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9272 Commits (94fe1de08af3de62837d2b9e30b369047946b3b4)

Author SHA1 Message Date
Johannes Pfeifer 94fe1de08a Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m 2016-03-23 10:48:27 +01:00
Johannes Pfeifer f597709228 Condition setting of nobs and first_obs on existence of dataset 
Required in identification.
 2016-03-23 10:48:26 +01:00
Johannes Pfeifer c17de9f6b8 Fix accounting for third input argument in dyn_forecast.m 2016-03-23 10:48:25 +01:00
Johannes Pfeifer 14a15ec68b Make sure options_-field logged_steady_state is correctly set in stoch_simul.m 2016-03-23 10:48:24 +01:00
Johannes Pfeifer da5f7243e9 Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests 2016-03-23 10:48:23 +01:00
Johannes Pfeifer 2139420336 Factorize unit tests for observation trends 2016-03-23 10:48:22 +01:00
Johannes Pfeifer ee6b81284a Correct header of DsgeSmoother.m and write_smoother_results.m 
Definition of updated variables was incorrect
 2016-03-23 10:47:26 +01:00
Johannes Pfeifer acd08bba0e Add means and trends to Bayesian smoother results 
Also adjusts unit test
 2016-03-23 10:47:25 +01:00
Johannes Pfeifer df54e8fcab Add unit tests for correctness of smoother results 2016-03-23 10:46:30 +01:00
Johannes Pfeifer a534b63383 Add constant to filtered and updated ML variables 
Harmonizes treatment across ML and Bayesian estimation
 2016-03-23 10:46:29 +01:00
Johannes Pfeifer f3d7e946e3 Make simult_.m account for logged steady state 2016-03-23 10:36:00 +01:00
Johannes Pfeifer de4d90f88e Make sure oo_.logged_steady_state is always correctly set 2016-03-23 10:35:59 +01:00
Johannes Pfeifer df1c7fce8a Do not condition handing over of observable index on requesting forecasts 
Already the smoother uses them due to potential trends being present
 2016-03-23 10:35:58 +01:00
Johannes Pfeifer 018fed21cd Add unit test for calibrated smoother 
Tests loglinear, prefilter, and first_obs options
 2016-03-23 10:35:40 +01:00
Johannes Pfeifer 6f8ca74490 Factorize saving of smoother results 
Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
 2016-03-23 10:31:11 +01:00
Johannes Pfeifer 369d8dd7a4 Allow prefilter_decomposition as option if calib_smoother 2016-03-23 10:31:10 +01:00
Johannes Pfeifer fb20b464d4 Remove bayestopt_.mean_varobs and use dataset_info instead 
Closes #255
 2016-03-23 10:31:09 +01:00
Johannes Pfeifer 6a3c2b7b44 Cosmetic changes to forcst2.m and forcst2a.m 
Cleans and documents files
 2016-03-23 10:19:42 +01:00
Johannes Pfeifer dcf0d75d55 Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values 2016-03-23 10:19:41 +01:00
Johannes Pfeifer 1c816aef24 Various interrelated bugfixes dealing with detrending 2016-03-23 10:19:40 +01:00
Johannes Pfeifer d1bbe8f852 Restore backward compatibility with old data interface 2016-03-23 10:10:42 +01:00
Johannes Pfeifer f64b76f0d3 Move saving of data mean to data initialization instead of posterior computations 
Makes it accessible for other functions that also need it
 2016-03-23 10:10:41 +01:00
Johannes Pfeifer b235040ae1 Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used 
Setting was based on unlogged steady states
 2016-03-23 10:09:17 +01:00
Johannes Pfeifer 891b6da31c Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual 2016-03-23 10:09:16 +01:00
