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47 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemian(Charybdis) 07141a8681
Various optimizations. 2018-09-26 22:51:05 +02:00
Stéphane Adjemian(Charybdis) 7c83ba7ea7
Fixed documentation header. 2018-09-26 22:51:05 +02:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Johannes Pfeifer 818a07a4ef Fix get_posterior_parameters 
Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
 2017-10-05 09:54:08 +02:00
Stéphane Adjemian (Charybdis) 5417b27ac7 Fixed indentation of matlab files. 2017-05-16 15:10:20 +02:00
Stéphane Adjemian (Charybdis) a53636e24e Fixed copyright notices. 2017-05-16 14:11:15 +02:00
Johannes Pfeifer 94ef60556e Account for loglinear option when reading in M_.endo_histval 
(cherry picked from commit d088420c21eba397459015b6a957c7eff7eafc36)
 2017-03-20 09:37:58 +01:00
Johannes Pfeifer 2f717b5adc Eliminate global variables from shock_decomposition.m 2016-12-18 09:57:51 +01:00
Houtan Bastani 89e0a84327 fix typo from 98cf1bfc1d 2016-11-14 11:08:02 +01:00
Johannes Pfeifer 98cf1bfc1d Add smoothed state uncertainty to Kalman smoother routines 2016-11-04 09:23:55 +01:00
Johannes Pfeifer c68038dfc8 imcforecast.m: make sure qz_criterium is properly set 2016-10-02 10:51:47 +02:00
Marco Ratto 5c4f81a26f Bug fixes for conditional forecast. 
1) apply chol only for non-diagonal covariances
2) fix wrong index for trend.
3) convert internally constrained_vars is in decision rule order.
 2016-09-07 09:27:48 +02:00
Johannes Pfeifer 1bd5c7cc0d Disentangle options_.conf_sig and set default to 0.9 2016-07-21 12:17:30 +02:00
Johannes Pfeifer e214ec2976 Allow for parameter_set=mle_mode in conditional_forecast 2016-06-17 00:21:08 +02:00
Houtan Bastani 25121bca4f fix copyright dates 2016-05-04 16:05:31 +02:00
Johannes Pfeifer 1d13a5dd02 Make imcforecast.m account for presence of trends 2016-04-09 09:45:21 +02:00
Johannes Pfeifer 58387f00e9 Make conditional forecasts compatible with histval 2015-06-08 15:42:14 +02:00
Johannes Pfeifer ad66a7bb35 Account for initial values when making conditional forecasts 
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
 2015-06-08 15:42:14 +02:00
Stéphane Adjemian (Charybdis) 871fa6aa86 Issue a warning if conditional forecasts are computed with correlated innovations (if these correlations are defined in the covariance matrix of the innovations). 2014-07-18 18:36:02 +02:00
Johannes Pfeifer 04554967fc Fix bug in imcforecast.m where covariance matrix was decomposed element-wise instead of via Cholesky. 2014-07-17 22:05:07 +02:00
Stéphane Adjemian (Scylla) 62e28dac94 Use makedataset in condition forecast routine. 2014-06-26 10:55:54 +02:00
Sébastien Villemot 5bbfe9cd5a Remove more remnants from old deterministic conditional forecast syntax. 2014-01-03 12:09:39 +01:00
Johannes Pfeifer 13bd1622e2 Fix variable name and document saving of conditional forecasts 2013-10-15 13:31:11 +02:00
Johannes Pfeifer 12bbf051a3 Add missing graph title that lead to crash 2013-05-26 08:30:47 +02:00
Johannes Pfeifer 5842c6c1c5 Make unconditional forecasts save figures to graph folder 
Also provides more expressive title
 2013-05-20 00:14:05 +02:00
Johannes Pfeifer f1406487dc Make field names consistent with different analysis steps and manual 
still related to #316 (https://github.com/DynareTeam/dynare/pull/316)
 2013-03-17 22:47:47 +01:00
Sébastien Villemot 00485425c1 Fix crash in conditional_forecast 2013-01-15 12:48:56 +01:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Michel Juillard bcb59e373d fixed bug in conditional forecasts whith constraints on only one period 2012-12-10 21:14:00 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Michel Juillard 02b86795b2 corrected bug linked to new handling of datasets 2011-11-01 16:44:31 +01:00
Michel Juillard 8f350dc744 conditional forecasts: remove random seed reinitialization 2011-10-12 21:47:59 +02:00
Stéphane Adjemian (Scylla) 013c599ec9 Removed globals from dynare_resolve. Removed unused first input argument. Adapted routines calling dynare_resolve. 
Added texinfo header to dynare_resolve.
 2011-09-19 16:41:53 +02:00
Michel Juillard bdac9c9bec changed calling sequence for all (two additional) occurences of describe_missing_data 2011-09-18 13:45:46 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Stéphane Adjemian (Ithaque) aef46cf78e Fixed bug. The declared paths for the constrained variables have to be centered (Users declare constrained variables in *levels*, 
imcforecasts centers the paths and adds the trend in the end).
(cherry picked from commit 4cb664a5089bc25bba7dfe63c2f0bdb743c4d5a7)
 2010-04-01 15:41:36 +02:00
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
stepan 21d58eac91 * Bug fix. 
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 15:56:32 +00:00
stepan a9f18121bd Changed the files performing conditional forecasts (to match the output of the preprocessor). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3065 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-22 13:03:30 +00:00
michel fb7ae67d09 v4.1: added trends to imcforecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3024 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-06 14:41:56 +00:00
michel e1f4f5e924 4.1: added steady state to forecast 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3012 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-10-02 11:47:56 +00:00
stepan 50ec80f1df * Fixed buggy call to DsgeSmoother (two input arguments used to handle missing observations were missing). 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2908 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-09-09 13:27:09 +00:00
michel d5a1a025d9 redo code for recursive estimation 
corrected bugs with option prefilter, bayestopt_.mean_varobs is now a column vector

git-svn-id: https://www.dynare.org/svn/dynare/trunk@2369 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-01-22 21:34:15 +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 bef2e614e8 v4 matlab: removed spurious svn:executable properties 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1563 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-01-11 11:58:56 +00:00
adjemian 47ae595059 Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF. 
Added : Posterior IRFs for BVAR-DSGE, conditional forecasts

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
 2006-12-15 11:37:24 +00:00