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144 Commits (b7c74f8e9af9d0a13bbd195a3ff457be4d98e941)

Author SHA1 Message Date
Johannes Pfeifer de4d90f88e Make sure oo_.logged_steady_state is always correctly set 2016-03-23 10:35:59 +01:00
Johannes Pfeifer 40877685f2 Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
Johannes Pfeifer 38d293b864 Replace globals in disp_th_moments.m by function arguments 2015-10-12 20:42:03 +02:00
Johannes Pfeifer a524681e40 Replace globals in disp_moments.m by function arguments 2015-10-12 20:42:00 +02:00
Johannes Pfeifer a4b04ca9b4 Fix UnivariateSpectralDensity.m for filtered variables 
- Adds bandpass filter
- Writes results to oo_
 2015-10-12 20:41:59 +02:00
Johannes Pfeifer 9b6d7dc68a Make irf_plot_threshold consistent with manual 
IRFs smaller and not smaller equal should not be displayed
 2015-08-14 12:36:08 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix 
Various fixes related to graphs and eps-TeX-loaders
 2015-07-20 14:36:20 +02:00
Johannes Pfeifer bcc1008d3d Only create eps-loaders if eps-figures have been created (leaves table TeX-output unaffected) 2015-06-08 17:57:15 +02:00
Johannes Pfeifer ccbb5fa7fb Fix relative_irf option for higher order 
Ex-post scaling is only allowed if linearity holds
 2015-06-08 16:39:07 +02:00
Houtan Bastani 60b3577a09 avoid call to dyn2vec in stoch_simul when the minimal_workspace option is passed, closes #946 2015-05-28 11:53:50 +02:00
Johannes Pfeifer 781e280610 Prevent crash if steady state cannot be computed 
If e.g. the log of the steady state cannot be computed, the field oo_.dr.ys does not exist
 2015-03-25 09:42:59 +01:00
Houtan Bastani bdb6a2602e preprocessor: ensure that options_.k_order_solver = 1 when order >= 3, closes #844 2015-02-10 03:39:18 +01:00
Stéphane Adjemian (Scylla) 66d08ac3bf Merge branch 'master' into use-dynSeries 
Conflicts:
	matlab/dynare_estimation_init.m
	matlab/global_initialization.m
	matlab/prior_posterior_statistics.m
	matlab/read_variables.m
	matlab/set_prior.m
	matlab/utilities/dataset/initialize_dataset.m
	preprocessor/ComputingTasks.cc
 2014-04-30 10:10:30 +02:00
Johannes Pfeifer 13df4979d8 Make error message for insufficient simulation length more informative. 2014-03-03 19:50:25 +01:00
Johannes Pfeifer 8ef4e45eaf More explicit commenting of stoch_simul.m related to loglinear option 2014-01-30 09:09:25 +01:00
Johannes Pfeifer 15f0353d02 Make sure repeated runs of stoch_simul.m with loglinear option do not crash due to logged steady state 2014-01-29 19:52:20 +01:00
Johannes Pfeifer 3da8e92aa5 Fix option loglinear for stoch_simul.m by also logging steady state. 
Must be done to assure correct simulations and output of moments. Cannot be done in the solver itself as estimation performs logging of steady state also outside of solver
 2014-01-29 19:39:00 +01:00
Johannes Pfeifer dfd9e3819b Filter out use of loglinear with simulated moments 
Does not work because steady state is not logged
 2014-01-29 19:20:52 +01:00
Johannes Pfeifer c9ebe21faf Harmonize plotting of IRFS 
In stoch_simul.m IRFs were only printed if they were not flat instead of checking whether the IRF is different from 0. Unit root responses were thus filtered out, e.g. C=0.2 for all t was not displayed.
 2013-12-05 17:46:38 +01:00
Sébastien Villemot d8d0f2b8cc Revert cosmetic change of 4fa2d5b 2013-11-29 23:09:51 +01:00
Stéphane Adjemian (Scylla) 4fa2d5b8e9 Added comments and cosmetics. 2013-11-28 10:57:54 +01:00
Stéphane Adjemian (Scylla) ee91c7654f Return a human readable message error if order=0 (stoch_simul). 2013-11-28 10:51:20 +01:00
Johannes Pfeifer fe24f80066 Add debugging information for not displayed IRFs due to size 2013-10-12 10:42:16 +02:00
Johannes Pfeifer 65a16fd293 Allow users to determine the threshold below which IRFs are suppressed. 
- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
 2013-10-12 10:38:47 +02:00
Johannes Pfeifer 4b060c47d2 Add more information when IRFs are not displayed due to explosive simulations 2013-10-02 09:50:31 +02:00
Stéphane Adjemian (Charybdis) ddce110bf2 Merge branch 'master' into use-dynSeries 2013-09-10 22:26:12 +02:00
Johannes Pfeifer ea5ee4722b Reintroduces nofunctions option mentioned in the manual that got somehow lost 2013-09-10 16:35:50 +02:00
Stéphane Adjemian (Charybdis) 907e087ea9 Consider options_.varobs as a cell of strings. 2013-09-07 16:39:04 +02:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Stéphane Adjemian (Charybdis) 8574dfd053 Adapted print_info routine. 2013-06-12 10:54:33 +02:00
Johannes Pfeifer 1883eb092b Clarify theoretical second moments for order=2 
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes #278
 2013-03-18 22:58:06 +01:00
Johannes Pfeifer 98ec0095df Add warning for variance decomposition at order=2 
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
 2013-03-17 23:36:43 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd} 
Replace them by equivalents in M_ (and an extra one: M_.dynamic).

IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.

We now have the following indentities:

M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
 2012-11-16 20:05:13 +01:00
Stéphane Adjemian (Charybdis) a05b9d6a8a Removed globals from simult. 2012-07-03 11:29:18 +02:00
Stéphane Adjemian (Charybdis) 1fb89a07e9 Removed global from set_state_space. 2012-07-03 11:29:18 +02:00
Stéphane Adjemian (Charybdis) fcd016dc25 Removed global from check_model routine. 2012-07-03 11:29:18 +02:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
JohannesPfeifer c0624738c9 Fixed bug introduced in bda0b1b228 
Created separate field options_.SpectralDensity.trigger to trigger Spectral Density
 2012-04-26 08:48:31 +02:00
Johannes Pfeifer 4c255cf2ae Starts implementing Ticket 216. Most plotting and figure is now controlled by the functions dyn_figure and dyn_saveas, allowing for option_.nodisplay to suppress the displaying of figures and using options_.graph_format to control the format of saved figures. 2012-04-25 11:47:40 +02:00
Michel Juillard 80ca47d62a Merge remote-tracking branch 'local_master/master' into dr1break 2011-12-31 10:10:41 +01:00
Sébastien Villemot 30cbcdbb55 Store histval information for endogenous in M_.endo_histval 
Really closes: #157
 2011-12-28 11:35:22 +01:00
Sébastien Villemot a2061b6f4e Initialize empirical simulations with information provided in histval 
Closes: #195, #157
 2011-12-21 18:37:45 +01:00
Michel Juillard 10c6978369 minor modifications + headers for new functions 2011-12-19 22:33:25 +01:00
Michel Juillard 7c62fafe0c Merge branch 'master' into dr1break 2011-12-10 20:10:31 +01:00
Sébastien Villemot 7a16ab15fe No longer report momemts in stoch_simul with order>=3 if periods not specified 
Previously Dynare was reporting dummy theoretical moments
 2011-10-27 18:03:42 +02:00
Stéphane Adjemian (Scylla) d76273f7c0 Fixed bug introduced while removing globals from resol.m. 2011-09-17 15:19:52 +02:00
Stéphane Adjemian (Scylla) 24cd423671 Removed globals from resol.m (changed calling sequence). Added texinfo header. 
Removed trailing whitespace.
 2011-09-17 12:53:38 +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 d70b02d319 removed unused variable 2011-03-31 16:36:03 +02:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Jacob Smith dc275f4af4 Moved the TeX file closing statement outside of loop, to fix a problem with non existant file id in producing TeX output in stoch_simul 2011-02-09 09:21:03 -05:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Michel Juillard 256ff761e8 stochastic simulations: fix the number of generated data to be exactly options_.periods 
added ./tests/simul
 2011-01-02 16:55:15 +01:00
Michel Juillard dcc46959b4 The default for options_.qz_criterium is now different for different contexts: 
qz_criterium = 1+1e-6
- stoch_simul
- osr
- check
- dynare_estimation_1 with lik_init =2 or 3
qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1

