Sébastien Villemot
5a21b11d77
Merge branch 'print_model_info' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1922
2021-09-15 18:35:50 +02:00
Sébastien Villemot
ff06b9ad10
More Octave compatibility fixes
2021-09-15 18:35:30 +02:00
Sébastien Villemot
f164750a91
Old MATLAB compatibility fix
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This is a partial revert of 4346903c65
. The
xlswrite function is actually not able to write XLS files on GNU/Linux and
macOS, and moreover its CSV fallback does not work with cell arrays.
2021-09-15 17:37:08 +02:00
Johannes Pfeifer
58ee240048
Clarify auxiliary variable types
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:58 +02:00
Johannes Pfeifer
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
Stéphane Adjemian (Ryûk)
13c6cf86ce
Cosmetic change (code factorization).
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
32b8d6c72a
Remove unnecessary condition.
2021-09-15 13:45:39 +02:00
Stéphane Adjemian (Ryûk)
60c8ed1948
Fix bug, pac.bgp.set should also work with exogenous variables.
2021-09-15 13:45:39 +02:00
Sébastien Villemot
809d313b7e
Merge branch 'planner_matlab_2014' into 'master'
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evaluate_planner_objective.m: compatibility fix for older Matlab versions
See merge request Dynare/dynare!1924
2021-09-15 11:34:09 +00:00
Johannes Pfeifer
85a5a5633c
evaluate_planner_objective.m: compatibility fix for older Matlab versions
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Use single quotes
2021-09-14 19:35:42 +02:00
Sébastien Villemot
4346903c65
Various Octave compatibility issues
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Also improve on e42cf2e5b4
for the compatbilitity
with MATLAB < R2016a in occbin.write_regimes_to_xls.m.
2021-09-14 17:55:55 +02:00
Johannes Pfeifer
334020fc46
evaluate_planner_objective.m: fix wrong timing in setting of shocks
2021-09-11 09:44:36 +02:00
Johannes Pfeifer
0d483ff85f
evaluate_planner_objective.m: Factorize setting of initial condition
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also takes care of initially set shocks
2021-09-11 09:44:35 +02:00
NormannR
acdad93822
Fixing the regression in behavior in evaluate_planner_objective (Ref: #1680 )
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- evaluate_planner_objective now returns conditional welfare depending on the initial value of the Lagrange multipliers when it is suitable to do so
- histval blocks are no longer ignored
2021-09-11 09:44:35 +02:00
Sébastien Villemot
ee0a4eb001
Reporting: fix detection of pdflatex on Debian Bookworm
2021-09-09 11:30:04 +02:00
Sébastien Villemot
d54f2dd609
dseries submodule update
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— fix detection of x13as on Debian bookworm/sid
— add ability to use self-compiled x13as on macOS
— add ISO 8601 weeks
— generalize isleapyear routine for vector of integers
2021-09-09 11:03:35 +02:00
Sébastien Villemot
e42cf2e5b4
Various MATLAB R2014a compatibility fixes
2021-09-08 14:15:49 +02:00
Stéphane Adjemian (Charybdis)
f1bf12c601
Apply patch from d440b7082
for (VAR based) expectations in PAC.
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Fix the computation of h1 and h0 if the auxiliary model (VAR) has a constant.
2021-09-07 18:39:52 +02:00
Stéphane Adjemian (Ryûk)
d440b70820
Fix var expectation weights when auxiliary model has a constant.
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Increment index variables_id_in_var if constant is present in VAR model (first position in the Companion representation)..
2021-09-07 00:36:34 +02:00
Stéphane Adjemian (Ryûk)
4cf1a358ee
Fix growth neutrality correction in PAC/MCE equation.
2021-09-01 11:27:42 +02:00
Stéphane Adjemian (Ryûk)
380fd84cb3
Fix NLS estimation routine.
