Johannes Pfeifer
|
bf5a3ab6da
|
Add headers to identification routines
|
2016-03-31 11:20:01 +02:00 |
Johannes Pfeifer
|
f37d3afb14
|
Add headers for param_derivs-files
|
2016-03-29 15:57:49 +02:00 |
Johannes Pfeifer
|
69e8535a91
|
Add missing author name in NK_baseline.mod
|
2016-03-27 19:45:10 +02:00 |
Johannes Pfeifer
|
16d8ee0c7b
|
Cosmetic changes to various function headers
|
2016-03-25 22:05:36 +01:00 |
Stéphane Adjemian(Charybdis)
|
b688cbe5b2
|
Merge branch 'master' into johannes_perfect_foresight_test
|
2016-03-24 23:01:11 +01:00 |
Stéphane Adjemian(Charybdis)
|
e714dc1a9f
|
Fixed bug in homotopy.
Convex combination for initial/terminal endogenous variables paths was wrong.
|
2016-03-24 22:42:44 +01:00 |
Stéphane Adjemian (Lupi)
|
fd850ca5bd
|
Merge branch 'master' into lik_init_5_fixes
Conflicts:
doc/dynare.texi
tests/Makefile.am
|
2016-03-24 17:40:27 +01:00 |
Johannes Pfeifer
|
d84bf3e107
|
Add unit tests for perfect foresight to detect issues with histval
|
2016-03-23 20:15:57 +01:00 |
Stéphane Adjemian
|
45ed4662ac
|
Merge pull request #1142 from JohannesPfeifer/spectral_density
Document spectral_density option of stoch_simul
|
2016-03-23 14:22:33 +01:00 |
Stéphane Adjemian(Charybdis)
|
d3f702f47b
|
Fixed bug (wrong number of arguments count).
|
2016-03-23 13:59:10 +01:00 |
Stéphane Adjemian(Charybdis)
|
109b57c35c
|
Fixed typo (misplaced underscore).
|
2016-03-23 12:24:19 +01:00 |
Stéphane Adjemian (Lupi)
|
703cc97421
|
Merge branch 'master' into johannes-prefiltering_rebased
|
2016-03-23 11:32:20 +01:00 |
Johannes Pfeifer
|
b4f06dd2d6
|
Account for options_.nk potentially being empty
|
2016-03-23 10:48:28 +01:00 |
Johannes Pfeifer
|
94fe1de08a
|
Make sure loglinear option correctly set logged_steady_state option for use in stoch_simul.m
|
2016-03-23 10:48:27 +01:00 |
Johannes Pfeifer
|
f597709228
|
Condition setting of nobs and first_obs on existence of dataset
Required in identification.
|
2016-03-23 10:48:26 +01:00 |
Johannes Pfeifer
|
c17de9f6b8
|
Fix accounting for third input argument in dyn_forecast.m
|
2016-03-23 10:48:25 +01:00 |
Johannes Pfeifer
|
14a15ec68b
|
Make sure options_-field logged_steady_state is correctly set in stoch_simul.m
|
2016-03-23 10:48:24 +01:00 |
Johannes Pfeifer
|
da5f7243e9
|
Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
|
2016-03-23 10:48:23 +01:00 |
Johannes Pfeifer
|
2139420336
|
Factorize unit tests for observation trends
|
2016-03-23 10:48:22 +01:00 |
Johannes Pfeifer
|
ee6b81284a
|
Correct header of DsgeSmoother.m and write_smoother_results.m
Definition of updated variables was incorrect
|
2016-03-23 10:47:26 +01:00 |
Johannes Pfeifer
|
acd08bba0e
|
Add means and trends to Bayesian smoother results
Also adjusts unit test
|
2016-03-23 10:47:25 +01:00 |
Johannes Pfeifer
|
df54e8fcab
|
Add unit tests for correctness of smoother results
|
2016-03-23 10:46:30 +01:00 |
Johannes Pfeifer
|
a534b63383
|
Add constant to filtered and updated ML variables
Harmonizes treatment across ML and Bayesian estimation
|
2016-03-23 10:46:29 +01:00 |
Johannes Pfeifer
|
f3d7e946e3
|
Make simult_.m account for logged steady state
|
2016-03-23 10:36:00 +01:00 |
Johannes Pfeifer
|
de4d90f88e
|
Make sure oo_.logged_steady_state is always correctly set
|
2016-03-23 10:35:59 +01:00 |
Johannes Pfeifer
|
df1c7fce8a
|
Do not condition handing over of observable index on requesting forecasts
Already the smoother uses them due to potential trends being present
|
2016-03-23 10:35:58 +01:00 |
Johannes Pfeifer
|
018fed21cd
|
Add unit test for calibrated smoother
Tests loglinear, prefilter, and first_obs options
|
2016-03-23 10:35:40 +01:00 |
Johannes Pfeifer
