ccbb5fa7fb
Fix relative_irf option for higher order
...
Ex-post scaling is only allowed if linearity holds
2015-06-08 16:39:07 +02:00
3c9b031bd1
Fix bug in dynare_estimation_init.m if steady state does not solve
...
There was no check in dynare_estimation_init.m whether the steady state solved, but the noconstant option was set nevertheless. This gave rise to cases where a steady state file returned 0 for the observables, but the steady state did not exits. Due to later using use_calibration, this problem with the initial values was not detected, but the observation equation featured no constant although it should. The solution is to move the use_calibration option before the first steady state computation and then issue an error if the parameterization does not work
2015-06-08 16:35:50 +02:00
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
...
This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
8bc946c148
preprocessor: replace extra exos in steady state model
...
(commit lost in merge)
(cherry picked from commit d7db5070e7cf8d1b043062b04d3bd3c4e18ce6c1)
2015-06-08 15:45:03 +02:00
58387f00e9
Make conditional forecasts compatible with histval
2015-06-08 15:42:14 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
...
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
5f40285307
Take care of more requested plot periods than unconditional forecast periods
...
Also takes care of initial period that was neglected
2015-06-08 15:33:54 +02:00
1c6b394c77
Macro-processor slides: some updates, license under CC-BY-SA-4.0.
2015-06-08 14:55:13 +02:00
c593b78e4b
Merge pull request #958 from JohannesPfeifer/unique_data_check
...
Add check for unique data entries in dataset
2015-06-08 11:42:30 +02:00
5d8da65e6d
Add check for unique data entries in dataset
...
Leads to cryptic crashes if not filtered out
2015-06-08 11:16:40 +02:00
d39eb4d922
doc: small fixes to dseries/reporting slides
2015-06-08 11:16:03 +02:00
729954137b
preprocessor: fix sign comparison warning
2015-06-08 10:33:04 +02:00
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
...
Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
249c2ca7ad
Force sampling from uniform distribution for ML in stab_map_.m
2015-06-08 09:45:09 +02:00
aaee660f0a
doc: update dseries/reporting slides
2015-06-07 21:35:26 +02:00
2479a4fa66
Delete redundant initval-block from fs2000.common.inc
2015-06-07 18:11:28 +02:00
c864d9facb
Fix histvalf.m for steady state files
...
In this case, ex0_ is required, but it was not set global, leading to crashes
2015-06-07 17:28:16 +02:00
ba7087ca65
Add moments_varendo to fs2000 unit test
...
Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
13134e0c80
Make check_list_of_variables.m reflect that varobs is now a cell array.
2015-06-07 17:25:04 +02:00
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
...
Speeds up estimation
2015-06-07 17:11:39 +02:00
c39331d526
Fix bugs in dyn_mex.m under Windows
...
Fixes string comparison and copy and paste error.
2015-06-07 14:07:11 +02:00
cf9d318e0c
doc: fix typos in dseries/reporting presentation
2015-06-07 11:50:36 +02:00
e07607011c
Merge pull request #710 from JohannesPfeifer/estimation_init_analytic_derivation
...
Fix bug in dynare_estimation_init.m with analytic_derivation where param...
2015-06-06 23:17:10 +02:00
79ca991b02
Add initialization of c1 to sylvester3.m
...
Prevents crashes in older Matlab versions for pathological cases (e.g. if p=0)
2015-06-06 18:45:05 +02:00
27622a29da
Fix initialization of parameter bounds for ML case in stab_map_.m
2015-06-06 17:40:37 +02:00
c9b05575f5
Add missing anchor to manual
2015-06-05 21:52:11 +02:00
0c9937f33c
Add unit test for ML with morris
2015-06-05 20:50:29 +02:00
68c9c3e9ab
Account for ML in map_ident_.m
...
In this case, pdraws is empty. Closes #676
2015-06-05 20:49:43 +02:00
4e6ce64081
Account for possibility of ML estimation in stab_map_.m
2015-06-05 20:48:43 +02:00
a269bed26e
Account for fact that varobs is row cell now, not char column array in GSA
2015-06-05 20:47:51 +02:00
88ae542a8a
Fix copy and paste error in set_shocks_param.m introduced in 3ea44d47cf
2015-06-05 20:46:46 +02:00
1232d51765
Cosmetic fixes to stab_map_.m
...
Also fixes initialization of variables; closes #764
2015-06-05 19:22:03 +02:00
fbaf27493c
Add unit tests for correctness of identification results when only standard deviations are estimated
...
Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
446b1f6dc1
Fix bug in identification when estimating only standard deviations
...
Closes #945
2015-06-05 18:22:45 +02:00
398718d48f
Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
...
This reverts commit 0fb612fad1
2015-06-05 17:14:20 +02:00
3ea44d47cf
Port changes from #511 to gsa/set_shocks_param.m
...
Closes #662
2015-06-05 16:56:32 +02:00
0fb612fad1
Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite).
2015-06-05 16:49:09 +02:00
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
01cb238a22
Account for NaN in graphs during identification if ML is used
2015-06-05 16:40:01 +02:00
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
...
Closes #677
2015-06-05 16:39:17 +02:00
0b99367648
Fixed bug in makedataset (do not use 'exist' function, cannot make the difference between xls and xlsx files).
2015-06-05 16:35:05 +02:00
1658e5b997
Exclude recursive/ls2003_bayesian_xls.mod from testsuite if Octave version is less than 3.8 (problem for reading xls files).
2015-06-05 16:33:53 +02:00
7a93e93f94
Fixed bug in testsuite (Octave).
2015-06-05 14:22:36 +02:00
6f1452e16a
add dseries/reporting presentation to doc
2015-06-05 13:31:52 +02:00
11c84b733f
Fixed bug.
...
isoctave is not in the path when calling add_path_to_mex_files.
2015-06-05 11:32:44 +02:00
b1dce40284
fix typo
2015-06-05 10:49:01 +02:00
6196501f37
Updated dseries submodule (fix for octave and big csv files loading).
2015-06-04 18:38:37 +02:00
5fd307cfd5
option occbin allows for more equations than variables
2015-06-04 14:18:46 +02:00
c782ca3686
adding occbin original files from 20140630
2015-06-04 14:18:46 +02:00
Johannes Pfeifer
Houtan Bastani
Sébastien Villemot
Stéphane Adjemian
Johannes Pfeifer
Michel Juillard