Commit Graph

6421 Commits (99e4cb6e7e18385c5ef8ab7fc74ac40207ce9940)

Author SHA1 Message Date
Johannes Pfeifer 99e4cb6e7e evaluate_steady_state_file.m: Condition call to str2func on function being present
Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
Stéphane Adjemian (Charybdis) 76d05aea57 Merge branch 'pr#1583' 2018-01-24 16:38:37 +01:00
Stéphane Adjemian (Charybdis) e6cc7d6a7f Rewrote header. 2018-01-24 15:59:47 +01:00
Stéphane Adjemian (Charybdis) 145f1e7b1c Streamlined code by removing unnecessary conditions. 2018-01-24 15:59:04 +01:00
Johannes Pfeifer 92549e48b1 Make demean.m use nanmean
Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00
Stéphane Adjemian(Charybdis) 055ffb0b9e Added second input argument to missing/nanmean routine.
This additional argument is optional and can be used to specify along which
dimension the mean has to be computed.

Fixes the bug introduced in b4204f8b9e for those
who do not have the statistics toolbox.
2018-01-13 00:10:50 +01:00
Marco Ratto ec35210e06 - bug fix for when NO parameter is detected below pvalue threshold
- fix to the case when no plot is done when there are too few behavioral/non-behavioral runs [as it already happens when one of the two sets is empty]
- added more explicit messages on screen
2018-01-12 10:04:57 +01:00
Johannes Pfeifer b4204f8b9e Make sure that mean and covariance of data are correctly computed with only one observation
Need to always compute mean along first dimension

(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
2018-01-12 09:48:14 +01:00
Stéphane Adjemian (Charybdis) f4867d30b1 Cosmetic changes and fixed cell/chararray issues. 2018-01-10 17:14:59 +01:00
Marco Ratto f4b25efc5a bug fix with initial_date for conditional shock decomposition 2018-01-10 15:12:39 +01:00
Marco Ratto a63bc5b7f0 fixed bugs with dating of AOA decompositions 2018-01-10 15:12:39 +01:00
Marco Ratto 3e589d2440 Bug fixes in
1) definition of annualized_realtime_conditional_shock_decomposition
2) making plots when vintage is not Q4. The latter required some restructuring and factorization of the code
2018-01-10 15:12:39 +01:00
Marco Ratto 6c5fc8d0fe new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points. 2018-01-10 15:10:55 +01:00
Marco Ratto fd8a69d97b bug fix in setting realtime_conditional_shock_decomposition field 2018-01-10 15:06:13 +01:00
Marco Ratto a04b2876f2 bug fixes:
- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
2018-01-10 15:06:13 +01:00
Marco Ratto 5d6b688f38 Bug fixes:
- wrong output list of evaluate_smoother (M missing_)
- realtime option must be  forced to be zero
- wrong name of option fig_names
2018-01-10 15:06:13 +01:00
Marco Ratto 45166aba81 Bug fix for undefined yr variable 2018-01-10 13:14:27 +01:00
Stéphane Adjemian (Charybdis) dfcb9df58d Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}. 2018-01-10 10:35:17 +01:00
Johannes Pfeifer 270246acb0 dynare_estimation_init.m: Add debugging info on NaN and Inf parameters 2018-01-10 10:21:23 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Houtan Bastani e3bc725027
Merge pull request #1574 from JohannesPfeifer/octave_prior
Make Octave error message more constructive and informative
2017-12-05 00:14:45 +01:00
Johannes Pfeifer 2e69ae22ff Make Octave error message more constructive and informative
See the discussion at http://savannah.gnu.org/bugs/?52569
2017-12-02 21:28:25 +01:00
Houtan Bastani 93a0351afb
Merge pull request #1569 from JohannesPfeifer/cosmetic
Cosmetic fix to error message
2017-12-01 15:04:43 +01:00
Johannes Pfeifer ce4d8c3544 Cosmetic fix to error message 2017-11-28 10:27:43 +01:00
Johannes Pfeifer b3d399e901 Add diffuse_filter as option to dynare_sensitivity 2017-11-22 16:25:29 +01:00
Houtan Bastani 9be04a449f submodule update: dates 2017-11-17 10:29:29 +01:00
Stéphane Adjemian(Charybdis) 6e527b467d Make backward model IRF routine also return the impulses.
- In the second output argument (a dseries object) where we store the baseline
   scenario for the endogenous variables we add the baseline for the exogenous
   variables).