|
6f8ca74490
|
Factorize saving of smoother results
Also takes care of prefilter and loglinear option for calib_smoother
Closes #803 and #804
|
2016-03-23 10:31:11 +01:00 |
Johannes Pfeifer
|
369d8dd7a4
|
Allow prefilter_decomposition as option if calib_smoother
|
2016-03-23 10:31:10 +01:00 |
Johannes Pfeifer
|
fb20b464d4
|
Remove bayestopt_.mean_varobs and use dataset_info instead
Closes #255
|
2016-03-23 10:31:09 +01:00 |
Johannes Pfeifer
|
6a3c2b7b44
|
Cosmetic changes to forcst2.m and forcst2a.m
Cleans and documents files
|
2016-03-23 10:19:42 +01:00 |
Johannes Pfeifer
|
dcf0d75d55
|
Add output of trend to DsgeSmoother.m and use it to reconstruct smoothed and filtered values
|
2016-03-23 10:19:41 +01:00 |
Johannes Pfeifer
|
1c816aef24
|
Various interrelated bugfixes dealing with detrending
|
2016-03-23 10:19:40 +01:00 |
Johannes Pfeifer
|
d1bbe8f852
|
Restore backward compatibility with old data interface
|
2016-03-23 10:10:42 +01:00 |
Johannes Pfeifer
|
f64b76f0d3
|
Move saving of data mean to data initialization instead of posterior computations
Makes it accessible for other functions that also need it
|
2016-03-23 10:10:41 +01:00 |
Johannes Pfeifer
|
b235040ae1
|
Fix setting of no-constant option in dynare_estimation_init.m when loglinear option is used
Setting was based on unlogged steady states
|
2016-03-23 10:09:17 +01:00 |
Johannes Pfeifer
|
891b6da31c
|
Clarify hierarchy of loglinear option's logging of data and prefiltering's demeaning in manual
|
2016-03-23 10:09:16 +01:00 |
Johannes Pfeifer
|
e37448faaf
|
Fix exceptions when prefiltering was requested with loglinear option
The check for an existing mean was based on the unlogged steady state, resulting in wrong error messages
|
2016-03-23 10:09:15 +01:00 |
Johannes Pfeifer
|
b8377b8de5
|
Fix constant part of forecasts with loglinear option
Erroneously, the unlogged steady state was added
|
2016-03-23 10:09:14 +01:00 |
Johannes Pfeifer
|
452dfa6a7b
|
Fix wrong initialization of trend_coeff in preprocessor/ComputingTasks.cc
|
2016-03-23 10:06:19 +01:00 |
Johannes Pfeifer
|
babcd8b180
|
Fix merge conflict introduced in a55f00073b and make naming consistent with changes introduced in that commit
|
2016-03-22 22:23:27 +01:00 |
Johannes Pfeifer
|
2a323986a5
|
Document spectral_density option of stoch_simul
Closes #254
|
2016-03-22 21:45:36 +01:00 |
Stéphane Adjemian(Charybdis)
|
a55f00073b
|
Manual Merge of branch 'mh_recover' (Johannes)
|
2016-03-22 18:02:45 +01:00 |
Stéphane Adjemian
|
692acc66a7
|
Merge pull request #1137 from JohannesPfeifer/deterministic_estimation
Reset seed before drawing starting points of MCMC chains
|
2016-03-22 16:48:27 +01:00 |
Stéphane Adjemian
|
01e5b0943b
|
Merge pull request #1129 from JohannesPfeifer/debug_ramsey
Fix number of multipliers added by Ramsey used in evaluate_steady_sta…
|
2016-03-22 16:33:15 +01:00 |
Stéphane Adjemian(Charybdis)
|
61e6e80b5a
|
Allow irf_shocks in DSGE-VAR models.
|
2016-03-22 16:04:33 +01:00 |
Stéphane Adjemian
|
a3c7cad354
|
Merge pull request #1131 from JohannesPfeifer/make_
Replace globals by inputs in make_ex_.m and make_y_.m
|
2016-03-18 15:10:06 +01:00 |
Stéphane Adjemian
|
0ba7dc6d16
|
Merge pull request #1130 from JohannesPfeifer/dataset_info
Save dataset_info in results.mat if it exists
|
2016-03-18 14:30:09 +01:00 |
Stéphane Adjemian
|
cf9ecff321
|
Merge pull request #1138 from JohannesPfeifer/ep_varexo_det
Provide informative error message if EP is used with varexo_det
|
2016-03-18 14:28:13 +01:00 |
Johannes Pfeifer
|
8e3cb65258
|
Provide informative error message if EP is used with varexo_det
Closes #875
|
2016-03-17 10:30:14 +01:00 |