Johannes Pfeifer
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
Houtan Bastani
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
Sébastien Villemot
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
...
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
Sébastien Villemot
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
...
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
Houtan Bastani
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
Houtan Bastani
72788cf551
doc: fix typo
2012-01-02 18:26:01 +01:00
Houtan Bastani
d159dde855
macrodoc: remove unsupported references to @#then
2012-01-02 18:12:19 +01:00
Sébastien Villemot
b0afea3204
Fix parallel build problem in "make html"
2011-12-25 10:58:47 +01:00
Sébastien Villemot
a8354326b1
Ref. manual: clarify default value for variables undeclared in histval
2011-12-21 18:38:09 +01:00
Sébastien Villemot
75e125771d
Ref. manual: fix typo
2011-12-21 11:17:58 +01:00
Michel Juillard
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Sébastien Villemot
564665da7c
Ref. manual: list in a single place the MATLAB toolboxes and Octave-Forge packages from which Dynare can benefit
2011-11-25 16:48:07 +01:00
Sébastien Villemot
447b632723
Ref. manual: add Windows Seven to the list of supported OSes
2011-11-25 16:44:44 +01:00
Sébastien Villemot
ce50fc5e57
Ref. manual: fix typo
2011-11-25 16:44:11 +01:00
Michel Juillard
40cc11385a
added an error if periods in conditional_variance_decomposition option
...
are not strictly positive.
2011-11-20 15:13:05 +01:00
Sébastien Villemot
1f88bb2ba7
Give credits to MonFisPol grant
2011-11-18 17:29:49 +01:00
Sébastien Villemot
cc79c82392
Ref. manual: fix names of some fields created by "estimation" in oo_
2011-10-27 16:14:37 +02:00
Houtan Bastani
34d59e6661
fix typo
2011-10-26 11:33:18 +02:00
Michel Juillard
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
Michel Juillard
be97d37ce3
updating reference manual
2011-10-13 17:15:22 +02:00
Michel Juillard
03693621dd
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
Sébastien Villemot
83e2d47089
Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3
2011-09-22 18:14:54 +02:00
Houtan Bastani
942cefcd19
MS-SBVAR: documentation
2011-09-19 16:48:05 -04:00
Ferhat Mihoubi
b824789d57
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
Houtan Bastani
663aa73a0b
manual: aesthetic fix - uniformly declare multiple types in option definitions
2011-09-14 11:53:45 -04:00
Houtan Bastani
176afda1bc
fix typos
2011-09-14 11:53:45 -04:00
Sébastien Villemot
2aa7cf373e
Ref. manual: fix conflict between two anchors with the same name but different case ( closes : #188 )
2011-09-14 16:58:33 +02:00
Stéphane Adjemian (Scylla)
71edea7728
Moved matlab's script generating the internal documentation.
2011-09-12 14:21:11 +02:00
Stéphane Adjemian (Scylla)
3dfbead178
Added documentation for the new internals command.
2011-09-12 14:17:08 +02:00
Sébastien Villemot
6dd8e9201b
Cosmetic changes to the documentation of BVAR "à la Sims"
2011-09-08 18:09:37 +02:00
Sébastien Villemot
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Sébastien Villemot
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
Stéphane Adjemian (Charybdis)
8c4e24769b
Moved some of the routines for internal documentation.
2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis)
9b00852e25
Added routines for generating internal documentation.
2011-09-05 18:57:41 +02:00
Sébastien Villemot
8345de43b0
Document oo_.gamma_y, improve description of oo_.autocorr
2011-09-05 15:16:05 +02:00
Stéphane Adjemian (Charybdis)
77311614e2
Fixed typo.
2011-09-05 12:24:27 +02:00
Stéphane Adjemian (Charybdis)
49b286957e
Removed trailing whitespaces.
2011-08-30 16:07:02 +02:00
Stéphane Adjemian (Charybdis)
893d2ca2b2
Added comments on plot_conditional_forecast command.
2011-08-30 16:05:15 +02:00
Sébastien Villemot
c5ecad8c2e
Ref. manual: add a description of oo_.conditional_variance_decomposition
2011-08-23 17:57:50 +02:00
Sébastien Villemot
2914739b6b
User guide: update last changed date
2011-08-23 17:06:32 +02:00
Sébastien Villemot
bc8f960bbf
User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars)
2011-08-23 17:06:32 +02:00
Sébastien Villemot
19a994afda
User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161 )
2011-08-23 17:06:32 +02:00
Sébastien Villemot
79284070ae
User guide: synchronise RBC_Est.mod with the text
2011-08-23 17:06:32 +02:00
Sébastien Villemot
e4a590e626
User guide: fix error in estimation MOD file (only in the text, not in the accompanying files); with steady/check, it fails because paremeters are not initialized
2011-08-23 17:06:32 +02:00
Sébastien Villemot
62e32a37cb
User guide: revert to mode_compute=4 in example ( closes #121 )
2011-08-23 17:06:32 +02:00
Sébastien Villemot
555c85a3b9
User guide: reflect the fact that "simul_seed" option has been removed
2011-08-23 17:06:32 +02:00
Sébastien Villemot
59dd307ed9
User guide: remove useless file
2011-08-23 17:06:32 +02:00
Sébastien Villemot
8ab889a225
Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments
2011-08-23 11:53:32 +02:00
Sébastien Villemot
7224c889fd
Ref. manual: fix case of oo_.PosteriorIRF.dsge
2011-08-23 10:35:44 +02:00
Sébastien Villemot
41a8ff55d7
Reference manual: fix description of EXPECTATION operator ( closes #191 )
2011-08-19 18:18:57 +02:00
Sébastien Villemot
6bd588520c
Reference manual: fixed minor errors in the usage of @xref
2011-08-17 16:44:06 +02:00
Houtan Bastani
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
Michel Juillard
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
Houtan Bastani
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
Houtan Bastani
6bc294aa33
documentation fix
2011-07-12 16:16:11 +02:00
Houtan Bastani
8f1b3bf995
documentation fix
2011-07-12 14:43:10 +02:00
Houtan Bastani
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
Sébastien Villemot
87e4536f35
Ref. manual: some clarifications concerning the planner objective
2011-06-24 12:02:19 +02:00
Stéphane Adjemian (Charybdis)
3062617a60
Documents the feature introduced in commit fa9f6ac90b
. Added more information about option lik_init=3.
