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22 Commits (beb7d42d748f9f0f5216ed7aca93dceb4f73df2c)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Johannes Pfeifer a1222a1d1b Implement variance decomposition with measurement error 2017-10-05 11:33:17 +02:00
Stéphane Adjemian (Charybdis) 1bf81c9f5a Fixed copyright notices. 2017-05-18 18:36:38 +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 b7cbb563d6 Allow suppressing density of smoother and forecast objects 2015-10-12 15:34:52 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Stéphane Adjemian (Scylla) 63986a0ebf Closes #567. 2013-12-18 16:44:31 +01:00
Sébastien Villemot 1f9cea669a Update copyright notices 2012-06-08 18:22:34 +02:00
Sébastien Villemot a50e65fb6c Rename set_stationary_variables_list to get_variables_list 
This function has nothing to do with stationary variables now that
unit_root_vars has been removed.

Closes: #218
 2012-06-06 12:27:46 +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 f039875f60 + Various bug fixes related to prior sampling. 
+ Removed globals in set_stationary_variables_list.m.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2771 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 14:36:30 +00:00
stepan 2d314b32b9 Updated header. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2770 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-15 08:45:22 +00:00
stepan 4af1f415d4 Various bug fixes. 
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2768 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-12 10:08:25 +00:00
stepan 5695c1d528 + Changed some files so that they can handle prior montecarlo. 
+ New version of prior_analysis.m.
+ Changed names and calls.
+ Bug fix.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2765 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 22:55:37 +00:00
stepan bdabde9b58 + Changed some files so that they can handle prior montecarlo. 
+ Changed names and calls.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2764 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 16:32:05 +00:00
stepan e3043c4107 + Changed dsge_simulated_theoretical_*.m files. They can be used to compute the prior distribution 
of second order moments and variance decompositions.
+ Changed calls to dsge_simulated_theoretical_* functions.
+ Fixed headers.
+ Cosmetic changes.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2759 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-11 14:39:52 +00:00
stepan dedca98dba Added Posterior distribution of the conditional variance 
decomposition (more tests are needed). 

The results are saved in oo_.PosteriorTheoreticalMoments.dsge.ConditionalVarianceDecomposition. 

Contrary to the asymptotic variance decomposition, we do not report
contribution shares but contribution levels of each structural shock.

LIMITATIONS: 
* Won't work in a model with measurement errors.
* Won't work in a model with correlated shocks.
* The routines do not compute the covariance decompositions.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2719 ac1d8469-bf42-47a9-8791-bf33cf982152
 2009-06-03 14:50:02 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues) 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-08-01 12:40:33 +00:00
adjemian c86ba80007 Added posterior multivariate auto-correlation analysis 
+ Changed load instruction in selec_posterior_draws for octave compatibility.

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1911 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-07-01 11:03:23 +00:00
adjemian f12c2f4ed6 Bug corrections and cosmetic changes. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1897 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-24 17:13:36 +00:00
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables. 
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
 2008-06-21 08:33:31 +00:00