d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
5791e15007
Merge pull request #985 from JohannesPfeifer/display_jacobian
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Change display_problematic_vars_Jacobian.m to use number of auxiliary…
2015-07-23 15:55:48 +02:00
13cb9930f4
Merge pull request #983 from JohannesPfeifer/lyap_fix
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Two fixes regarding solution of lyapunov equations
2015-07-23 15:55:12 +02:00
53fef04e29
Merge branch 'new_ep'
2015-07-23 15:46:09 +02:00
b2017ffece
Check whether estimation is fully ML or fully Bayesian
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Closes #754
2015-07-23 14:44:25 +02:00
e8f318ff50
fixed problems in extended path
2015-07-23 14:27:55 +02:00
b8194f7845
histval: replaced initialization with NaN by zeros
2015-07-23 14:25:18 +02:00
0d7e349187
removed useless statement
2015-07-23 11:41:47 +02:00
33f4fa9f48
Change display_problematic_vars_Jacobian.m to use number of auxiliary equations stored by preprocessor
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Closes #972
2015-07-23 09:53:02 +02:00
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
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The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
aee579ecc1
Add iteration maximum to disclyap_fast.m prevent infinite loops
2015-07-22 15:08:25 +02:00
83352e688a
Restore compatibility of collect_LaTeX_Files.m with recently introduced _content.TeX files
2015-07-22 13:47:08 +02:00
7ff165f8b2
Merge branch 'master' into new_ep
2015-07-22 09:31:22 +02:00
06bd20214e
Replace strmatch by strcmp
2015-07-21 16:40:40 +02:00
319f73434c
Fix copy and paste error introduced in 3c9b031bd1
2015-07-21 16:18:15 +02:00
2d8e6e2c83
Account for strmatch returning empty array instead of 0 if nothing is found
2015-07-21 16:00:00 +02:00
995c0d7c66
fixing typo
2015-07-21 15:32:33 +02:00
808fc067e2
Merge branch 'master' into new_ep
2015-07-21 14:05:47 +02:00
68af0a4e65
Account for potentially unset M_.dname in forecast_graphs.m
2015-07-21 11:46:47 +02:00
15b47ef50b
Account for cases where estim_params_ is empty or has only been filled with field full_calibration_detected
2015-07-21 11:41:39 +02:00
84e04522bf
Account for options_.nk potentially being empty.
2015-07-21 10:41:47 +02:00
9b8077fc28
Merge branch 'master' into new_ep
2015-07-21 09:30:58 +02:00
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
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Kalman
2015-07-20 15:02:40 +02:00
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
2cb58be875
Merge pull request #969 from JohannesPfeifer/documentation
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Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
c15e8f65c7
Merge pull request #769 from JohannesPfeifer/filtered_vars_ML
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Do not create classical filtered variables at posterior mean if Bayesian...
2015-07-20 14:21:30 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
8045217773
Merge pull request #729 from JohannesPfeifer/complex_jacobian
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Deal with debugging info on complex Jacobians
2015-07-20 14:08:33 +02:00
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
4b3550efbc
Merge pull request #691 from JohannesPfeifer/var_decomp_unit
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Fix dsge_simulated_theoretical_variance_decomposition.m for non-stationa...
2015-07-20 14:03:22 +02:00
9634ff2098
Merge pull request #698 from JohannesPfeifer/Fix_steady_state_estimation
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Fix bug in dynare_estimation_init.m if steady state does not solve
2015-07-20 13:57:37 +02:00
86322bcb3a
Fix typo in dsge_likelihood.m
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blkdiag command is not written with ck
2015-07-20 13:10:31 +02:00
b0bbab68f3
Add likelihood value to mode-file
2015-07-20 13:06:22 +02:00
d6bc85fdc6
Improve error message for incompatible filter/Kalman option
2015-07-20 13:06:22 +02:00
bb0446873f
Add initial likelihood value to debugging info
2015-07-20 13:06:21 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
2c8ee55d16
Revert "adding provision for histval in conditional_forecasts"
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This reverts commit cb9a0ef064
2015-07-20 10:16:03 +02:00
cb9a0ef064
adding provision for histval in conditional_forecasts
2015-07-19 17:34:06 +02:00
edbd1ef374
fixing typo
2015-07-13 11:51:07 +02:00
dd8bd78562
Updated dseries submodule.
2015-07-09 16:03:47 +02:00
29589c062f
Moved mode_check data file (see commit fe41b64c84) in a subfolder.
2015-07-08 17:18:27 +02:00
fe41b64c84
Save on disk the data produced by mode_check.
2015-07-08 16:05:38 +02:00
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
84f2b50043
Block using presample option with DSGE-VAR
2015-07-08 09:21:50 +02:00
d78ed888e5
Added a function to evaluate the accuracy of the linear approximation
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when solving perfect foresight models.
2015-07-07 17:55:41 +02:00
ee44dd5fea
Updated header.
2015-07-07 17:55:41 +02:00
316f394e06
Removed unused variables from sim1.m.
2015-07-07 17:55:41 +02:00
17f3583151
Allow linear_approximation option with stack_solve_algo=7.
2015-07-07 17:55:41 +02:00
27922a349c
Fixed typo.
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The value of jacobian_flag was not passed to fsolve.
2015-07-07 17:55:41 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
MichelJuillard
Johannes Pfeifer
Johannes Pfeifer
Stéphane Adjemian (Charybdis)
Houtan Bastani