Marco Ratto
13a30a0a4e
add a new case for ratios between endogenous variables, like trade balance to GDP.
2018-01-27 10:37:31 +01:00
Marco Ratto
b3bcd2c8b0
bug fixes: wrong name of field fig_name and properly using user defined fig_name
2018-01-27 10:37:31 +01:00
Marco Ratto
5e7256daeb
Bug fixes after changes in the options structures for shock decompositions.
2018-01-27 10:37:31 +01:00
Johannes Pfeifer
cbc0cdfef8
Fix bug in multivariate Kalman smoother when observations are missing
...
The singularity branch did not correctly account for the switching number of observables
2018-01-26 23:13:45 +01:00
Johannes Pfeifer
8e73289fe5
read_variables.m: consistently account for variables being stored as cell array
2018-01-26 12:29:03 +01:00
Stéphane Adjemian (Charybdis)
74fc7cc078
Copyright header fix.
2018-01-26 12:01:07 +01:00
Stéphane Adjemian (Charybdis)
c4f1958690
Cosmetic changes + Copyright headers fixes.
2018-01-26 12:00:27 +01:00
Johannes Pfeifer
b933a440bf
Add debugging info to Kalman filter routines
2018-01-26 11:47:39 +01:00
Marco Ratto
b9741548b0
As we do for the smoother, check the rank of Pinf only for the observables (i.e. using Z*Pinf*Z')
2018-01-26 11:47:39 +01:00
Marco Ratto
cf8213f7a0
fix to the Kitigawa transformation that allows to reduce the computing time of the likelihood in large models, with a lot of static variables, by 30-50%.
...
This fixes the bug in e97e5c3407
that led to 2f9dc09285
It is tested and completely fixes the issue highlighted in #1312 .
2018-01-26 11:47:39 +01:00
Johannes Pfeifer
60efdd49bb
disp_steady_state.m: Use character array to make sure alignment in display of steady state is right
2018-01-26 11:45:54 +01:00
Johannes Pfeifer
a418a04249
model_diagnostics.m: bugfix after transition to cell arrays
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disp does not work with cell
2018-01-26 11:45:54 +01:00
Johannes Pfeifer
9fadf19bc2
Add -accepteula flag to psexec call
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Prevents freezing if dialog has not been opened before
2018-01-25 11:45:41 +01:00
Johannes Pfeifer
ec3fb76aa7
posterior_sampler: Fix naming error that crashes parallel estimation
2018-01-25 11:45:41 +01:00
Stéphane Adjemian (Charybdis)
2647f258d4
Cosmetic changes (code factorization).
2018-01-25 11:34:54 +01:00
Johannes Pfeifer
4c7960fbdc
AnalyseComputationalEnvironment.m: print out command that caused error as well as system response
2018-01-25 10:49:58 +01:00
Johannes Pfeifer
ef797eec0f
mode_check.m: account for case where bounds are infinite and not plots are shown
2018-01-24 23:21:10 +01:00
Stéphane Adjemian (Charybdis)
c7a860e6b6
Fixed bug in interactive choice of the endogenous variables.
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Bug introduced when we replaced the character arrays by cell of row character
arrays. Closes #1577 .
2018-01-24 18:22:45 +01:00
Johannes Pfeifer
28b499af3b
Filter out cases where stochastic_solvers.m is called at higher order without k_order_solver
2018-01-24 17:50:42 +01:00
Stéphane Adjemian (Charybdis)
ad0bff3771
Added comments.
2018-01-24 17:24:21 +01:00
Johannes Pfeifer
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
Stéphane Adjemian (Charybdis)
76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
Stéphane Adjemian (Charybdis)
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
Stéphane Adjemian (Charybdis)
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
Johannes Pfeifer
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
Stéphane Adjemian(Charybdis)
055ffb0b9e
Added second input argument to missing/nanmean routine.
...
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
for those
who do not have the statistics toolbox.
2018-01-13 00:10:50 +01:00
Marco Ratto
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
Johannes Pfeifer
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
Stéphane Adjemian (Charybdis)
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
Marco Ratto
f4b25efc5a
bug fix with initial_date for conditional shock decomposition
2018-01-10 15:12:39 +01:00
Marco Ratto
a63bc5b7f0
fixed bugs with dating of AOA decompositions
2018-01-10 15:12:39 +01:00
Marco Ratto
3e589d2440
Bug fixes in
...
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
Marco Ratto
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
Marco Ratto
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
Marco Ratto
a04b2876f2
bug fixes:
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- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
2018-01-10 15:06:13 +01:00
Marco Ratto
5d6b688f38
Bug fixes:
...
