adjemian
|
a53e4db7ab
|
Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 16:22:16 +00:00 |
adjemian
|
6ea51663a6
|
Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-09-21 16:15:49 +00:00 |
adjemian
|
01f5e9aa1f
|
Just some cosmetic changes!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-21 12:34:30 +00:00 |
adjemian
|
1224cec429
|
Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-09-21 12:17:56 +00:00 |
sebastien
|
97d78558d3
|
v4 parser: updated doxygen configuration file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1387 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-20 16:23:20 +00:00 |
sebastien
|
610d849121
|
v4 parser: fixed problems with DLL mode
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1384 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-13 17:50:32 +00:00 |
sebastien
|
1733962c4d
|
v4 parser: updated DynareBison.cc to match Bison file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1383 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-09-13 17:50:01 +00:00 |
gary
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c96ce67a80
|
test of commit
added blank line at line 3
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1382 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-08-30 13:33:54 +00:00 |
michel
|
60ddf0817d
|
v4 parser: added option mh_recover
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1381 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-08-19 08:07:31 +00:00 |
adjemian
|
a1c0424585
|
Correction of a bug related to the penalty on dsge_prior_weight.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-26 08:50:38 +00:00 |
adjemian
|
9549b0dd42
|
Correction of a bug related to info.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-26 08:21:54 +00:00 |
adjemian
|
ac15bfa388
|
Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-25 13:25:38 +00:00 |
sebastien
|
1a16b2c75c
|
v4 doc: added documentation for BVAR
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1375 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-17 18:27:49 +00:00 |
sebastien
|
0faf6de4ab
|
v4 tests: added BVAR examples
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1374 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-17 18:26:37 +00:00 |
sebastien
|
185ebc09bd
|
v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-17 14:00:22 +00:00 |
sebastien
|
b241abc87e
|
v4 bvar_*: minor changes in comments
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-17 13:43:44 +00:00 |
sebastien
|
162195c882
|
v4 parser: removed the mechanism which records whether a given symbol has been referenced or not in the model block (useless and creates problems for standalone BVAR estimation)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1371 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-16 16:48:47 +00:00 |
sebastien
|
446623f576
|
v4 parser: allow for empty model in some cases (actually for standalone BVAR estimation)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1370 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-07-16 16:47:09 +00:00 |
adjemian
|
daef6d60b6
|
Correction of a bug related to BVAR-DSGE. After the estimation of the DSGE posterior mode, dynare was computing the hessian matrix associated to the BVAR-DSGE...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1369 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-07-13 14:55:21 +00:00 |
adjemian
|
01e7407d76
|
Correction of a bug with mh_recover.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1344 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-06 14:50:09 +00:00 |
adjemian
|
6d6174d6ae
|
Added a penalty when the bvar-dsge prior is not proper (too small values of dsge_prior_weight).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-06 14:43:00 +00:00 |
sebastien
|
50950ea63f
|
v4 parser: removed deprecated "olr" command
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1342 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-06 14:39:38 +00:00 |
adjemian
|
269329cac2
|
Corrections for bvar-dsge estimation and irfs.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-07-06 08:43:25 +00:00 |
sebastien
|
2074327cd9
|
v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-05 12:49:26 +00:00 |
sebastien
|
52ee61764a
|
v4 bvar_forecast.m: fixed bug in RMSE computation
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-07-05 12:37:57 +00:00 |
adjemian
|
254a2df272
|
Correction of a bug in bvar-dsge estimation.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-07-05 12:32:28 +00:00 |
michel
|
d75d2a459b
|
v4 stoch_simul.m: added storage of IRFs in oo_.irfs
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-05 04:34:24 +00:00 |
sebastien
|
bcefdfc37c
|
v4 parser: added "print" and "noprint" options to stoch_simul
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1336 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-02 13:08:21 +00:00 |
michel
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db89b91a5e
|
v4 parser: NaN() is only available in recent Matlab version, changed to repmat(NaN,..,1);
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1335 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-07-02 12:48:38 +00:00 |
michel
|
125b4c004a
|
v4: added graphs of smoothed variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1334 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-30 06:39:02 +00:00 |
michel
|
40733b85bb
|
v4: new function for ramsey_policy; correction in ramsey_dynamic.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1333 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-30 06:33:17 +00:00 |
tommaso
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4fca885549
|
added example files in models subdirectory that had not been uploaded last time
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1332 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-28 10:11:24 +00:00 |
sebastien
|
86360d9eb4
|
v4: added BVAR code for computing marginal density and forecasting
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-25 22:42:30 +00:00 |
michel
|
ec4d29935d
|
v4 solve1.m: corrected convergence criterium max(abs(fvec)) < tolf instead of f < tolf
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1330 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-25 14:48:55 +00:00 |
sebastien
|
4074588719
|
v4 read_variables.m: added missing semicolon
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1329 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-25 10:04:23 +00:00 |
adjemian
|
d1820cd778
|
Correction of a bug related to mode_compute=6 (displayed progress information was wrong).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1328 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-22 14:35:56 +00:00 |
sebastien
|
7239b413e8
|
v4 doc: fixed wrong default value for option "presample" in manual
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1327 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-22 09:42:17 +00:00 |
adjemian
|
e48f546b4c
|
mode_check option for bvar-dsge.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1326 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-22 09:23:45 +00:00 |
michel
|
01ecabb717
|
v4 set_parameters.m: corrected bug when estimating covariances
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1325 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-20 14:52:18 +00:00 |
michel
|
482c5d2c3a
|
v4 osr1: correcting the correction ...
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1324 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-20 13:57:31 +00:00 |
michel
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9c935698a5
|
v4 osr1: corrected bug in call to dynare_solve
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1323 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-20 13:51:53 +00:00 |
michel
|
d9f02736c5
|
v4 parser: changed function call for ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1322 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-06-17 13:06:50 +00:00 |
michel
|
3261c1a1e0
|
v4 parser: added nograph to stoch_simul options
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1321 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-17 13:05:07 +00:00 |
michel
|
fd8ebccfbc
|
v4 dynare_estimation: added call to PosteriorMomentsVarendo (not yet completed)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1320 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-17 13:01:02 +00:00 |
tommaso
|
49337940bd
|
removing file that shouldn't have been uploaded
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1319 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-16 13:56:38 +00:00 |
adjemian
|
50137ebfb3
|
documentation update.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1318 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-16 08:59:31 +00:00 |
adjemian
|
0fa73bb1f3
|
Set the parameters to the posterior mean after a metropolis.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1317 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-06-16 08:52:53 +00:00 |
tommaso
|
b566d29bd7
|
beta version of UG for web
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1316 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-06-13 15:19:43 +00:00 |
tommaso
|
1af967a313
|
UG: new pdf
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1315 ac1d8469-bf42-47a9-8791-bf33cf982152
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2007-06-13 07:28:55 +00:00 |
adjemian
|
5d9c00ccf4
|
Correction of bugs
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
|
2007-06-11 19:56:31 +00:00 |