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11473 Commits (a144aad150dab57719bc40753b4c73b3faa48c56)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) 85b88e133b Fixed integration tests related to the simulation of backward models. 
Use the histval interface for setting the initial conditions.
 2018-03-12 09:47:06 +01:00
Stéphane Adjemian(Charybdis) aa4cabcbeb Fixed bug (simulation of backward models). 
Was crashing with three inputs (last one is for innovations) when the first input was an empty array.
 2018-03-12 09:45:15 +01:00
Stéphane Adjemian(Charybdis) 8263bbba8a Use new mechanism for setting auxiliary time series. 2018-03-12 09:34:56 +01:00
Stéphane Adjemian(Charybdis) d96aca093e Fixes for julia 0.6.x. 
Updated the preprocessor module (adds new static and dynamic routines which
only return the jacobian).
 2018-03-10 16:05:14 +01:00
Houtan Bastani c92cb398a6 dyn_ols: add parameter indices to oo_ 2018-03-09 13:22:43 +01:00
Houtan Bastani 909956f0bc preprocessor: submodule update 2018-03-07 13:16:15 +01:00
Houtan Bastani c0cd92fa04 preprocessor: submodule update 2018-03-07 13:02:06 +01:00
Stéphane Adjemian(Charybdis) 04cbaec9ba Merge branch 'diff' into ecb-master 
Fixed conflicts in:
	matlab/backward/checkdatabase.m
 2018-03-05 14:33:03 +01:00
Houtan Bastani 3adb8d47d6 preprocessor: submodule update 2018-03-05 14:22:46 +01:00
Houtan Bastani 613f02aece preprocessor: submodule update 2018-03-05 14:19:56 +01:00
Houtan Bastani 5077b38a7e get_ar_matrices: fix error in maxlag 2018-03-05 13:09:59 +01:00
Houtan Bastani 8403911e64 get_ar_matrices: fix typo 2018-03-05 13:09:50 +01:00
Stéphane Adjemian(Charybdis) 35865d1e37 Cosmetic changes (plot_contributions). 2018-03-05 12:40:32 +01:00
Stéphane Adjemian(Charybdis) 904a11d962 Fixed case where all parameter values are hard coded (plot_contributions). 2018-03-05 12:37:28 +01:00
Stéphane Adjemian(Charybdis) a62c167146 Fixed issues with new implementation of the diff operator (plot_contributions). 2018-03-05 12:35:49 +01:00
Stéphane Adjemian(Charybdis) 4a646e4ab3 Fixed check on equation tag (plot_contributions). 2018-03-05 12:32:35 +01:00
Stéphane Adjemian(Charybdis) 71ad2cf13b Removed useless chunk of code... 
Since the introduction of the new mechanism for setting the auxiliary variables.
 2018-03-04 19:30:09 +01:00
Stéphane Adjemian(Charybdis) b7dcf96905 Use new checkdatabase interface. 2018-03-04 19:16:46 +01:00
Stéphane Adjemian(Charybdis) f1ed81aae2 Use new approach for setting aux variables in model inversion routine. 2018-03-04 19:15:43 +01:00
Stéphane Adjemian(Charybdis) 06e6db580c Cosmetic change. 2018-03-04 19:15:27 +01:00
Stéphane Adjemian(Charybdis) d7f87ba29f Use new approach for setting aux variables in checkdatabase. 
Also specialize the routine for simulation/inversion problems.
 2018-03-04 19:12:46 +01:00
Stéphane Adjemian(Charybdis) fbebb740f1 Updated preprocessor submodule. 2018-03-04 17:01:40 +01:00
Houtan Bastani 7593a506c2 preprocessor: submodule update 2018-03-02 18:47:54 +01:00
Houtan Bastani d6305d598f remove time t matrix of ecm matrices 2018-03-02 17:56:49 +01:00
Houtan Bastani c641f73554 preprocessor: submodule update 2018-03-02 17:52:50 +01:00
Stéphane Adjemian(Charybdis) f848bdfcf8 Fixed typo. 