Johannes Pfeifer e37448faaf 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
 2016-03-23 10:09:15 +01:00
Johannes Pfeifer b8377b8de5 Fix constant part of forecasts with loglinear option 
Erroneously, the unlogged steady state was added
 2016-03-23 10:09:14 +01:00
Johannes Pfeifer 452dfa6a7b Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc 2016-03-23 10:06:19 +01:00
Stéphane Adjemian(Charybdis) a55f00073b Manual Merge of branch 'mh_recover' (Johannes) 2016-03-22 18:02:45 +01:00
Stéphane Adjemian 692acc66a7 Merge pull request #1137 from JohannesPfeifer/deterministic_estimation 
Reset seed before drawing starting points of MCMC chains
 2016-03-22 16:48:27 +01:00
Stéphane Adjemian 01e5b0943b Merge pull request #1129 from JohannesPfeifer/debug_ramsey 
Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
 2016-03-22 16:33:15 +01:00
Stéphane Adjemian(Charybdis) 61e6e80b5a Allow irf_shocks in DSGE-VAR models. 2016-03-22 16:04:33 +01:00
Stéphane Adjemian a3c7cad354 Merge pull request #1131 from JohannesPfeifer/make_ 
Replace globals by inputs in make_ex_.m and make_y_.m
 2016-03-18 15:10:06 +01:00
Stéphane Adjemian 0ba7dc6d16 Merge pull request #1130 from JohannesPfeifer/dataset_info 
Save dataset_info in results.mat if it exists
 2016-03-18 14:30:09 +01:00
Stéphane Adjemian cf9ecff321 Merge pull request #1138 from JohannesPfeifer/ep_varexo_det 
Provide informative error message if EP is used with varexo_det
 2016-03-18 14:28:13 +01:00
Johannes Pfeifer 8e3cb65258 Provide informative error message if EP is used with varexo_det 
Closes #875
 2016-03-17 10:30:14 +01:00
Johannes Pfeifer 26c0825b6f 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
 2016-03-16 20:09:24 +01:00
Johannes Pfeifer 4ca5c21858 Clarify manual on mh_recover 2016-03-16 20:01:07 +01:00
Johannes Pfeifer 8c8587d89b Add factored unit tests for mh_recover 2016-03-16 19:04:03 +01:00
Johannes Pfeifer a28d405f74 Make mh_recover continue at last existing MC file with correct seed 2016-03-16 19:01:59 +01:00
Houtan Bastani 939ac02bad fix copyright dates 2016-03-15 12:45:57 +01:00
Stéphane Adjemian 5a91b601a2 Merge pull request #1134 from JohannesPfeifer/bvar_mdd 
Save marginal data density from BVAR in oo_
 2016-03-15 12:39:10 +01:00
Johannes Pfeifer 6b31363d10 Save marginal data density from BVAR in oo_ 
Closes #1090
 2016-03-15 11:49:25 +01:00
Sébastien Villemot 2643bfaa40 Fix compatibility with Flex 2.6. 
In Flex 2.6, the C++ scanner changed. yyout is now a reference (and no
longer a pointer).
 2016-03-14 16:28:24 +01:00
Michel Juillard ce6dff1fcc make gsa consistent with (old) change in use of options_.simul 2016-03-13 10:35:48 +01:00
Johannes Pfeifer bb08853784 Replace globals by inputs in make_ex_.m and make_y_.m 2016-03-11 16:28:17 +01:00
Houtan Bastani f60945facc fix copyright dates 2016-03-11 16:22:42 +01:00
Houtan Bastani ff0f360938 doc: clarify/simplify doc for planner_discount 2016-03-11 16:02:01 +01:00
Houtan Bastani f86ac5ae66 preprocessor: allow for changing planner_discount in .mod file. closes #1092 2016-03-11 15:56:34 +01:00
Johannes Pfeifer 1b203a3755 Save dataset_info in results.mat if it exists 2016-03-11 15:29:12 +01:00
Johannes Pfeifer af5368e83c Fix number of multipliers added by Ramsey used in evaluate_steady_state.m 2016-03-11 14:55:11 +01:00