This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
 2010-12-23 08:34:13 +01:00
Ferhat Mihoubi ffaec7ba89 - First elements needed for stochastic simulation of a block decomposed model 2010-11-25 16:11:27 +01:00
Stéphane Adjemian (Charybdis) e614227c3f Added warning message when some of the deep parameters are not initialized. 2010-11-17 17:09:39 +01:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
Michel Juillard f48910aca9 set_state_space is now called by stoch_simul 2010-07-09 12:54:06 +02:00
Sébastien Villemot 7f5f99b43e stoch_simul: force order=1 with partial_information 2010-03-29 12:44:38 +02:00
Michel Juillard e405f17c8a additional fixe to partial information: 
- partial_information is a LOCAL option that must be repeated in all instructions
 - when VAROBS is empty, one assumes full information (all endogenous variables are observed)
 - allusion to SIMULATED variables is removed from the title of the tables
 2010-03-25 11:20:34 +01:00
George Perendia 0be001d194 Tidying up Partial information extension to stoch_simul, PCL_Part_info_irf.m and PCL_Part_info_moments.m 2010-03-24 23:26:05 +00:00
Sébastien Villemot 6bb4ec4d9b Fixed bug in stoch_simul related to the variable list 2010-03-24 12:54:02 +01:00
Michel Juillard b261eb0ba2 integration of partial information in stoch_simul (thanks to George, Joe and Paul) 2010-03-23 11:09:59 +01:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
 2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-16 17:17:34 +00:00
sebastien ee3ceb7db6 M-files and preprocessor: 
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-12-01 17:51:47 +00:00
michel 48dad3e37a 4.1: add preprocessor interface for k_order_solver 
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-30 19:54:45 +00:00
michel d2b1765c48 v4.1: changing Matlab routines for results display and simulation at order = 3 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3173 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-29 21:05:16 +00:00
sebastien a2cef7009d Fixes for ticket #57 
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-11-25 10:22:39 +00:00
stepan 5f8de6f142 + Added error messages related to the output of the steadystate file. 
+ Removed options_ from print_info.m
+ Removed some useless initializations of options_'s fields.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2786 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-25 08:30:27 +00:00
sebastien a47232a0f7 trunk: renamed table.m to dyntable.m (name clash with Octave's table) 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-04-24 15:15:18 +00:00
sebastien 47a4d91700 v4 matlab: 
* fixed copyright headers of remaining files
* deleted old ChangeLog


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 18:53:30 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 18:20:48 +00:00
adjemian aa9b217788 Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods). 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-10-04 15:36:00 +00:00
michel d75d2a459b v4 stoch_simul.m: added storage of IRFs in oo_.irfs 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-07-05 04:34:24 +00:00
adjemian f9d57f9389 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
 2007-01-22 16:34:54 +00:00
michel ce3a9a76ae v4: bug around options_.replic 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1085 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-11-18 07:37:22 +00:00
ratto 074f76dda2 bug on index of variable saved in base workspace 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@943 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-10-02 09:15:55 +00:00
michel e2882021d4 v4: various updates to Matlab code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@871 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-08-24 13:07:26 +00:00
adjemian 0fd478dd6f Small changes in gmhmaxlik.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@814 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-05 12:42:01 +00:00
michel 9ed66f8cb4 v4 stoch_simul.m: added option for Spectral Density (not yet in parser) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@813 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-07-03 12:24:27 +00:00
adjemian 757a5f4af2 Added theoretical spectral density (in stoch_simul.m) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@778 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-05-24 16:46:32 +00:00
adjemian 482d132aff git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@612 ac1d8469-bf42-47a9-8791-bf33cf982152 2006-01-19 15:27:57 +00:00
michel 6e23ddbf6d v4: global dr_ -> oo_.dr; corrected bug with dr_algo=1 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@608 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-18 16:50:33 +00:00
michel 89f1118b49 v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@581 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-01-06 15:12:00 +00:00
adjemian 0393e5e187 Corrections related to the impulse response functions. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@473 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-10-01 12:59:40 +00:00
michel bbf1729f9b v4: added dr_ as global in stoch_simul 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@468 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-30 15:02:43 +00:00
adjemian 884bff3678 posterior irf and bug corrections. New files : PosteriorIRF.m and GetOneDraw.m. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@462 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-26 12:40:14 +00:00
michel 46b1cb222b parser corrections + adapting 2nd order approx code 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@458 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-22 14:28:25 +00:00
michel a1a7cf34c3 correcting fname_ 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@448 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-09-11 09:43:58 +00:00
michel 9a9872fd33 dynare_v4 from CVS 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
 2005-02-18 19:54:39 +00:00