Michel Juillard
118a823310
fixed bug in stochastic extended path for orders > 1
2012-12-02 14:28:38 +01:00
Stéphane Adjemian (Charybdis)
8eb6284b3c
Fixed bug (the name of the covariance matrix changed in previous commit).
2012-11-29 12:56:01 +01:00
Michel Juillard
5c893f501b
making extended path ready for parallel computing with parfor
2012-11-17 20:55:01 +01:00
Sébastien Villemot
1f9cea669a
Update copyright notices
2012-06-08 18:22:34 +02:00
Michel Juillard
ec05f302b7
Removing debugging code for extended path. Updating test cases.
2012-06-01 15:01:25 +02:00
Michel Juillard
dd5cb335fb
changes to stochastic perfect foresight simulation (still doesn't work
...
correctly with ZLB)
2012-04-21 21:41:07 +02:00
Stéphane Adjemian (Charybdis)
f932fc8c78
Return the whole simulated paths instead of only the contemporaneous reaction of the endogenous variables.
...
Otherwise we can not test the number of periods and we cannot use the previous solution
to initialize the following (stochastic) perfect foresight problem.
2012-03-08 12:49:04 +01:00
Michel Juillard
bad8746e77
corrected bugs in extended path. The code works now with
...
./tests/ep/linear.mod
2012-03-04 20:59:57 +01:00
Michel Juillard
22e76c8ac8
correcting dimension bugs in solve_stochastic_perfect_foresight_model;
...
doesn't work yet; now Jacobian is singular
2012-02-11 15:42:45 +01:00
Michel Juillard
3564eca525
new version of solve_stochastic_perfect_foresight_model; doesn't work yet
2012-02-11 14:59:51 +01:00
Stéphane Adjemian (Charybdis)
d5628a277e
Fixed i_cols iterations.
2012-02-11 00:01:22 +01:00
Stéphane Adjemian (Charybdis)
060dc74cf5
Fixed computation of the expectations (it==2 case).
2012-02-10 19:05:50 +01:00
Stéphane Adjemian (Charybdis)
ad2f9574e5
Copy of solve_perfect_foresight_model.m --> stochastic version (with ,gaussian quadrature).
2012-02-10 19:05:50 +01:00