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154 Commits (c079ace8c3185fded3fa260e464f15912be1dbd2)

Author SHA1 Message Date
Sébastien Villemot a87cac34ca Preprocessor iface to extended_path 2012-06-08 17:36:32 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother" 
Closes: #233
 2012-05-30 16:28:29 +02:00
Michel Juillard c6495dfc9d first implementation of transform_logpow. It creates too many auxilary 
variables and probably violates Jensen inequality in some cases.
 2012-05-23 15:09:33 +02:00
Houtan Bastani a2497dc0ae estamiton: check variable types in copy statements 2012-04-04 10:43:29 +02:00
Houtan Bastani 9e30b3e5d0 estimation: clear subsamples substructure whenever a subsamples copy statement is encountered 2012-04-03 18:33:24 +02:00
Houtan Bastani 08bcf39fe7 estimation: clear subsamples substructure whenever a subsamples statement is encountered 2012-04-03 18:33:23 +02:00
Houtan Bastani 8d69c8bf2b estimation: introduce options = options syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 26d245ac4b estimation: introduce prior = prior syntax 2012-03-30 15:37:15 +02:00
Houtan Bastani 46a655fbd5 estimation: rewrite subsamples statement as an actual statement 2012-03-28 18:51:52 +02:00
Houtan Bastani 90e2de65f7 estimation: add subsample name to index 2012-03-27 13:03:10 +02:00
Houtan Bastani c5ace037ad estimation: add subsamples for std / corr, prior / options statements & simplify code 2012-03-27 13:03:09 +02:00
Houtan Bastani ec2528ae9b estimation: fixes to options statement 2012-03-09 11:47:25 +01:00
Ferhat Mihoubi 24e58262fc Error message for external function provides more details 2012-03-06 11:33:02 +01:00
Houtan Bastani 0f9d5d93d1 bug fix: quotes in warnings do not comply with Matlab disp 2012-02-10 17:05:37 +01:00
Houtan Bastani 0ca000cdc9 preprocessor: display a summary of preprocessor warnings at the end of a Dynare run 2012-01-30 10:44:14 +01:00
Houtan Bastani 6c5722ad2a preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani ed82146c37 preprocessor: bug fix in setting prior_variance 2011-12-23 18:22:40 +01:00
Houtan Bastani 0554e47dc0 ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 3ff704d36d ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani 16e11d49df ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 87ffab3200 preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani eb20a995f2 preprocessor: allow symbol.subsample=symbol.subsample 2011-12-21 12:21:30 +01:00
Houtan Bastani c1e4155001 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani f5bfdbb23f preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1e78d70659 preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani 29bead75c9 preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard 61cd43b3be unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +01:00
Michel Juillard 82d3c76ebb ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard f85c43d8f0 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Michel Juillard 8a885f3468 ms-sbvar: fixing bug in linear restrictions 2011-11-05 21:36:36 +01:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Sébastien Villemot ddc029394c Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for 
identification; added an example; still necessary to add error message
when restrictions are invalid
 2011-10-12 21:47:59 +02:00
Houtan Bastani 85d56423ab fix typo 2011-09-15 18:02:38 -04:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 9ac3d6800d MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani bf85614668 fix typo 2011-07-07 15:15:44 +02:00
Michel Juillard 82600953f1 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Michel Juillard 075837b2f8 renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy 2011-05-24 16:02:42 +02:00
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani aff5629736 bug fix: nonstationary vars and tex names 2011-04-08 13:37:05 +02:00
Houtan Bastani 865dcb57f8 IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani 8cf247e26a fixed typo 2011-03-22 10:38:58 +01:00
Michel Juillard e029d46697 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Sébastien Villemot 89b5022f9b Preprocessor: more explicit error message when users enter invalid floating 
point numbers (like "1e-10000")
 2011-02-16 11:08:40 +01:00
Sébastien Villemot ca52f1a323 Preprocessor: fix error message for conditional_forecast_paths 2011-02-07 11:51:13 +01:00
Sébastien Villemot f4557cb195 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00