Commit Graph

8776 Commits (c56ad96c86f7244f090370788a567a9e5a80033d)

Author SHA1 Message Date
Houtan Bastani aedf516af8 Merge pull request #975 from JohannesPfeifer/master
Add mod.file lost in 6d048d8766
2015-07-21 11:19:50 +02:00
Johannes Pfeifer 84e04522bf Account for options_.nk potentially being empty. 2015-07-21 10:41:47 +02:00
Johannes Pfeifer 1f0897005f Add mod.file lost in 6d048d8766 2015-07-21 10:02:34 +02:00
Michel Juillard 9b8077fc28 Merge branch 'master' into new_ep 2015-07-21 09:30:58 +02:00
MichelJuillard 6d048d8766 Merge pull request #973 from JohannesPfeifer/Makefile_fix
Fix wrong name of unit test in Makefile.am and make name more expressive
2015-07-21 09:18:37 +02:00
Johannes Pfeifer b159d4227c Fix wrong name of unit test in Makefile.am and make name more expressive 2015-07-20 21:17:44 +02:00
MichelJuillard 80253835a7 Merge pull request #738 from JohannesPfeifer/Kalman
Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2cb58be875 Merge pull request #969 from JohannesPfeifer/documentation
Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
MichelJuillard c15e8f65c7 Merge pull request #769 from JohannesPfeifer/filtered_vars_ML
Do not create classical filtered variables at posterior mean if Bayesian...
2015-07-20 14:21:30 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard 8045217773 Merge pull request #729 from JohannesPfeifer/complex_jacobian
Deal with debugging info on complex Jacobians
2015-07-20 14:08:33 +02:00
MichelJuillard e174f5f00a Merge pull request #726 from JohannesPfeifer/steady_linear
Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
MichelJuillard 4b3550efbc Merge pull request #691 from JohannesPfeifer/var_decomp_unit
Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
2015-07-20 14:03:22 +02:00
MichelJuillard 9634ff2098 Merge pull request #698 from JohannesPfeifer/Fix_steady_state_estimation
Fix bug in dynare_estimation_init.m if steady state does not solve
2015-07-20 13:57:37 +02:00
Johannes Pfeifer 86322bcb3a Fix typo in dsge_likelihood.m
blkdiag command is not written with ck
2015-07-20 13:10:31 +02:00
Johannes Pfeifer 1dfb6ea327 Add unit tests for Kalman filter calls from Matlab 2015-07-20 13:10:30 +02:00
Johannes Pfeifer b0bbab68f3 Add likelihood value to mode-file 2015-07-20 13:06:22 +02:00
Johannes Pfeifer d6bc85fdc6 Improve error message for incompatible filter/Kalman option 2015-07-20 13:06:22 +02:00
Johannes Pfeifer bb0446873f Add initial likelihood value to debugging info 2015-07-20 13:06:21 +02:00
Houtan Bastani a4cee3929d doc: change xref to ref 2015-07-20 10:55:17 +02:00
Houtan Bastani 722036aea5 doc: change xref to ref, fix grammar 2015-07-20 10:52:17 +02:00
Houtan Bastani e7239fe0fc change xref to ref 2015-07-20 10:49:45 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Michel Juillard 2c8ee55d16 Revert "adding provision for histval in conditional_forecasts"
This reverts commit cb9a0ef064.
2015-07-20 10:16:03 +02:00
Michel Juillard cb9a0ef064 adding provision for histval in conditional_forecasts 2015-07-19 17:34:06 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Houtan Bastani 33e6b873e6 fix typo 2015-07-15 08:41:10 +02:00
Michel Juillard edbd1ef374 fixing typo 2015-07-13 11:51:07 +02:00
Stéphane Adjemian (Charybdis) dd8bd78562 Updated dseries submodule. 2015-07-09 16:03:47 +02:00
Stéphane Adjemian e16ed447cd Merge pull request #970 from JohannesPfeifer/fs2000_examples
Cosmetic changes to fs2000 examples
2015-07-09 09:04:07 +02:00
Johannes Pfeifer 85099e0fb7 Use steady_state_model block in fs2000_nonstationary.mod 2015-07-09 08:34:45 +02:00
Johannes Pfeifer 5cea6e6ef2 Clarify which model variant is used in fs2000.mod 2015-07-09 08:34:22 +02:00
Stéphane Adjemian (Hermes) b5a0114872 Fixed bug in reference manual (missing escape parameter). 2015-07-08 23:34:33 +02:00
Stéphane Adjemian (Lupi) 29589c062f Moved mode_check data file (see commit fe41b64c84) in a subfolder. 2015-07-08 17:18:27 +02:00
Stéphane Adjemian (Lupi) fe41b64c84 Save on disk the data produced by mode_check. 2015-07-08 16:05:38 +02:00
Houtan Bastani 69b7d8024c submodule update: reporting 2015-07-08 11:43:19 +02:00
Stéphane Adjemian (Charybdis) caaabe9436 Added integration test for the linear_approximation option in
perfect foresight model simulation.

Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
Stéphane Adjemian (Charybdis) ae4e802c44 Fied bug. Moved option linear_approximation. 2015-07-08 11:11:22 +02:00
Johannes Pfeifer 387fd6698b Add to manual that DSGE-VAR is incompatible with presample. 2015-07-08 10:14:27 +02:00
Johannes Pfeifer 01605edda3 Cosmetic fixes to manual 2015-07-08 10:09:43 +02:00
Johannes Pfeifer 8e7a4bd805 Clarify nobs statement. 2015-07-08 10:06:08 +02:00
Johannes Pfeifer 723754d057 Elaborate on mode_check graphs for particle filter 2015-07-08 09:43:18 +02:00
Johannes Pfeifer a3c4c40ed0 Add restriction for first_obs with DSGE-VAR to manual 2015-07-08 09:22:21 +02:00
Johannes Pfeifer 84f2b50043 Block using presample option with DSGE-VAR 2015-07-08 09:21:50 +02:00
Johannes Pfeifer df55ddc6ac Improve documentation of presample option 2015-07-08 08:54:11 +02:00
Stéphane Adjemian (Charybdis) d78ed888e5 Added a function to evaluate the accuracy of the linear approximation
when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis) ee44dd5fea Updated header. 2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis) 316f394e06 Removed unused variables from sim1.m. 2015-07-07 17:55:41 +02:00
Stéphane Adjemian (Charybdis) 17f3583151 Allow linear_approximation option with stack_solve_algo=7. 2015-07-07 17:55:41 +02:00