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10680 Commits (b7a8ad6b7e537ca41da4c27e8da2ef689885be4c)

Author SHA1 Message Date
Houtan Bastani 95da783110 preprocessor: clean up initval output 2017-05-18 18:02:22 +02:00
Stéphane Adjemian (Charybdis) d93b6b2f15 Added routine for computing unconditional forecasts of a backward looking model. 2017-05-18 15:41:46 +02:00
Stéphane Adjemian (Charybdis) 647505526a Added routine computing IRFs of backward looking model. 2017-05-18 13:43:13 +02:00
Stéphane Adjemian (Charybdis) 12733e94f3 Updated dynare_config (wrt 214b534b25) 2017-05-18 10:46:08 +02:00
Stéphane Adjemian (Charybdis) 2d432bee03 Fixed function name. 2017-05-18 10:13:10 +02:00
Stéphane Adjemian (Charybdis) 214b534b25 Moved backward models related routines in specific subfolder. 2017-05-18 09:55:26 +02:00
Stéphane Adjemian (Charybdis) 0c8d70bd9a Updated dseries submodules (fixes for NaNs in x13, and cosmetics) 2017-05-17 18:12:44 +02:00
Stéphane Adjemian (Charybdis) 58c34bf3e6 Updated dseries submodule (matlab-fame-io fix). 2017-05-17 16:40:07 +02:00
Stéphane Adjemian (Charybdis) 216eaf371f Updated dseries submodule (fixes in matlab-fame-io). 2017-05-17 15:11:23 +02:00
Stéphane Adjemian (Charybdis) b6634940ff Removed unused routine. 2017-05-17 10:27:42 +02:00
Houtan Bastani ba5bbbb657 doc: fix menu typo 2017-05-17 10:16:08 +02:00
Stéphane Adjemian (Charybdis) a788bff680 Updated dseries submodule. 2017-05-16 18:23:34 +02:00
Stéphane Adjemian (Charybdis) b4448937cc Fixed indentation of c/h/cc/hh files. 2017-05-16 16:30:27 +02:00
Stéphane Adjemian (Charybdis) 2f07c6f1db Updated indentation script for c/h/cc/hh files. 
+ set utf-8 encoding.
     + delete trailing whitespaces.
 2017-05-16 16:28:57 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) 3d91cf9716 Updated indentation script for matlab files. 
+ set utf-8 encoding.
 + delete trailing whitespaces.
 2017-05-16 14:55:56 +02:00
Stéphane Adjemian (Charybdis) a4f563f99f Updated LAST_UPDATE_COMMIT variable. 2017-05-16 14:45:24 +02:00
Houtan Bastani 20a453f1e7 doc: var_estimation (new), var_model (modify), var_forecast (modify) 2017-05-16 14:33:05 +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 
Make sure varlists are correctly updated after removal of doubly defi…
 2017-05-16 13:23:48 +02:00
Stéphane Adjemian 502612a5a5 Merge pull request #1451 from JohannesPfeifer/bvar_doc 
Document how to set options for BVAR Irfs
 2017-05-16 12:49:30 +02:00
Houtan Bastani 85ed9be960 Revert "preprocessor: add options to var_model" 
This reverts commit cbb099f7d9.
 2017-05-16 11:21:50 +02:00
Houtan Bastani 632e762f4b var_estimation: backend (buggy) 2017-05-16 10:12:24 +02:00
Houtan Bastani a460af8d6d preprocessor: more backend var_estimation changes 2017-05-16 10:12:24 +02:00
Houtan Bastani 9300f49a8e aesthetic fix 2017-05-16 10:12:24 +02:00
Houtan Bastani 230cbdf0d4 var_estimation: back end 2017-05-16 10:12:24 +02:00
Houtan Bastani d5b1e2e317 var_estimation: add datafile option 2017-05-16 10:12:24 +02:00
Johannes Pfeifer 6dde340c1e Document how to set options for BVAR Irfs 2017-05-14 18:37:34 +02:00
Johannes Pfeifer c373ed3897 Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m 
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) 563d992a7a Merge branch 'master' into ecb-master 2017-05-12 19:05:56 +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) d3c1b5f38c Updated dseries submodule. 2017-05-11 17:59:41 +02:00
Houtan Bastani d7c75e9b75 var_forecast: clean up for loop in var_forecast function 2017-05-11 11:42:24 +02:00
Stéphane Adjemian (Charybdis) d282226100 Try random initial guess for dynare_solve... 
... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
 2017-05-10 23:45:07 +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. 
Added unit-tests.
 2017-05-10 17:39:11 +02:00
Houtan Bastani 770b87f056 preprocessor: add var_estimation statement 2017-05-10 17:23:40 +02:00
Houtan Bastani 4d0af0c437 preprocessor: VAR restrictions 2017-05-10 16:25:01 +02:00
Ferhat Mihoubi 981e31c8c3 Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul 
(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
 2017-05-08 18:40:18 +02:00
Ferhat Mihoubi e248d8bf59 Fix memory and periods issues in bytecode 
(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. 
Gives access to other solvers.
 2017-05-06 16:32:48 +02:00
Stéphane Adjemian (Charybdis) 36fb15f34c Rewrote header. 2017-05-04 18:17:15 +02:00
Stéphane Adjemian (Charybdis) 2629341991 Updated dseries submodule (introduce @X13 class). 2017-05-04 17:56:08 +02:00
Houtan Bastani e3c12f5094 var_expectation: stop processing if variable used that was not in model 2017-05-04 16:56:50 +02:00