b281d682f2
Manual: document default name for “shock_groups” blocks
...
By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
9a726e6138
Dynare++ tutorial: add a note about the computation of IRFs when shocks are correlated
...
The treatment is different that that of Dynare. For more background, see
https://forum.dynare.org/t/difference-between-high-order-approx-in-dynare-and-dynare/16570/4
By the way, make a few minor modernizations.
[skip ci]
2020-09-09 17:04:16 +02:00
b9812a0ff0
Fix another issue with extended_path + bytecode
...
As reported in https://forum.dynare.org/t/extended-path-bytecode/16577
2020-09-08 13:13:00 +02:00
82ec87933a
Examples: convert some files to UTF-8
...
Those files were in ISO-8859-1 encoding, which is being phased out.
By the way, use typographic quotes.
[skip ci]
2020-09-07 17:24:53 +02:00
636d23fa49
Release notes for 4.6.2
...
[skip ci]
2020-09-07 12:35:56 +02:00
7d0f8aa116
Merge branch 'exogenouslag' into 'master'
...
Exogenouslag
See merge request Dynare/dynare!1759
2020-09-04 14:02:04 +00:00
0391dbbeb1
fix bug with lag on exogenous variables on more than one period
...
(cherry picked from commit 492124ce9886e6aef4f4cefef302241d7edfe024)
2020-09-04 14:02:04 +00:00
9b946ca0af
macOS package: fix compilation of x13as against gfortran 10
...
Add -std=legacy to FFLAGS.
Do the same for the Windows package, even though we don’t yet use version 10 of
gfortran (but that will of course happen at some point).
2020-09-04 10:47:43 +02:00
fa87c296cb
Preprocessor, use_dll: add the “restrict” C99 keyword to all pointers to double
2020-09-03 18:10:19 +02:00
26597bf093
Remove more utilities related to conversion of oo_ between Dynare versions
...
Ref. #915
2020-09-03 16:45:21 +02:00
2840526034
Merge branch 'parallel' into 'master'
...
AnalyseComputationalEnvironment.m: define missing command string used in error message
See merge request Dynare/dynare!1758
2020-09-03 14:41:18 +00:00
34f66d3db8
Windows package: GCC 10 now depends on zstd
...
Closes: preprocessor#55
By the way, bump other dependencies.
2020-09-03 15:58:05 +02:00
d7b7ce8940
AnalyseComputationalEnvironment.m: define missing command string used in error message
2020-09-02 12:41:31 +02:00
94adca9aad
Preprocessor: remove matched_moments_ as input argument as it is now a field of M_
2020-09-01 15:15:21 +02:00
b891695680
Merge branch 'JohannesPfeifer/dynare-MoM'
2020-09-01 15:14:43 +02:00
7738ea0a25
macOS: use GCC 10 for building, since GCC 9 is no longer in Homebrew
2020-09-01 14:39:17 +02:00
f31aefccf6
Preprocessor update
...
– Make preprocessor recognize default order=2 of stoch_simul
— Fix faulty logic in checks for mh_tune_jscale
— Fix handling of multiple PAC models
— PAC/MCE: improve informative message about # of aux. vars/eqs by adding the
model name
— Fixes to include_eqs/exclude_eqs
— PAC model: rewrite the algorithm for detecting the target, to make it more
robust
— PAC/MCE model: fix timing of target in PAC expectation term
— Add new “matched_moments” block
2020-09-01 14:36:38 +02:00
695dc8834f
Merge branch 'affiliation' into 'master'
...
Update Johannes's affiliation
See merge request Dynare/dynare!1756
2020-09-01 12:17:05 +00:00
96be513ecf
Remove matched_moments_ as input argument as it is now a field of M_
2020-08-05 15:58:58 +02:00
91563e50ac
Update Johannes's affiliation
2020-08-04 18:09:40 +02:00
f6c2471eef
New MEX for solving discrete Lyapunov equations with doubling algorithm
...
This is a Fortran 2008 rewrite of disclyap_fast.m.
Closes : #1737
2020-07-30 16:34:35 +02:00
3f53a94981
Add dpotrf to Fortran 2008 BLAS/LAPACK bindings
2020-07-30 16:34:35 +02:00
ea18431230
Various improvements to mjdgges MEX
2020-07-30 16:34:33 +02:00
f4a31a0d1f
Various improvements to Fortran 2008 interface to MATLAB MEX functions
...