- wrong output list of evaluate_smoother (M missing_)
- realtime option must be forced to be zero
- wrong name of option fig_names
2018-01-10 15:06:13 +01:00
Marco Ratto
45166aba81
Bug fix for undefined yr variable
2018-01-10 13:14:27 +01:00
Stéphane Adjemian (Charybdis)
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
Johannes Pfeifer
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
Stéphane Adjemian (Scylla)
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
Houtan Bastani
e3bc725027
Merge pull request #1574 from JohannesPfeifer/octave_prior
...
Make Octave error message more constructive and informative
2017-12-05 00:14:45 +01:00
Johannes Pfeifer
2e69ae22ff
Make Octave error message more constructive and informative
...
See the discussion at http://savannah.gnu.org/bugs/?52569
2017-12-02 21:28:25 +01:00
Houtan Bastani
93a0351afb
Merge pull request #1569 from JohannesPfeifer/cosmetic
...
Cosmetic fix to error message
2017-12-01 15:04:43 +01:00
Johannes Pfeifer
ce4d8c3544
Cosmetic fix to error message
2017-11-28 10:27:43 +01:00
Johannes Pfeifer
b3d399e901
Add diffuse_filter as option to dynare_sensitivity
2017-11-22 16:25:29 +01:00
Houtan Bastani
9be04a449f
submodule update: dates
2017-11-17 10:29:29 +01:00
Stéphane Adjemian(Charybdis)
6e527b467d
Make backward model IRF routine also return the impulses.
...
- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
2017-11-16 17:54:00 +01:00
Stéphane Adjemian(Charybdis)
dc670e0199
Fixed test on M_.Sigma_e (backward model irf routine).
2017-11-15 15:01:34 +01:00
Stéphane Adjemian(Charybdis)
a0f089af2d
Updated dseries submodule (fixed horzcat behaviour).
2017-11-14 14:35:41 +01:00
Houtan Bastani
f1db5cd264
dynare command line: fix bug introduced in c258bad2ab
2017-11-14 14:09:15 +01:00
Houtan Bastani
c258bad2ab
dynare command line: be less strict in accepting macros from .mod file
2017-11-14 12:21:48 +01:00
Stéphane Adjemian(Charybdis)
c958f4ac04
Updated dates and dseries submodules (fixed overloaded struct function issue).
2017-11-12 16:09:20 +01:00
Houtan Bastani
fc10d35330
submodule update: dseries
2017-11-10 12:38:08 +01:00
Stéphane Adjemian (Charybdis)
6d8b224f67
Updated dseries submodules.
2017-11-08 18:33:56 +01:00
Houtan Bastani
d3c4477f3e
remove duplicated line
2017-10-24 16:37:08 +02:00
Stéphane Adjemian
bb7c245048
Merge pull request #1542 from JohannesPfeifer/isstring
...
Make isfile.m command work with Matlab versions before 9.1
2017-10-19 20:08:13 +02:00
Stéphane Adjemian (Charybdis)
798c22fb6e
Account for matlab R2017b.
2017-10-17 17:55:09 +02:00
Johannes Pfeifer
fa26ab10e0
Make isfile.m command work with Matlab versions before 9.1
2017-10-17 09:14:15 +02:00
Stéphane Adjemian (Charybdis)
d4e3dbe370
Fixes #1541 .
2017-10-16 23:23:58 +02:00
Stéphane Adjemian(Charybdis)
46ce6e02af
Updated dseries submodule (fixes abscissa tick labels in plot overloaded function).
2017-10-14 21:41:35 +02:00
Stéphane Adjemian(Charybdis)
4b4c3db3b9
Allow shocks over multiple periods in backward model routine.
2017-10-14 16:35:01 +02:00
Stéphane Adjemian(Charybdis)
56d3adb778
Chek if variance of the shocks in backward model IRF routines are defined when required.
2017-10-14 16:05:55 +02:00
Stéphane Adjemian(Charybdis)
bc76988b01
Fixed bug in bakward model IRF routine.
...
Missing index.
2017-10-14 15:31:52 +02:00
Stéphane Adjemian(Charybdis)
1b042f01e0
Added new interface for specifying shocks in backward models IRFs.
...
By passing dseries objects to backward_model_irf routine.
(cherry picked from commit 366acf5bac
)
2017-10-12 12:18:18 +02:00
Stéphane Adjemian (Charybdis)
008f30ea07
Updated dseries submodule.
2017-10-11 17:57:20 +02:00
Stéphane Adjemian(Charybdis)
61b23a17f4
Merge branch 'upgrade-classes'
2017-10-11 14:09:35 +02:00
Stéphane Adjemian (Scylla)
88a9493bc3
Updated dates submodule.
