Johannes Pfeifer
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
Stéphane Adjemian (Scylla)
16e0fca19c
Added two examples (forecasts and IRFs in backward models).
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(cherry picked from commit 949440ef9c
)
2017-07-31 16:32:15 +02:00
Stéphane Adjemian (Scylla)
44cadbd51b
Fixed errors introduced by recent changes in simul_backward_model.
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(cherry picked from commit f7399f4d74
)
2017-07-31 16:31:43 +02:00
Stéphane Adjemian (Scylla)
81a1d803b4
Fixed initial period (lagged by one period without reason).
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(cherry picked from commit ef0afc1b75
)
2017-07-31 16:31:06 +02:00
Stéphane Adjemian (Scylla)
550a7ad3b1
Rewrote backward model inversion routine.
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(cherry picked from commit be6b1628d1
)
2017-07-29 14:16:42 +02:00
Stéphane Adjemian (Scylla)
8e6fd310c3
Fixed backward model simulation routines.
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(cherry picked from commit 45a14d768d
)
2017-07-29 14:16:05 +02:00
Stéphane Adjemian (Scylla)
1cd20acd7d
Code factorization.
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(cherry picked from commit 77b1d14083
)
2017-07-29 14:12:50 +02:00
Stéphane Adjemian (Scylla)
df1793a499
Fixed issue with the size of x (exogenous variables).
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(cherry picked from commit ccfd809dd0
)
2017-07-29 13:47:13 +02:00
Stéphane Adjemian (Scylla)
ce5316a1ec
Fixed typo.
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(cherry picked from commit b866bd828c
)
2017-07-29 13:46:29 +02:00
Houtan Bastani
91096d8d02
preprocessor: store max lead/lag info, write to output
2017-07-27 12:33:19 -04:00
Sébastien Villemot
47c2fa3610
Use magic comments for autoloads in Emacs mode file
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Also automatically trigger the mode for files with the .mod extension.
2017-07-25 16:26:21 +02:00
Stéphane Adjemian (Scylla)
209e16888d
Fixed bug in the integration test added in 45864f414f
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Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla)
9203f9e52f
Fixed encondig in the integration test added in 45864f414f
.
2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla)
d78be7fdf0
Updated NEWS file for 4.5.1 bug fix release.
2017-07-24 09:56:58 +02:00
Stéphane Adjemian (Scylla)
356c73039b
Fixed date release of 4.5.0 in NEWS file.
2017-07-24 09:44:02 +02:00
Stéphane Adjemian (Scylla)
45864f414f
Added integration test.
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Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Stéphane Adjemian (Scylla)
1f20ceb461
Fixed bug in filtered variables with trend.
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Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
Stéphane Adjemian (Scylla)
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
Johannes Pfeifer
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
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When removing globals in 24cd423671
the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises
1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian
acace4899d
Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
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generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian
cfce048a4b
Merge pull request #1471 from JohannesPfeifer/simpsa
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simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
Stéphane Adjemian
ca1a9e4a88
Merge pull request #1468 from JohannesPfeifer/discret_message
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discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
Stéphane Adjemian
1627414050
Merge pull request #1481 from JohannesPfeifer/manual_fix
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Fix another typo in manual
2017-07-17 21:12:37 +02:00
Johannes Pfeifer
8e899aa6bc
Fix another typo in manual
2017-07-17 19:33:51 +02:00
Houtan Bastani
6b56b1f3e3
Merge pull request #1480 from JohannesPfeifer/OSR_message
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Make osr error message more informative
2017-07-17 09:51:18 +02:00
Houtan Bastani
c3b378095c
Merge pull request #1479 from JohannesPfeifer/manual_fixes
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Fix typos in manual
2017-07-17 09:50:48 +02:00
Johannes Pfeifer
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
Johannes Pfeifer
9f00081310
Fix typos in manual
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Thanks to Jean-Paul K. Tsasa
2017-07-17 08:39:11 +02:00
Houtan Bastani
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
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Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
Johannes Pfeifer
3bac10a97d
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
Houtan Bastani
d3d350daef
submodule update: ms-sbvar
2017-07-06 11:50:42 +02:00
Houtan Bastani
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
Stéphane Adjemian
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
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Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
Stéphane Adjemian
6a789458f1
Merge pull request #1474 from JohannesPfeifer/mode_compute_6_doc
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mode_compute=6: Fix mistakes in manual
2017-06-30 12:01:46 +02:00
Johannes Pfeifer
2e06a636cd
mode_compute=6: Fix mistakes in manual
2017-06-30 10:50:49 +02:00
Stéphane Adjemian (Charybdis)
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
Johannes Pfeifer
344504a36a
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 10:12:36 +02:00
Stéphane Adjemian (Charybdis)
b5275edaa1
Simplified test on {dyn, mod} extensions.
2017-06-29 22:13:50 +02:00
Stéphane Adjemian (Charybdis)
ec9f755c27
Raise an error if file name given to dynare ends with a period.
2017-06-29 22:10:06 +02:00
Stéphane Adjemian (Charybdis)
ea9084afc8
Fixed comments.
2017-06-29 22:07:43 +02:00
Stéphane Adjemian (Charybdis)
45aef1de62
Removed test on octave version.
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Which has moved in dynare_confign, see e71e89bb38
.
2017-06-29 17:55:52 +02:00
Stéphane Adjemian (Charybdis)
fa7adc304b
Display help message if dynare is invoked without arguments.
2017-06-29 16:33:53 +02:00
Houtan Bastani
5eb66ff1ab
preprocessor: only create one dynamic/static JSON file
2017-06-29 15:11:22 +02:00
Houtan Bastani
49a866255a
preprocessor: couch JSON stdout output in constant text so users can easily find it
2017-06-29 13:18:59 +02:00
Houtan Bastani
153bcb8fe4
preprocessor: cleanup writing JSON to standardout
2017-06-29 13:15:35 +02:00
Houtan Bastani
9a13adb111
preprocessor: print JSON deriv detail by default; use option to print less-detailed versions of dynamic/static models
2017-06-29 13:08:41 +02:00
Sébastien Villemot
f1ed349d6b
Enfore standard tmp directory when calling latex2html.
2017-06-29 12:32:21 +02:00
Sébastien Villemot
28505f84f1
Add lmodern to Debian build-dependencies.
2017-06-29 12:01:24 +02:00
Sébastien Villemot
5feea2fc72
Update macro-processor slides (new @#include variant).
2017-06-28 18:19:10 +02:00
Sébastien Villemot
a779a64402
Update list of build-dependencies on Debian.
2017-06-28 17:24:26 +02:00