(cherry picked from commit 86be2cb998)
(cherry picked from commit dd9f3fc411)
 2018-03-02 14:45:50 +01:00
Houtan Bastani 6b3630b486 preprocessor: submodule update 2018-03-02 12:34:47 +01:00
Stéphane Adjemian(Charybdis) dd9f3fc411 Fixed typo. 
(cherry picked from commit 86be2cb998)
 2018-03-02 10:28:52 +01:00
Stéphane Adjemian(Charybdis) 86be2cb998 Fixed typo. 2018-03-02 10:26:48 +01:00
Stéphane Adjemian(Charybdis) 1a15a8b7a8 Updated preprocessor (julia fix). 2018-03-01 16:02:16 +01:00
Stéphane Adjemian(Charybdis) 436e414427 Cosmetic change. 
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.

(cherry picked from commit 857a3842e3)
 2018-03-01 10:18:24 +01:00
Stéphane Adjemian(Charybdis) 857a3842e3 Cosmetic change. 
Changed M_.max_*_orig into M_.orig_maximum_* for consistency with other fields.
 2018-03-01 10:13:44 +01:00
Stéphane Adjemian(Charybdis) b84e3054e3 Various fixes for backward models routines. 2018-03-01 09:29:48 +01:00
Houtan Bastani 67805a7d1d preprocessor: submodule update 2018-02-28 17:40:34 +01:00
Stéphane Adjemian (Charybdis) 6a6d21ef41 Fixed unit test (forecasts for backward models). 2018-02-28 15:34:19 +01:00
Stéphane Adjemian (Charybdis) 5a55448ff4 Set default initial conditions of varexo for IRFs and forecasts in backward models. 2018-02-28 15:31:21 +01:00
Stéphane Adjemian (Charybdis) a135c49469 Added routines for PAC expectations. 2018-02-28 15:00:42 +01:00
Stéphane Adjemian (Charybdis) d347f57bab Fixed inversion of backward models with diff operators. 2018-02-28 15:00:42 +01:00
Stéphane Adjemian (Charybdis) bc2c5dd902 Code factorization (initial conditions for backward model simulations) 2018-02-28 15:00:42 +01:00
Stéphane Adjemian (Charybdis) 0579c1dc31 Allow initialization with histval in backward simulation routines. 2018-02-28 15:00:42 +01:00
Stéphane Adjemian (Charybdis) a0b7047f7d Fixed bug in model inversion routine. 
The solution was depending on the ordering of the variables in the
initialcondition object.
 2018-02-28 15:00:42 +01:00
Stéphane Adjemian (Charybdis) ce5049fef0 Removed redundant test. 2018-02-28 15:00:42 +01:00
Houtan Bastani 414831e2af Merge branch 'master' into ecb-master 2018-02-28 12:12:40 +01:00
Houtan Bastani e5085b7256 preprocessor: submodule update 2018-02-28 12:10:35 +01:00
Houtan Bastani e1dcd1bc72 dseries: submodule update 2018-02-26 18:36:27 +01:00
Houtan Bastani 0617f58a14 Merge remote-tracking branch 'origin/master' into ecb-master 2018-02-26 18:17:30 +01:00
Houtan Bastani ebc73ad704 preprocessor: submodule update 2018-02-26 17:23:19 +01:00
Stéphane Adjemian (Charybdis) ec003d055f Cosmetic changes. 2018-02-26 12:28:03 +01:00
Stéphane Adjemian (Charybdis) 4a2ac811e1 Fixed copy/paste error (value of pac_expectation's growth_type). 2018-02-23 20:08:36 +01:00
Houtan Bastani dbf84bc93c dyn_ols, pooled_sur_common: fix bug in regular expression 2018-02-23 12:43:32 +01:00