2011-06-23 23:44:17 +02:00
Houtan Bastani
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
Sébastien Villemot
65e0a4c475
Macroprocessor slides update
2011-06-16 16:15:02 +02:00
Marco Ratto
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
Sébastien Villemot
3faf426bdc
Ref. manual, partial information: fix citation, add pointer to wiki
2011-06-13 18:28:24 +02:00
Sébastien Villemot
ee72680bec
Ref. manual: fix syntax of {load,save}_params_and_steady_state
2011-06-13 15:19:23 +02:00
Sébastien Villemot
c1d19fae27
Ref. manual: fixed typo
2011-06-13 15:06:58 +02:00
Sébastien Villemot
a82ff537bf
Build system: fix error in previous commit
2011-06-13 11:55:38 +02:00
Sébastien Villemot
25ef2ea3ec
Build system: do not clean doc/guide.bbl which is not autogenerated
2011-06-13 11:41:19 +02:00
Sébastien Villemot
af6a330924
Ref. manual: complete the section about parallel computing
2011-06-08 15:29:02 +02:00
Sébastien Villemot
ffa566b7ae
Build system: add missing clean rules
2011-05-25 17:14:47 +02:00
Sébastien Villemot
6fdadbf138
Ref. manual, model_comparison: add example, fix typo
2011-05-24 12:22:22 +02:00
Houtan Bastani
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
Sébastien Villemot
65ad78ae30
Ref. manual: cosmetic change
2011-05-10 14:48:06 +02:00
Stéphane Adjemian (Sedna)
1f236dca66
Added new simplex optimization routine (mode_compute=8).
2011-05-10 14:18:23 +02:00
Sébastien Villemot
9c1a26e815
Ref. manual: add full documentation of macro-processor ( closes #170 )
2011-05-06 19:27:45 +02:00
Houtan Bastani
7a50281c68
manual: fix typo
2011-05-03 10:02:38 +02:00
Houtan Bastani
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
Houtan Bastani
79b1c94a46
manual: add dynare_sensitivity options
2011-04-28 18:10:09 +02:00
Sébastien Villemot
dc8a3c9864
Userguide: minor update related to Dynare stable version
2011-04-27 11:58:14 +02:00
Sébastien Villemot
7b67f40a11
Bump MATLAB version requirement to 7.0
2011-04-27 11:57:43 +02:00
Houtan Bastani
89a232465b
doc: add placeholders for identification options
2011-04-20 14:33:59 +02:00
Sébastien Villemot
5d7c26d47c
Reference manual: point to implementation details of 1st order solution
2011-04-15 18:43:59 +02:00
Sébastien Villemot
cc5f415090
Reference manual: explain how to cite Dynare
2011-04-15 18:43:27 +02:00
Sébastien Villemot
f23d683663
Build system fix for documentation
2011-04-15 10:54:01 +02:00
Sébastien Villemot
c1ce21b50e
Updated paper about 1st order
2011-04-12 19:04:07 +02:00
Houtan Bastani
d8b91ab0d7
manual: fix typos
2011-04-08 13:36:57 +02:00
Houtan Bastani
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
Houtan Bastani
ade0545625
fix typo
2011-03-31 16:36:15 +02:00
Houtan Bastani
131566653e
manual: add info for command line defines
2011-03-30 12:44:13 +02:00
Houtan Bastani
ff0eb13c5f
manual: add info about ramsey_policy auxiliary variables
2011-03-30 12:38:17 +02:00
Houtan Bastani
718be0074c
manual: fix typos
2011-03-30 12:36:17 +02:00
Houtan Bastani
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
Sébastien Villemot
5f04ed9db7
Reference manual: switch to TeXinfo format
2011-03-29 17:50:11 +02:00
Sébastien Villemot
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
Sébastien Villemot
05ebb51102
GSA: cleanup of doc and inclusion in build system
2011-03-17 15:48:31 +01:00
Sébastien Villemot
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
Sébastien Villemot
7782c7dd56
Reference manual: added a stub for discretionary_policy
2011-03-14 11:47:46 +01:00
Sébastien Villemot
dc81fc952b
Added Junior to the list of Dynare developers
2011-03-14 11:47:46 +01:00
Houtan Bastani
5f4212c4ab
ParallelDynare: updated manual
2011-03-14 11:41:28 +01:00
Sébastien Villemot
123294b7b1
Reference manual: improve description for Info format
2011-02-21 18:34:54 +01:00
Sébastien Villemot
967f2f1075
Build system: add rules for creating info file
2011-02-14 14:45:18 +01:00