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Closes #1798
2021-09-01 10:37:17 +02:00
Sébastien Villemot
7c0af1ce48
Merge branch 'gsa' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1920
2021-08-31 13:52:20 +02:00
Sébastien Villemot
757c0dd4cb
Merge branch 'k_order_simult' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1914
2021-08-31 13:51:43 +02:00
Johannes Pfeifer
cba00755b1
stab_map_2.m: Only do skipline if actual printing happens
2021-08-31 11:13:37 +02:00
Johannes Pfeifer
54203f499e
dynare_sensitivity.m: fix dead link
2021-08-31 11:13:02 +02:00
Johannes Pfeifer
a2c60dba11
simult_.m: simulate user-requested order with k_order_solver
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Also prevent inconsistent simulations
2021-08-30 19:36:51 +02:00
Sébastien Villemot
55850f465d
Merge branch 'noconstant' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1916
2021-08-30 16:37:55 +02:00
Sébastien Villemot
b8a9dae60a
Merge branch 'mode_check' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1915
2021-08-30 16:36:57 +02:00
Sébastien Villemot
f60043768b
Merge branch 'lyap' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1913
Closes : #1078
2021-08-30 16:16:27 +02:00
Sébastien Villemot
d6483ef3f8
Merge branch 'mom_namespace' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1903
2021-08-30 16:13:29 +02:00
Johannes Pfeifer
83ea804fcc
estimation: remove invalid check for presence of constant
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a zero steady state is a local property depending on the parameter vector; if initial evaluation to true, the constant was ignored
2021-08-20 13:31:48 +02:00
Johannes Pfeifer
459fce927b
mode_check.m: take care of almost binding bounds
2021-08-20 13:29:37 +02:00
Johannes Pfeifer
58b336b263
mode_check.m: fix logical condition that may otherwise lead to 0 size of interval
2021-08-20 13:09:06 +02:00
Stéphane Adjemian (Charybdis)
d3678edbbe
Add try/catch block (cherry-picking failures).
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Close and delete generated file if cherry picking fails for any reason.
2021-08-19 13:03:44 +02:00
Johannes Pfeifer
f273c09e71
lyapunov_solver.m: make baseline compatible with sparse matrices
2021-08-19 11:16:24 +02:00
Stéphane Adjemian
8228a32d5c
Merge branch 'block_fixes' into 'master'
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Fix two bugs for block decomposed models
See merge request Dynare/dynare!1911
2021-08-17 17:18:18 +00:00
Stéphane Adjemian
8ae7b23843
Merge branch 'occbin_output' into 'master'
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Occbin: remove redundant output
See merge request Dynare/dynare!1910
2021-08-17 17:15:07 +00:00
Johannes Pfeifer
5e29a6082f
dr_block.m: make sure zx has correct dimensions if no initval is present
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Also do earlier check for loglinear option
2021-08-17 14:26:28 +02:00
Johannes Pfeifer
60bf0fd387
block_kalman_filter: request missing output argument
2021-08-17 14:25:31 +02:00
Johannes Pfeifer
a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning
2021-08-17 11:06:01 +02:00
Johannes Pfeifer
0b491b3b09
Estimation: fix header column widths in display of results
2021-08-17 10:57:53 +02:00
Johannes Pfeifer
e944b783b9
method_of_moments: move to separate namespace
2021-08-16 14:08:31 +02:00
Johannes Pfeifer
341aca25ad
Liu West: Remove redundant option
2021-08-16 12:34:10 +02:00
Johannes Pfeifer
bfd92e79a7
Occbin: udpate options
2021-08-16 11:37:53 +02:00
Stéphane Adjemian (Charybdis)
1c54eb21d2
Cosmetic change (remove trailing spaces).
2021-08-16 11:19:28 +02:00
Willi Mutschler
a5995aec03
MoM: Check availability of optim toolbox for default mode_compute
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lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.
2021-08-16 10:58:35 +02:00
Willi Mutschler
31f3bfa3d0
MoM: Changed some defaults and cosmetical changes
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//wip
2021-08-16 10:58:35 +02:00
Willi Mutschler
fdba1170ae
MoM: Refactor check for duplicate moments, fix display of results
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As we have a working interface now, this commit improves the provisional handling of finding duplicate moments. Previously, indices for GMM were created, but this is not really needed. This commit cleans this up and similar to SMM makes use of the matched_moments block.
As a by-product of the previous provisonal handling higher-order moments for SMM where not correctly displayed as no labels were created. This is now fixed. The comparison of data moments and estimated model moments is also in the same ordering as the inputed orthogonality conditions in matched_moments.
Signed-off-by: Willi Mutschler <willi@mutschler.eu>
2021-08-16 10:58:35 +02:00
Johannes Pfeifer
3c02d0c5b0
Occbin: remove redundant output
2021-08-10 13:54:59 +02:00
Stéphane Adjemian (Ryûk)
ebfa72740f
Changed default for initial step bound factor.
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Should fix simulation failure in pac/trend-component-10/example1, that
seems to be caused by a too large value of this parameter.
2021-07-24 12:20:29 +02:00