21fe74d8e3
dyn_ols: fix bug in sample range
2018-01-24 17:27:29 +01:00
f3f820135a
getEquationsByTags: aesthetic fix
2018-01-24 17:27:29 +01:00
ad0bff3771
Added comments.
2018-01-24 17:24:21 +01:00
99e4cb6e7e
evaluate_steady_state_file.m: Condition call to str2func on function being present
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Workaround for Octave bug https://savannah.gnu.org/bugs/?52568
2018-01-24 17:21:16 +01:00
76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
4608e6b2cd
Updated dseries submodule (fixes and new routines for the FAME interface).
2018-01-24 14:35:33 +01:00
82de9c1d18
macroprocessor: allow inline comments. closes #1550
2018-01-23 17:13:46 +01:00
204d9cd05f
macroprocessor: interpret arrays passed on the command line as arrays instead of strings. closes #1578
2018-01-23 16:33:20 +01:00
bdb171ad44
Fixed bug on endo_names' type (cell versus char array).
2018-01-22 11:44:30 +01:00
92549e48b1
Make demean.m use nanmean
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Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00
e333f8970d
fix comments
2018-01-19 14:41:28 +01:00
c9b787f684
pooled_sur_common: fix error messages
2018-01-19 12:52:40 +01:00
c42311de12
simplify getEquationsByTags
2018-01-19 12:51:51 +01:00
c17f648b39
pooled_ols: remove unnecessary call to dbstack
2018-01-19 11:38:13 +01:00
34cf18a96a
dyn_ols: fix bug in assignment to M_.params
2018-01-18 17:22:23 +01:00
7e4f5abfa5
dyn_ols: modify dictionary to take eqtags as first argument and allow for transformations on fitted values
2018-01-17 17:19:35 +01:00
a002388fd0
add tags to equations in test file
2018-01-17 16:17:15 +01:00
ad1d779559
pooled_ols: only return argument if called from pooled_fgls
2018-01-17 12:57:58 +01:00
b0b75d1c2c
pooled_ols: simplify calling structure
2018-01-17 12:50:22 +01:00
d392738412
pooled_ols, pooled_fgls: add eqtags option
2018-01-17 12:45:44 +01:00
ead8e1011a
sur, surgibbs: add possibility to select subset of equations
2018-01-16 18:42:15 +01:00
8f738d9eb4
get_ar_matrices: improve assertion
2018-01-16 17:45:52 +01:00
702ffb207e
get_ar_matrices: simplify code
2018-01-16 17:05:07 +01:00
d5ace05281
dyn_ols: take care of trailing underscore when LHS var ends with )
2018-01-16 16:33:15 +01:00
f01210085f
dyn_ols: control the number of input arguments
2018-01-16 16:13:38 +01:00
7a4c9a64c3
introduce function to get autoregressive matrices for specified equations
2018-01-15 23:01:58 +01:00
86680365b7
preprocessor: var_model: adjust checks and functionality for various option combinations
2018-01-15 12:46:46 +01:00
4017d00c9e
preprocessor: store string vectors as cellar
2018-01-15 12:46:45 +01:00
c936100cb8
preprocessor: remove requirement to have symbol list after var_model statement
2018-01-15 12:46:40 +01:00
055ffb0b9e
Added second input argument to missing/nanmean routine.
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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
2018-01-13 00:10:50 +01:00
a0b88f35a5
preprocessor: add eqtags option to var_model
2018-01-12 16:55:58 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
23a251e7d7
plot_contributions: fix bug
2018-01-12 12:04:58 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
ec35210e06
- bug fix for when NO parameter is detected below pvalue threshold
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- 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
b4204f8b9e
Make sure that mean and covariance of data are correctly computed with only one observation
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Need to always compute mean along first dimension
(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
2018-01-12 09:48:14 +01:00
0d11246c35
Add fast_realtime option to integration test
2018-01-12 09:48:14 +01:00
911ca2a54f
Add preprocessor interface for fast_realtime option of
2018-01-12 09:48:14 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
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# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
70452bbeea
preprocessor: list nonlinear equations in .m file
2018-01-11 12:55:36 +01:00
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +01:00
f4b25efc5a
bug fix with initial_date for conditional shock decomposition
2018-01-10 15:12:39 +01:00
a63bc5b7f0
fixed bugs with dating of AOA decompositions
2018-01-10 15:12:39 +01:00
3e589d2440
Bug fixes in
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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
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
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
Houtan Bastani
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Marco Ratto
Houtan