Stéphane Adjemian(Charybdis)
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4b4c3db3b9
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Allow shocks over multiple periods in backward model routine.
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2017-10-14 16:35:01 +02:00 |
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Stéphane Adjemian(Charybdis)
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56d3adb778
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Chek if variance of the shocks in backward model IRF routines are defined when required.
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2017-10-14 16:05:55 +02:00 |
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Stéphane Adjemian(Charybdis)
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bc76988b01
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Fixed bug in bakward model IRF routine.
Missing index.
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2017-10-14 15:31:52 +02:00 |
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Stéphane Adjemian(Charybdis)
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1b042f01e0
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Added new interface for specifying shocks in backward models IRFs.
By passing dseries objects to backward_model_irf routine.
(cherry picked from commit 366acf5bac)
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2017-10-12 12:18:18 +02:00 |
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Stéphane Adjemian (Scylla)
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904ce4b4c9
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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.
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2017-10-10 09:29:26 +02:00 |
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Stéphane Adjemian (Scylla)
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510eccd965
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Fixed routines for backward model simulation (with IRFs and forecasts).
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2017-09-28 10:12:53 +02:00 |
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Stéphane Adjemian (Scylla)
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e5bbcf41b6
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Efficiency change.
find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
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2017-08-10 13:26:47 +02:00 |
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Stéphane Adjemian (Scylla)
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637b0b0212
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Fixed bug (missing 'exact' when calling strmatch).
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2017-08-10 13:15:06 +02:00 |
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Stéphane Adjemian (Scylla)
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44cadbd51b
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Fixed errors introduced by recent changes in simul_backward_model.
(cherry picked from commit f7399f4d74)
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2017-07-31 16:31:43 +02:00 |
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Stéphane Adjemian (Charybdis)
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a1f86b97e2
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Allow lags on exogenous variables for backward models forecasts and IRFs.
TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7)
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2017-06-14 00:08:14 +02:00 |
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Stéphane Adjemian (Charybdis)
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cfd82e28e4
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Added routine computing IRFs of backward looking model.
(cherry picked from commit 647505526a)
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2017-06-14 00:05:16 +02:00 |