92833d3ceb
In CHECK, use the eigenvalues as computed by the reordered real
...
generalized Schur decomposition, rather than the ones computed by
eig()
2012-09-10 14:27:56 +02:00
a22d1d415a
replaced rank() by rcond() in evaluating whether Z22 is full rank in
...
checking Blanchard and Kahn conditions with CHECK
2012-09-10 13:26:05 +02:00
877cc55e78
Fixed bug.
2012-07-11 18:26:22 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
8ac14f8c80
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
e184c1f368
ghx matrix has to be stored as soon as the block contains lagged or mixed variables
2012-02-17 10:24:31 +01:00
d6ce82cda8
Considers exogenous variables with leads or lags in the evaluation of the dynamic model
2011-10-28 22:47:37 +02:00
01ef553956
Correction of bugs in the Jacobian matrix for the a purely backward looking non recursive block
2011-10-28 22:45:07 +02:00
5666c5b166
A purely forward block containing several non recursive equations is coded 7 (not 6)
2011-10-28 22:31:49 +02:00
57029ca39e
Correct a comment in dr_block
2011-10-12 14:51:13 +02:00
1782d73ccd
Corrects bugs in dr_block
2011-10-12 14:43:04 +02:00
e51d8f7a56
Correct bugs in dr_block:
...
- the index of lead_lag_incidence for forward looking blocks
- the block type index
2011-09-11 14:37:06 +02:00
3262e6097c
- use gensylv instead of sylvester3 to solve the Sylvester equation
2011-06-23 17:44:24 +02:00
3459b08c53
- Corrects the first order approximation of block-decomposed models
...
- The block-decomposed models can now be estimated
2011-06-18 17:43:45 +02:00
55bb27c5f6
new correction for steady_state operator bug. Steady_state vector is passed as argument to *_dynamic model function. As a result, bytecode is currently broken.
2011-03-13 17:06:57 +01:00
02652f6eb8
Updated copyright notices
2011-02-04 17:27:33 +01:00
757a9067c0
Global reindentation of MATLAB files
2011-02-04 17:17:48 +01:00
61a251535f
Correction of bugs in check command with block decomposition and
...
Add the missing dr_block m-file
2010-11-25 16:10:46 +01:00
Michel Juillard
Stéphane Adjemian (Charybdis)
Ferhat Mihoubi
Sébastien Villemot
Ferhat