2017-10-10 15:47:40 +02:00
Stéphane Adjemian (Scylla)
4757713829
Fixed type of first returned argument.
2017-10-10 14:37:07 +02:00
Stéphane Adjemian (Scylla)
d3d11b7a9a
Updated dseries submodule.
2017-10-10 14:21:25 +02:00
Stéphane Adjemian (Scylla)
560a047a53
Moved isfile routine in missing.
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This routine has been introduced in R2017b. Closes #1523 .
2017-10-10 13:33:32 +02:00
Stéphane Adjemian (Scylla)
a83258d4af
Generalised isfile routine (to accept more than one file name to be tested).
2017-10-10 13:19:07 +02:00
Stéphane Adjemian (Scylla)
1181f9bf70
Merge branch 'pr#1535'
2017-10-10 10:57:29 +02:00
Stéphane Adjemian (Scylla)
0e85dfdc15
Upgraded dseries and dates classes.
...
- Switched to master branch with new OOP interface.
- Removed initialization of empty dseries and dates objects (preprocessor).
2017-10-10 10:45:07 +02:00
Stéphane Adjemian (Scylla)
ce7cfccddb
Cosmetic changes.
2017-10-10 10:14:59 +02:00
Stéphane Adjemian (Scylla)
904ce4b4c9
Fixed backward model IRFs and added an interface for baseline scenario.
...
Note that there is an additional argument (2nd position) for the shocks
baseline scenario.
2017-10-10 09:29:26 +02:00
Marco Ratto
da063b2e18
bug fix in optimizer 5 [newrat] for dsge_var_likelihood objective function. Fixes #1494
2017-10-09 17:53:19 +02:00
Michel Juillard
0068f9f6b6
fix another bug in complementarity constraints with ramsey problem
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(cherry picked from commit b1fc34ef99
)
2017-10-08 16:45:20 +02:00
Michel Juillard
b1fc34ef99
fix bug when there are constraints both on ramsey policy instrument and on
...
other variables
2017-10-08 12:43:33 +02:00
Houtan Bastani
d52f13114d
preprocessor: interface for generate_irfs block. Closes #1531
2017-10-06 15:00:55 +02:00
Stéphane Adjemian (Scylla)
6e656fbf50
Only set options_.varlist if necessary.
2017-10-06 09:18:55 +02:00
Michel Juillard
53b1910201
adding missing occbin functions
2017-10-05 14:19:24 +02:00
Johannes Pfeifer
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
2472c5801a
Fix typo
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
Stéphane Adjemian
913425e5a4
Merge pull request #1525 from JohannesPfeifer/cosmetic
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Fix incorrect comments
2017-10-04 18:42:29 +02:00
Johannes Pfeifer
3c9880fc3b
Fix typos in fjaco.m
2017-10-04 16:52:55 +02:00
Johannes Pfeifer
86e646488c
mode_check.m: fix case where parameter is exactly 0
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In this case, interval length was 0, crashing the plotting
2017-10-04 16:49:09 +02:00
Johannes Pfeifer
8fa50ad009
Make sure prior distribution is set up without prior estimation command
2017-10-04 15:46:23 +02:00
Johannes Pfeifer
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
Johannes Pfeifer
0f84dadb9a
Reset order=1 for all of stoch_simul.m if the Hessian is 0
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Prevents various crashes where functions called rely on fields existing at order>1
2017-10-04 11:34:31 +02:00
Johannes Pfeifer
e857df0c93
Correct header of makedataset.m
2017-10-04 10:40:42 +02:00
Johannes Pfeifer
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
Stéphane Adjemian
666e569a27
Merge pull request #1520 from JohannesPfeifer/inv_gamma
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Clarify inverse_gamma_specification.m
2017-10-03 13:59:54 +02:00
Stéphane Adjemian
a2916fef2c
Merge pull request #1504 from JohannesPfeifer/patch-1
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lyapunov_solver: Eliminate confusing transpose
2017-10-03 13:52:06 +02:00
Stéphane Adjemian (Scylla)
6dde1b1ee7
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:29:40 +02:00
Stéphane Adjemian (Scylla)
2d717dbd3e
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:29:20 +02:00
Stéphane Adjemian (Scylla)
e001d448b8
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:29:04 +02:00
Houtan Bastani
51fd3fd988
preprocessor: perpetuate nopreprocessoroutput option to preprocessor code #1390
2017-09-28 14:58:25 +02:00
Stéphane Adjemian (Scylla)
919e9713a8
Fixed typo.
2017-09-28 10:18:29 +02:00
Stéphane Adjemian (Scylla)
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00