Sébastien Villemot
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7a75872f72
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Modernization: use tilde (~) syntax for ignored output arguments
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2018-11-13 18:02:09 +01:00 |
Stéphane Adjemian (Charybdis)
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f4867d30b1
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Cosmetic changes and fixed cell/chararray issues.
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2018-01-10 17:14:59 +01:00 |
Marco Ratto
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6c5fc8d0fe
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new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points.
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2018-01-10 15:10:55 +01:00 |
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Marco Ratto
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fd8a69d97b
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bug fix in setting realtime_conditional_shock_decomposition field
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2018-01-10 15:06:13 +01:00 |
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Stéphane Adjemian (Scylla)
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7be8f10e0e
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Use cells of strings instead of char arrays.
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2018-01-09 22:30:01 +01:00 |
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Stéphane Adjemian (Charybdis)
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5417b27ac7
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Fixed indentation of matlab files.
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2017-05-16 15:10:20 +02:00 |
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Stéphane Adjemian (Charybdis)
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a53636e24e
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Fixed copyright notices.
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2017-05-16 14:11:15 +02:00 |
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Stéphane Adjemian (Charybdis)
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88e1701289
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Removed useless commas and semicolons.
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2017-05-16 13:24:46 +02:00 |
Johannes Pfeifer
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c373ed3897
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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)
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2017-05-14 11:03:05 +02:00 |
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Stéphane Adjemian (Charybdis)
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8a18e87d98
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Removed persistent variables in evaluate_smoother routine.
Closes #1412.
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2017-04-05 11:44:27 +02:00 |
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Johannes Pfeifer
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4380b4a973
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realtime_shock_decomposition.m: Delete variable that produced unwanted output
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2017-03-25 12:21:47 +01:00 |
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Marco Ratto
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afcb8eab35
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catch M_ output argument from evaluate_smoother;
remove unused variable lead_lag_incidence
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2017-03-23 08:25:14 +01:00 |
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Marco Ratto
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a9dd046db7
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fill in end of sample conditional shock decompositions.
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2017-03-22 22:30:14 +01:00 |
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Stéphane Adjemian (Charybdis)
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510bbe200e
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Bug fix (wrong number of output arguments when calling evaluate_smoother).
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2017-03-17 15:09:05 +01:00 |
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Marco Ratto
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39c3cf7718
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bug fix with realtime conditional shock decomp
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2017-03-17 12:41:59 +01:00 |
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Marco Ratto
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bb4ecbf5a8
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Realtime conditional forecast is better computed as residual from the realtime shock decomposition and the model unconditional forecast
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2017-03-17 12:41:59 +01:00 |
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Marco Ratto
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441d34a6ee
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Fixed bug with realtime conditional shock decompo
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2017-03-17 12:41:59 +01:00 |
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Marco Ratto
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92f79a14f4
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Added realtime conditional forecast shock decomposition
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2017-03-17 12:41:59 +01:00 |
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Marco Ratto
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10773e2cbb
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results of realtime_shock_decomposition.m should be plotted using only plot_shock_decomposition.m, so avoid unexpectable behavior.
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2017-03-17 12:41:59 +01:00 |
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Marco Ratto
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0bf30889f9
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Fixed header + bug fix for default options + set only local nograph
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2017-03-17 12:41:59 +01:00 |
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Marco Ratto
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3ed94b2e46
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New realtime_shock_decomposition.m routine + provisions in global initialization
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2017-03-17 12:41:59 +01:00 |