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31 Commits (943db6fb24d9e4b01f31d084696bb8aec9010ff4)

Author SHA1 Message Date
Johannes Pfeifer 58387f00e9 Make conditional forecasts compatible with histval 2015-06-08 15:42:14 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts 
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
 2015-06-08 15:42:14 +02:00
Stéphane Adjemian (Charybdis) 871fa6aa86 Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations). 2014-07-18 18:36:02 +02:00
Johannes Pfeifer 04554967fc Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky. 2014-07-17 22:05:07 +02:00
Stéphane Adjemian (Scylla) 62e28dac94 Use makedataset in condition forecast routine. 2014-06-26 10:55:54 +02:00
Sébastien Villemot 5bbfe9cd5a Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +01:00
Johannes Pfeifer 13bd1622e2 Fix variable name and document saving of conditional forecasts 2013-10-15 13:31:11 +02:00
Johannes Pfeifer 12bbf051a3 Add missing graph title that lead to crash 2013-05-26 08:30:47 +02:00
Johannes Pfeifer 5842c6c1c5 Make unconditional forecasts save figures to graph folder 
Also provides more expressive title
 2013-05-20 00:14:05 +02:00
Johannes Pfeifer f1406487dc Make field names consistent with different analysis steps and manual 
still related to #316 (https://github.com/DynareTeam/dynare/pull/316)
 2013-03-17 22:47:47 +01:00
Sébastien Villemot 00485425c1 Fix crash in conditional_forecast 2013-01-15 12:48:56 +01:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Michel Juillard bcb59e373d fixed bug in conditional forecasts whith constraints on only one period 2012-12-10 21:14:00 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 02b86795b2 corrected bug linked to new handling of datasets 2011-11-01 16:44:31 +01:00
Michel Juillard 8f350dc744 conditional forecasts: remove random seed reinitialization 2011-10-12 21:47:59 +02:00
Stéphane Adjemian (Scylla) 013c599ec9 Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve. 
Added texinfo header to dynare_resolve.
 2011-09-19 16:41:53 +02:00
Michel Juillard bdac9c9bec changed calling sequence for all (two additional) occurences of describe_missing_data 2011-09-18 13:45:46 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Stéphane Adjemian (Ithaque) aef46cf78e Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*, 
imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
 2010-04-01 15:41:36 +02:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
stepan 21d58eac91 * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
stepan a9f18121bd Changed the files performing conditional forecasts (to match the output of the preprocessor). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 13:03:30 +00:00
michel fb7ae67d09 v4.1: added trends to imcforecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:41:56 +00:00
michel e1f4f5e924 4.1: added steady state to forecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 11:47:56 +00:00
stepan 50ec80f1df * Fixed buggy call to DsgeSmoother (two input arguments used to handle missing observations were missing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2908 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:27:09 +00:00
michel d5a1a025d9 redo code for recursive estimation 
corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 21:34:15 +00:00
sebastien 47a4d91700 v4 matlab: 
* fixed copyright headers of remaining files
* deleted old ChangeLog


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 18:53:30 +00:00
sebastien bef2e614e8 v4 matlab: removed spurious svn:executable properties 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1563 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-11 11:58:56 +00:00
adjemian 47ae595059 Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 
Added : Posterior IRFs for BVAR-DSGE, conditional forecasts

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-15 11:37:24 +00:00