Michel Juillard
6662aa9e26
expanded error message when initial values are incompatible with steady state equations
2011-07-14 12:20:36 +02:00
Houtan Bastani
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
Houtan Bastani
6bc294aa33
documentation fix
2011-07-12 16:16:11 +02:00
Houtan Bastani
8f1b3bf995
documentation fix
2011-07-12 14:43:10 +02:00
Houtan Bastani
b15bdb11d9
MS-SBVAR: bug fix
2011-07-12 14:43:10 +02:00
Michel Juillard
0baa7d7ae9
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
Michel Juillard
ad2bfdf1de
ms-sbvar: correcting bug with restriction of lagged variables
2011-07-12 14:30:07 +02:00
Houtan Bastani
4ba9a27732
MS-SBVAR: submodule update
2011-07-08 16:32:45 +02:00
Houtan Bastani
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
Sébastien Villemot
3eec808cee
Merge remote-tracking branch 'houtanb/master'
2011-07-07 16:13:01 +02:00
Houtan Bastani
e20b1dd27c
test for irf_shocks
2011-07-07 16:08:13 +02:00
Houtan Bastani
9b9eb4e078
irf_shocks bug fix in stoch_simul (Thanks to J. Pfeifer for pointing this out)
2011-07-07 16:04:02 +02:00
Houtan Bastani
bf85614668
fix typo
2011-07-07 15:15:44 +02:00
Marco Ratto
765d8b54a9
examples of dynare calls triggering various parallel options
2011-07-07 09:58:53 +02:00
Marco Ratto
80582b19bd
Provisions for new options
...
pvalue_ks
pvalue_corr
2011-07-07 09:48:06 +02:00
Marco Ratto
0b1188c923
Added copyright preamble
2011-07-07 09:47:00 +02:00
Marco Ratto
34e88fffc7
utility providing critical value of the t-distribution
2011-07-07 09:46:43 +02:00
Stéphane Adjemian (Charybdis)
52fa569f00
Changed default value of the tolerance parameter.
2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis)
e097f7c8db
Change options_.lik_init to default value if the fixed point of the Riccati equation cannot be found.
2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis)
f2450932da
Use DYN_MEX_FUNC_ERR_MSG_TXT when INFO>0.
2011-06-28 14:49:56 +02:00
Stéphane Adjemian (Charybdis)
10a21fdaa8
Cosmetic changes.
2011-06-28 14:49:56 +02:00
Sébastien Villemot
87e4536f35
Ref. manual: some clarifications concerning the planner objective
2011-06-24 12:02:19 +02:00
Marco Ratto
d83c5326f6
check that theoretical moments are independent when evaluating simulated moments uncertainty
2011-06-24 10:58:04 +02:00
Marco Ratto
47787f6f20
Fixed waitbar message from octave slave (matlab master)
2011-06-24 10:57:25 +02:00
Marco Ratto
1b2cab9b52
Fixed check of number of cpu's chen unix master calls windows slave
2011-06-24 10:56:07 +02:00
Stéphane Adjemian (Charybdis)
3062617a60
Documents the feature introduced in commit fa9f6ac90b
. Added more information about option lik_init=3.
2011-06-23 23:44:17 +02:00
Stéphane Adjemian (Charybdis)
fa9f6ac90b
Added option lik_init=4. Initialization of the Kalman filter/smoother with the fixed point of the Riccati equation.
2011-06-23 23:39:15 +02:00
Stéphane Adjemian (Charybdis)
f0addc9e39
Added routines from dynare-breaks branch.
2011-06-23 21:46:41 +02:00
Stéphane Adjemian (Charybdis)
4444a850b3
Removed annoying display.
2011-06-23 17:48:09 +02:00
Ferhat Mihoubi
3262e6097c
- use gensylv instead of sylvester3 to solve the Sylvester equation
2011-06-23 17:44:24 +02:00
Ferhat Mihoubi
99310d97d3
gensylv.m and gensylv.mex work in the same way
2011-06-23 17:44:23 +02:00
Sébastien Villemot
1a9b8ff111
Fix license file following renamings in 3a2d740732
2011-06-23 16:08:37 +02:00
Stéphane Adjemian (Charybdis)
929df4f070
Renamed some files related to csminwel
2011-06-23 15:57:06 +02:00
Houtan Bastani
3a2d740732
preprocessor: remove initialization of option to make conisistent
2011-06-23 11:53:15 +02:00
Houtan Bastani
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
Michel Juillard
219d6766b2
Merge branch 'ramsey'
2011-06-22 18:41:20 +02:00
Sébastien Villemot
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
Sébastien Villemot
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
Michel Juillard
1617b6a410
improving Ramsey policy
2011-06-22 11:31:35 +02:00
Ferhat Mihoubi
1317e04c28
block option needs a specific index for the kalman smoother
2011-06-21 13:23:06 +02:00
Ferhat Mihoubi
bf6853339d
dr.order_var is equivalent to M_.block_structure.variable_reordered
2011-06-21 13:20:51 +02:00
Sébastien Villemot
da0ee20bca
Merge remote-tracking branch 'houtanb/master'
2011-06-21 10:38:34 +02:00
Houtan Bastani
e58a45cfee
MS-SBVAR: update submodule pointer
2011-06-21 10:21:34 +02:00
Marco Ratto
a96bad899d
Fixed bug of ~ in output list for non recent versions of matlab.
2011-06-21 09:43:24 +02:00
Sébastien Villemot
86befc3e4e
Merge remote-tracking branch 'houtanb/master'
2011-06-19 22:41:00 +02:00
Ferhat Mihoubi
311102ff6f
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Ferhat Mihoubi
3459b08c53
- Corrects the first order approximation of block-decomposed models
...
- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
Ferhat Mihoubi
fe1b241186
Add an option in bytecode to prevent the display of error messages .
2011-06-18 17:15:47 +02:00
Houtan Bastani
6948312062
change permissions on script and update
2011-06-18 15:07:43 +02:00
Houtan Bastani
ac2ed284ef
stop supporting osx 10.5, in accordance with changes at Apple and Mathworks
2011-06-18 15:07:34 +02:00