Houtan Bastani
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f01b0025e0
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ms-sbvar: add restrictions option
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2011-12-23 18:22:41 +01:00 |
Houtan Bastani
|
0554e47dc0
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ms-sbvar: remove regime argument and support duration=array
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
3ff704d36d
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ms-sbvar: replace state with regime
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
16e11d49df
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ms-sbvar: replaced number_of_states with number_of_regimes
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
16bf5c7642
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preprocessor: removed unused token
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
87ffab3200
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preprocessor: add symbol.options statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
c1e4155001
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preprocessor: add subsamples statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
|
f5bfdbb23f
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preprocessor: add prior statement
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
1e78d70659
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preprocessor: add data command
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
|
29bead75c9
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preprocessor: add set_time command
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2011-12-21 12:21:29 +01:00 |
Michel Juillard
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edd95a94c8
|
added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
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2011-12-15 17:35:26 +01:00 |
Michel Juillard
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e2dd3cb88f
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fixing more problems with steady state refactoring
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2011-10-13 17:14:41 +02:00 |
Michel Juillard
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90e4d40272
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ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
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2011-10-12 21:47:59 +02:00 |
Houtan Bastani
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c73d179f4d
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preprocessor: remove unused token
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2011-10-10 16:56:46 +02:00 |
Houtan Bastani
|
385871957e
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MS-SBVAR: remove estimation_file_tag option
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2011-10-07 11:57:53 +02:00 |
Sébastien Villemot
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8373f0b9a4
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Merge remote-tracking branch 'ferhat/master'
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2011-09-16 16:21:10 +02:00 |
Ferhat Mihoubi
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b824789d57
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Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
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2011-09-16 16:16:14 +02:00 |
Houtan Bastani
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ee8da2b1c9
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MS-SBVAR: add specification option
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2011-09-15 18:03:39 -04:00 |
Houtan Bastani
|
b62c50bc0f
|
aesthetic fix
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2011-09-15 18:03:30 -04:00 |
Houtan Bastani
|
7d0a55cbf7
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MS-SBVAR: change syntax for proposal_type option
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2011-09-15 18:03:22 -04:00 |
Houtan Bastani
|
3d8ccd07c4
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MS-SBVAR: add keywords for freq option
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2011-09-15 18:02:07 -04:00 |
Houtan Bastani
|
d033956c52
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remove unused option
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2011-09-14 12:04:47 -04:00 |
Houtan Bastani
|
8747d91d98
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MS-SBVAR: fix processing for ms_estimation
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2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
6c3d13da09
|
remove unused varlist option
|
2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
75e57f4c18
|
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
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2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
4674d3a982
|
ms-sbvar: change error_bands option to no_error_bands as the default is on
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2011-08-23 13:43:24 +02:00 |
Houtan Bastani
|
0da1aab3a8
|
preprocessor: add absolute value and signum
|
2011-08-16 14:52:35 +02:00 |
Houtan Bastani
|
0f001abbe4
|
MS-SBVAR: input options that allow code to be called with previous output files
|
2011-08-10 18:22:53 +02:00 |
Michel Juillard
|
ac93cd0897
|
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
|
2011-07-30 20:19:15 +02:00 |
Michel Juillard
|
5cd7ef323e
|
adding "exclusion constants" to svar identification
|
2011-07-29 18:11:50 +02:00 |
Houtan Bastani
|
166c9bfa1c
|
dynare_sensitivity: added new options
|
2011-07-08 11:12:13 +02:00 |
Sébastien Villemot
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45a566345a
|
Preprocessor: fixed bug with native MATLAB statements (for example something
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
|
2011-06-09 15:15:16 +02:00 |
Houtan Bastani
|
2cc8e061e6
|
preprocessor: added dynare_sensitivity option
|
2011-05-23 11:20:24 +02:00 |
Houtan Bastani
|
7f374f491f
|
SWZ: updates for irf, forecast and variance decomposition mex calls
|
2011-05-20 14:34:26 +02:00 |
Houtan Bastani
|
074b6acb7d
|
SWZ: changes for new code
|
2011-05-13 17:23:41 +02:00 |
Houtan Bastani
|
4b1ea6ae4e
|
identification: add new options
|
2011-04-29 11:51:18 +02:00 |
Houtan Bastani
|
90916c2359
|
dynare_sensitivity interface: remove unused option
|
2011-04-27 14:33:50 +02:00 |
Houtan Bastani
|
f027679045
|
dynare_sensitivity: removed unused option trans_ident from preprocessor
|
2011-04-27 08:40:46 +02:00 |
Houtan Bastani
|
595171a02b
|
identification: added advanced and max_dim_cova_group to the preprocessor
|
2011-04-20 12:14:47 +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 |
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
|
056dfeb169
|
Preprocessor: fix bug introduced in 412e8a7da0
The transpose sign (single quote) was no longer recognized in native statements
|
2011-02-21 16:31:51 +01:00 |
Sébastien Villemot
|
412e8a7da0
|
Preprocessor: fix problem with "%" sign inside string in native statements
|
2011-02-21 11:33:22 +01:00 |
Sébastien Villemot
|
02652f6eb8
|
Updated copyright notices
|
2011-02-04 17:27:33 +01:00 |
Michel Juillard
|
89c332fdd6
|
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
|
2011-01-18 19:31:59 +01:00 |
Michel Juillard
|
05b9c70ae8
|
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
|
2011-01-04 10:16:38 +01:00 |
Houtan Bastani
|
894155be88
|
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
|
2010-10-18 16:07:42 +02:00 |
Sébastien Villemot
|
54c1c0dfb6
|
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33ae and 6582341799 )
|
2010-08-30 14:37:48 +02:00 |
Sébastien Villemot
|
cda56cab74
|
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
|
2010-08-30 14:16:07 +02:00 |
Houtan Bastani
|
9b5df05804
|
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
|
2010-06-22 10:38:43 +02:00 |