-file to prevent uni…
2016-04-15 16:35:30 +02:00
bfe3dded99
Add diffuse filter statement to nonstationary mod-file to prevent unit test from crashing
2016-04-15 15:00:50 +02:00
3d6c184566
Merge pull request #1168 from JohannesPfeifer/filter_tests
...
Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:50:49 +02:00
a047b42dd3
Merge pull request #1167 from JohannesPfeifer/shock_decomp_fix
...
Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:50:39 +02:00
a21aa064c9
Merge pull request #1166 from JohannesPfeifer/kalman_fixes
...
Kalman fixes
2016-04-15 09:50:25 +02:00
c509f6d463
Add missing deblank to fieldname setting in shock_decomposition.m
2016-04-15 09:41:38 +02:00
3542d086ae
Transform hard-coded bandpass filter order into option
2016-04-15 09:23:35 +02:00
aff80b4ee3
Improve speed of filtering unit tests and clean up setting of options
2016-04-15 09:23:07 +02:00
920d212d95
shock decomposition: adding test case for groups
2016-04-15 09:06:26 +02:00
98b53553c6
update doc for shocks_decomposition
2016-04-15 09:02:53 +02:00
800d79d6e5
add option colormap for shocks_decomposition
2016-04-15 09:02:53 +02:00
de567377c3
adding groups of shocks for shock_decomposition
...
consistency checks, documentation and test case
are still missing
2016-04-15 09:02:53 +02:00
30be2ed62a
Add unit test for smoother only on nonstationary model
2016-04-14 20:11:50 +02:00
9d6126c5f6
Make fs2000_smoother_only.mod call all Kalman options
2016-04-14 20:11:50 +02:00
8908d46567
Initialize s to make sure univariate_kalman_filter_d.m does not crash if newRank is 0 initially
2016-04-14 20:11:49 +02:00
9a9b8f2a70
Account for smoother setting parameter count fields in dynare_estimation_init.m
...
Otherwise, subsequent calls to the smoother will result in crashes
2016-04-14 20:11:22 +02:00
7c53ea1e96
Fixed unit tests.
...
(cherry picked from commit 2cdfc0518350e4f26dd406b1730f2cf20ce29e07)
2016-04-14 17:21:37 +02:00
efc193e429
Fixed typo in testsuite.
2016-04-13 22:25:52 +02:00
010b28e237
Merge pull request #1164 from JohannesPfeifer/reduce_runtime
...
Reduce runtime of unit tests by decreasing iteration number
2016-04-12 16:15:35 +02:00
994b9e5f16
Reduce runtime of unit tests by decreasing iteration number
2016-04-12 14:58:11 +02:00
a8cc21eb97
Merge pull request #1163 from JohannesPfeifer/Smoother_fixes
...
Various fixes and documentation improvements related to smoother, trends and selected_variables_only option
2016-04-12 14:22:19 +02:00
62efd9930e
Merge pull request #1148 from JohannesPfeifer/foresight_imaginary
...
Add check whether real part of complex solution solves the model
2016-04-12 13:06:26 +02:00
8f1eb47a5e
Merge pull request #1104 from JohannesPfeifer/solve_algo_0
...
Only accept steady state when fsolve retuns with normal return code 1
2016-04-12 13:05:28 +02:00
aa1a0b5e25
Merge pull request #1052 from JohannesPfeifer/lin_solve_robust
...
Integrate robust linear solver for stack_solve_algo=0
2016-04-12 12:06:22 +02:00
d7e4469a28
Merge pull request #1153 from JohannesPfeifer/steady_check_flag
...
Make evaluate_steady_state.m honor nocheck flag
2016-04-12 12:04:57 +02:00
5c40bcef8d
Fix trend unit tests to account for classical smoother returning results in declaration rule order after fixing #1161
2016-04-12 11:41:15 +02:00
Michel Juillard
Stéphane Adjemian
Marco Ratto
Johannes Pfeifer
Houtan Bastani