Stéphane Adjemian (Scylla)
d617d6fa31
Removed keyboard command.
2017-07-29 08:28:46 +02:00
Stéphane Adjemian (Scylla)
dd3c4cd88c
Added example (estimation of single equation by ols).
2017-07-28 17:52:08 +02:00
Stéphane Adjemian (Scylla)
949a6211cd
Added new command estimate.
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Allows the estimation of single equation by OLS.
2017-07-28 17:49:15 +02:00
Stéphane Adjemian (Scylla)
e7ce52ff84
Removed second argument in olseqs.
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User has to use equation tag called `name` for naming the equations in
the model block.
2017-07-28 15:44:48 +02:00
Stéphane Adjemian (Scylla)
5bdbaab3ac
Cosmetic change.
2017-07-28 15:43:11 +02:00
Stéphane Adjemian (Scylla)
1d6dcb1dfc
Changed interface to plot_contribution routine.
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- Removed first argument.
- Added the possibility to use the routine as a matlab command.
- Fixed issue with underscores in variable names (appearing in
the figure legend).
- Fixed bug in the list of names appearing in the legend.
2017-07-28 12:43:16 +02:00
Stéphane Adjemian (Scylla)
85e946b0a8
Rewrote examples for single equation contribution plots.
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The mod files are self documented, and serve as a user guide for the
`plot_contributions` command.
2017-07-28 12:42:51 +02:00
Stéphane Adjemian (Scylla)
5d0d943f0f
Moved files.
2017-07-28 10:20:21 +02:00
Stéphane Adjemian (Scylla)
77133e185b
Fixed previous merge.
2017-07-27 23:14:50 +02:00
Stéphane Adjemian (Scylla)
77b1d14083
Code factorization.
2017-07-27 22:50:28 +02:00
Stéphane Adjemian (Scylla)
ccfd809dd0
Fixed issue with the size of x (exogenous variables).
2017-07-27 22:50:28 +02:00
Stéphane Adjemian (Scylla)
b866bd828c
Fixed typo.
2017-07-27 22:50:28 +02:00
Stéphane Adjemian (Scylla)
c5fb6dfe57
Merge branch 'master' into ecb-master
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Fixed conflict in preprocessor/ModFile.cc
2017-07-27 22:48:29 +02:00
Houtan Bastani
91096d8d02
preprocessor: store max lead/lag info, write to output
2017-07-27 12:33:19 -04:00
Houtan Bastani
7a4658323f
update makefile for change in .mod file name
2017-07-26 15:07:46 -04:00
Houtan Bastani
ea07b4bf97
change name of .mod file
2017-07-26 09:17:31 -04:00
Sébastien Villemot
47c2fa3610
Use magic comments for autoloads in Emacs mode file
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Also automatically trigger the mode for files with the .mod extension.
2017-07-25 16:26:21 +02:00
Stéphane Adjemian (Scylla)
209e16888d
Fixed bug in the integration test added in 45864f414f
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Wrong name for the data file. Also reduced the number of chains.
2017-07-24 10:55:49 +02:00
Stéphane Adjemian (Scylla)
9203f9e52f
Fixed encondig in the integration test added in 45864f414f
.
2017-07-24 10:53:14 +02:00
Stéphane Adjemian (Scylla)
d78be7fdf0
Updated NEWS file for 4.5.1 bug fix release.
2017-07-24 09:56:58 +02:00
Stéphane Adjemian (Scylla)
356c73039b
Fixed date release of 4.5.0 in NEWS file.
2017-07-24 09:44:02 +02:00
Stéphane Adjemian (Scylla)
45864f414f
Added integration test.
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Trend + posterior filtered variables in a model with only one observed variable.
2017-07-23 23:34:49 +02:00
Stéphane Adjemian (Scylla)
1f20ceb461
Fixed bug in filtered variables with trend.
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Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
Stéphane Adjemian (Scylla)
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
Johannes Pfeifer
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
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When removing globals in 24cd423671
the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises
1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian
acace4899d
Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
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generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian
cfce048a4b
Merge pull request #1471 from JohannesPfeifer/simpsa
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simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
Stéphane Adjemian
ca1a9e4a88
Merge pull request #1468 from JohannesPfeifer/discret_message
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discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
Houtan Bastani
5716d73013
dyn_table: fix alignment for columns larger than 12 places
2017-07-18 11:34:35 +02:00
Stéphane Adjemian
1627414050
Merge pull request #1481 from JohannesPfeifer/manual_fix
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Fix another typo in manual
2017-07-17 21:12:37 +02:00
Johannes Pfeifer
8e899aa6bc
Fix another typo in manual
2017-07-17 19:33:51 +02:00
Houtan Bastani
86600eb997
print gibbs sampling on SUR parameter values
2017-07-17 17:47:29 +02:00
Houtan Bastani
dbd519452e
fix table printing
2017-07-17 17:46:55 +02:00
Houtan Bastani
5eda6f3885
print table in dyn_table
2017-07-17 17:40:12 +02:00
Houtan Bastani
ea1757e4d1
sur, surgibbs: factorize code
2017-07-17 11:47:08 +02:00
Houtan Bastani
6b56b1f3e3
Merge pull request #1480 from JohannesPfeifer/OSR_message
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Make osr error message more informative
2017-07-17 09:51:18 +02:00
Houtan Bastani
c3b378095c
Merge pull request #1479 from JohannesPfeifer/manual_fixes
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Fix typos in manual
2017-07-17 09:50:48 +02:00
Johannes Pfeifer
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
Johannes Pfeifer
9f00081310
Fix typos in manual
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Thanks to Jean-Paul K. Tsasa
2017-07-17 08:39:11 +02:00
Houtan Bastani
22c9d3bcaf
sur gibbs: fix bug
2017-07-13 13:41:40 +02:00
Houtan Bastani
e0a6c1b0d8
sur gibbs: add red line at value of beta
2017-07-12 18:26:04 +02:00
Houtan Bastani
8c24b5210c
sur gibbs: add plots, save parameter values
2017-07-12 18:19:15 +02:00
Houtan Bastani
92be7a6b27
sur gibbs sampling: first pass
2017-07-12 16:59:06 +02:00
Houtan Bastani
54ea6c5efd
sur: cleanup whitespace
2017-07-11 16:03:10 +02:00
Houtan Bastani
7a61bff6c4
sur: first draft
2017-07-11 16:02:03 +02:00
Houtan Bastani
74fe63c945
ols: prettier printing
2017-07-11 16:01:43 +02:00
Houtan Bastani
b7b660ec61
ols: fix bug. make sure data overlaps correctly
2017-07-11 15:35:12 +02:00
Houtan Bastani
affe1e93bd
ols: cleanup whitespace
2017-07-07 18:19:57 +02:00
Houtan Bastani
4dbab5d9c6
ols: small fixes when running ols on all equations
2017-07-07 18:09:16 +02:00
Houtan Bastani
760ebc3a67
ols: make printing nicer
2017-07-07 18:06:02 +02:00