houtanb
54d28d65da
add new submodule: jsonlab
2017-06-22 16:34:52 +02:00
Houtan Bastani
62e55f9011
reporting: submodule update
2017-06-20 12:24:17 +02:00
Stéphane Adjemian (Charybdis)
90a239f84b
Fixed bug.
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Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
2017-06-19 17:32:58 +02:00
Stéphane Adjemian (Charybdis)
e7bb0acae8
Fixed typo.
2017-06-17 08:42:38 +02:00
Stéphane Adjemian (Charybdis)
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
Stéphane Adjemian (Charybdis)
4b1fd53701
Added set_historical_values command.
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(cherry picked from commit e043e92c4a
)
2017-06-14 00:09:07 +02:00
Stéphane Adjemian (Charybdis)
a1f86b97e2
Allow lags on exogenous variables for backward models forecasts and IRFs.
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TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7
)
2017-06-14 00:08:14 +02:00
Stéphane Adjemian (Charybdis)
0fa0ceb990
Added routine building endo_histval and exo_histval from a dseries object.
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(cherry picked from commit 2b0f5c7edf
)
2017-06-14 00:06:26 +02:00
Stéphane Adjemian (Charybdis)
4004d8d442
Allow for lags in exogenous variables.
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(cherry picked from commit b8e2eec878
)
2017-06-14 00:05:50 +02:00
Stéphane Adjemian (Charybdis)
b398a65eb9
Added routine for computing unconditional forecasts of a backward looking model.
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(cherry picked from commit d93b6b2f15
)
2017-06-14 00:05:32 +02:00
Stéphane Adjemian (Charybdis)
cfd82e28e4
Added routine computing IRFs of backward looking model.
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(cherry picked from commit 647505526a
)
2017-06-14 00:05:16 +02:00
Stéphane Adjemian (Charybdis)
ca7f734561
Updated dynare_config (wrt 214b534b25
)
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(cherry picked from commit 12733e94f3
)
2017-06-14 00:04:28 +02:00
Stéphane Adjemian (Charybdis)
5570bf1588
Moved backward models related routines in specific subfolder.
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(cherry picked from commit 214b534b25
)
2017-06-14 00:01:48 +02:00
Stéphane Adjemian (Charybdis)
57cab69530
Try random initial guess for dynare_solve...
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... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
(cherry picked from commit d282226100
)
2017-06-14 00:01:10 +02:00
Stéphane Adjemian
0500a69031
Merge pull request #1467 from JohannesPfeifer/line_breaks
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Fix two line breaks
2017-06-12 16:05:15 +02:00
Stéphane Adjemian
c45f9b776d
Merge pull request #1466 from JohannesPfeifer/discret_policy
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Adjust error message if number of instruments does not match number o…
2017-06-12 16:05:01 +02:00
Johannes Pfeifer
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
Johannes Pfeifer
4f06afea9c
Adjust error message if number of instruments does not match number of omitted equations
2017-06-11 10:55:14 +02:00
Stéphane Adjemian (Charybdis)
be61de1367
Account for negative steady state in case of log-linearization.
2017-06-08 11:59:02 +02:00
Stéphane Adjemian (Charybdis)
3f54ab04d4
Fixed mh_optimal_bandwidth.
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Bump killing mode (local bandwidth parameter), ie bandwidth=-2, was not
working. This is without consequences for Dynare because this approach is never
used.
Closes #1463 .
2017-06-07 11:02:49 +02:00
Stéphane Adjemian (Charybdis)
c8228d71d3
Added missing prior (Weibull).
2017-06-06 20:37:41 +02:00
Stéphane Adjemian (Charybdis)
a023839890
Fixed bug instroduced in e5945a4527
.
2017-06-05 10:51:30 +02:00
Stéphane Adjemian
baf7ba9031
Merge pull request #1462 from JohannesPfeifer/contemp_corr
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Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
Stéphane Adjemian
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
Stéphane Adjemian
cb25ffebaa
Merge pull request #1457 from JohannesPfeifer/ML_error
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dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
Johannes Pfeifer
f9efc6c10e
Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant
2017-05-30 19:30:43 +02:00
Johannes Pfeifer
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
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Closes #1453
2017-05-27 19:26:12 +02:00
Johannes Pfeifer
e5945a4527
dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters
2017-05-26 09:46:05 +02:00
Johannes Pfeifer
7cd56e9687
Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set
2017-05-23 13:20:47 +02:00
Stéphane Adjemian (Charybdis)
4195033561
Fixed typo introduced in 88e1701289
.
2017-05-20 01:21:28 +02:00
Stéphane Adjemian (Charybdis)
2e9467e511
Fixed copyright year in matlab/dynare_version.in.
2017-05-19 16:16:45 +02:00
Stéphane Adjemian (Charybdis)
803433fa5a
Updated submodules (fixed indentation and copyrigth notices).
2017-05-19 08:46:20 +02:00
Stéphane Adjemian (Charybdis)
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
Stéphane Adjemian (Charybdis)
b6634940ff
Removed unused routine.
2017-05-17 10:27:42 +02:00
Stéphane Adjemian (Charybdis)
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis)
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
Stéphane Adjemian (Charybdis)
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
9285a80a73
Fixed function name in header.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
06ae919b87
Removed *.el file that should not have been commited.
2017-05-16 13:24:46 +02:00
Stéphane Adjemian (Charybdis)
1a8cba5d26
Removed @dynTimeIndex class (unused).
2017-05-16 13:24:46 +02:00
Stéphane Adjemian
ab9b512021
Merge pull request #1450 from JohannesPfeifer/var_list_problems
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Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
Johannes Pfeifer
c373ed3897
Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
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Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
Stéphane Adjemian (Charybdis)
ae50f25c76
Fixed detection of stochastic trends orthogonal to the observed variables.
2017-05-12 18:55:15 +02:00
Stéphane Adjemian (Charybdis)
278726f3fc
Fixed typo.
2017-05-10 18:42:46 +02:00
Stéphane Adjemian (Charybdis)
3816272414
Make load_m_file_data_legacy.m work with row vectors.
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Added unit-tests.
2017-05-10 17:39:11 +02:00
Ferhat Mihoubi
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
Ferhat Mihoubi
e248d8bf59
Fix memory and periods issues in bytecode
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(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
Stéphane Adjemian (Charybdis)
28f1ff8c4a
Renamed routine.
2017-05-06 16:38:19 +02:00
Stéphane Adjemian (Charybdis)
d471bede09
Call dynare_solve instead of trust region when simulating backward models.
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Gives access to other solvers.
2017-05-06 16:32:48 +02:00