 - In the third output argument (a structure of dseries objects, one field per
   shock scenario), we also store the impulses considered for generating the
   IRFs.
2017-11-16 17:54:00 +01:00
Stéphane Adjemian(Charybdis) dc670e0199 Fixed test on M_.Sigma_e (backward model irf routine). 2017-11-15 15:01:34 +01:00
Stéphane Adjemian(Charybdis) a0f089af2d Updated dseries submodule (fixed horzcat behaviour). 2017-11-14 14:35:41 +01:00
Houtan Bastani f1db5cd264 dynare command line: fix bug introduced in c258bad2ab 2017-11-14 14:09:15 +01:00
Houtan Bastani c258bad2ab dynare command line: be less strict in accepting macros from .mod file 2017-11-14 12:21:48 +01:00
Stéphane Adjemian(Charybdis) c958f4ac04 Updated dates and dseries submodules (fixed overloaded struct function issue). 2017-11-12 16:09:20 +01:00
Houtan Bastani fc10d35330 submodule update: dseries 2017-11-10 12:38:08 +01:00
Stéphane Adjemian (Charybdis) 6d8b224f67 Updated dseries submodules. 2017-11-08 18:33:56 +01:00
Houtan Bastani d3c4477f3e remove duplicated line 2017-10-24 16:37:08 +02:00
Stéphane Adjemian bb7c245048 Merge pull request #1542 from JohannesPfeifer/isstring
Make isfile.m command work with Matlab versions before 9.1
2017-10-19 20:08:13 +02:00
Stéphane Adjemian (Charybdis) 798c22fb6e Account for matlab R2017b. 2017-10-17 17:55:09 +02:00
Johannes Pfeifer fa26ab10e0 Make isfile.m command work with Matlab versions before 9.1 2017-10-17 09:14:15 +02:00
Stéphane Adjemian (Charybdis) d4e3dbe370 Fixes #1541. 2017-10-16 23:23:58 +02:00
Stéphane Adjemian(Charybdis) 46ce6e02af Updated dseries submodule (fixes abscissa tick labels in plot overloaded function). 2017-10-14 21:41:35 +02:00
Stéphane Adjemian(Charybdis) 4b4c3db3b9 Allow shocks over multiple periods in backward model routine. 2017-10-14 16:35:01 +02:00
Stéphane Adjemian(Charybdis) 56d3adb778 Chek if variance of the shocks in backward model IRF routines are defined when required. 2017-10-14 16:05:55 +02:00
Stéphane Adjemian(Charybdis) bc76988b01 Fixed bug in bakward model IRF routine.
Missing index.
2017-10-14 15:31:52 +02:00
Stéphane Adjemian(Charybdis) 1b042f01e0 Added new interface for specifying shocks in backward models IRFs.
By passing dseries objects to backward_model_irf routine.

(cherry picked from commit 366acf5bac)
2017-10-12 12:18:18 +02:00
Stéphane Adjemian (Charybdis) 008f30ea07 Updated dseries submodule. 2017-10-11 17:57:20 +02:00
Stéphane Adjemian(Charybdis) 61b23a17f4 Merge branch 'upgrade-classes' 2017-10-11 14:09:35 +02:00
Stéphane Adjemian (Scylla) 88a9493bc3 Updated dates submodule. 2017-10-10 15:47:40 +02:00
Stéphane Adjemian (Scylla) 4757713829 Fixed type of first returned argument. 2017-10-10 14:37:07 +02:00
Stéphane Adjemian (Scylla) d3d11b7a9a Updated dseries submodule. 2017-10-10 14:21:25 +02:00
Stéphane Adjemian (Scylla) 560a047a53 Moved isfile routine in missing.
This routine has been introduced in R2017b. Closes #1523.
2017-10-10 13:33:32 +02:00