— add interface for more functions (cell, logical, struct)
— add new mexPrintf wrapper that trims and prints a newline
— functions that take indices of type mwIndex now 1-based indices
— improve the wrapper for mxArrayToString so that it returns a character scalar
2020-07-30 14:45:50 +02:00
c9a58a443b
CI: switch to new code signing certificate for Windows
2020-07-29 16:27:26 +02:00
470d8ef079
Emacs mode: update for method of moments routines
...
[skip ci]
2020-07-28 18:10:46 +02:00
daea99d1b0
Merge branch 'parameter_setting' into 'master'
...
Move setting of parameters out of check_bounds_and_definiteness_estimation.m
See merge request Dynare/dynare!1754
2020-07-21 08:30:57 +00:00
6cf8f27d94
Merge branch 'RBC_mom' into 'master'
...
RBC_MoM: filter out additional pathological cases with try-catch
See merge request Dynare/dynare!1755
2020-07-17 20:57:55 +00:00
9fa24aa7be
RBC_MoM: filter out additional pathological cases with try-catch
2020-07-17 20:35:53 +02:00
032357f864
Merge branch 'RBC_MoM_steady' into 'master'
...
RBC_MoM-test: filter out pathological cases
See merge request Dynare/dynare!1753
2020-07-17 13:18:04 +00:00
791e5e9d97
RBC_MoM-test: filter out pathological cases
...
[skip CI]
2020-07-17 15:16:05 +02:00
3b85fea02e
Move setting of parameters out of check_bounds_and_definiteness_estimation.m
...
Increases transparency
2020-07-17 15:02:12 +02:00
4d22c4c0c0
Drop 32-bit binaries from Windows package
...
Closes : #1713
2020-07-17 12:52:58 +02:00
1dbbef9f2e
Merge branch 'moment_estimation' into 'master'
...
First implementation of moment estimation
See merge request Dynare/dynare!1750
2020-07-16 15:41:15 +00:00
19b7d202d2
testsuite: Add test cases
2020-07-16 14:54:04 +02:00
b273a2792b
Fix iterated method of moments
...
Also improve fprintf descriptions and comments and other cosmetical changes
2020-07-16 14:47:20 +02:00
cda3253d2c
Merge branch 'ME_traceplots' into 'master'
...
Fix trace plots with measurement errors and their correlations
See merge request Dynare/dynare!1752
2020-07-16 09:39:47 +00:00
499451d50a
Merge branch 'pruned_state_space' into 'master'
...
Speed up pruned_state_space_system.m by e.g. using persistent variables
See merge request Dynare/dynare!1749
2020-07-16 09:39:01 +00:00
9c99eac55c
Move more options to substructure options_mom_.mom
2020-07-16 11:38:41 +02:00
552b995215
Remove stuff and checks that are already done in the preprocessor
2020-07-16 11:38:41 +02:00
540f0454d2
Code Review of GMM routines
...
- fix prefilter option
- Implement iterative GMM
2020-07-16 11:38:40 +02:00
a40807caa9
plot_priors.m: Allow for optional title
2020-07-16 11:38:39 +02:00
e14e9641e8
Factorize checking of positive definiteness
2020-07-16 11:38:38 +02:00
3615962a61
First draft of method of moments toolbox with GMM and SMM
2020-07-16 11:38:38 +02:00
77dbeab98a
Preprocessor update
...
— add syntax for methods of moments estimation
— allow empty shocks(overwrite) blocks
— PAC MCE: fix incorrect detection of the target variable
— Do not print aux. var. for PAC expectation in dynamic_set_auxiliary_series routine.
— PAC MCE expectations: add corresponding auxiliary variables in
dynamic_set_auxiliary_series.m and set_auxiliary_variables.m
— Unary ops substitution: bugfix, actually restrict the substitution to the
chosen equations
2020-07-16 10:58:05 +02:00
8a00ee3dff
AnSchorfheide_pruned_state_space.mod: remove test part that only showcases that in Andreasen's code there is an error
2020-07-15 15:37:49 +02:00
f717712ed6
Fix trace plots with measurement errors and their correlations
...
Problem was introduced when transitioning to cell arrays
2020-07-15 14:34:04 +02:00
62fc244576
Merge branch 'singularity' into 'master'
...
DsgeSmoother: add warning if there is stochastic singularity
See merge request Dynare/dynare!1751
2020-07-15 10:45:06 +00:00
1cc29d765b
DsgeSmoother: add warning if there is stochastic singularity
2020-07-15 11:00:48 +02:00
51278b2f90
Testsuite / External functions: also test coefficients of 2nd order policy function
2020-07-10 18:25:23 +02:00
Sébastien Villemot
MichelJuillard
Johannes Pfeifer
Willi Mutschler