9b3ca2b663
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
ba071a0a55
MS-SBVAR bugfix: reinitialize drop if necessary
2011-09-14 14:28:28 -04:00
f1dc2c5157
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
d033956c52
remove unused option
2011-09-14 12:04:47 -04:00
8747d91d98
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
4b176e4054
remove unused token
2011-09-14 11:53:45 -04:00
6c3d13da09
remove unused varlist option
2011-09-14 11:53:45 -04:00
75e57f4c18
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
f550c79570
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
2011-09-14 11:53:45 -04:00
da8fabf43c
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
3130cc3756
remove load_mh_file option from ms-sbvar code
2011-09-12 16:29:57 -04:00
ee84c481d5
sbvar: deprecate restriction_fname
2011-09-09 13:27:01 -04:00
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
5f3290f7a4
bugfix: sign operator for compiled static file
2011-08-30 16:12:00 +02:00
4674d3a982
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
426682d632
cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
2011-08-19 16:59:18 +02:00
65d05f1a31
remove unused variables from preprocessor
2011-08-19 16:59:12 +02:00
18bd51952f
output derivatives of static model when identification is present ( closes #127 )
2011-08-19 16:58:44 +02:00
7357a23114
output mex file for static model ( closes #183 )
2011-08-19 16:57:27 +02:00
d05d1f878b
Merge remote-tracking branch 'houtanb/master'
2011-08-17 15:55:24 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
dfec70bcfd
correct a bug during the state variables detection
2011-08-11 14:15:51 +02:00
8ac06f9319
MS-SBVAR: reinitialize options before calls to mssbvar functions
2011-08-10 18:23:01 +02:00
0f001abbe4
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
64ba641add
bug fix: add parenthesis around STEADY_STATE output in case it contains an expression
2011-08-08 18:49:18 +02:00
588ecee275
MS-SBVAR: preprocessor bug fixes
2011-08-04 00:40:26 +02:00
9ac3d6800d
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
54b813d3d7
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
2011-08-02 10:49:50 +02:00
6f406ffca1
bug correction for exculsion_constants
2011-08-01 10:50:07 +02:00
ac93cd0897
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
5cd7ef323e
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
46e0873eef
remove writing of getPowerDeriv M function from block code functions
2011-07-25 10:21:02 +02:00
f5e453343f
adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables
2011-07-24 20:56:30 +02:00
509cc15191
bug fix: getPowerDeriv not accessible from modfile.m
2011-07-19 14:35:35 +02:00
a25454bedd
MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
2011-07-14 21:10:01 +02:00
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
0baa7d7ae9
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
ad2bfdf1de
ms-sbvar: correcting bug with restriction of lagged variables
2011-07-12 14:30:07 +02:00
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
bf85614668
fix typo
2011-07-07 15:15:44 +02:00
3a2d740732
preprocessor: remove initialization of option to make conisistent
2011-06-23 11:53:15 +02:00
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
69ddfadde9
Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree
2011-06-22 11:56:07 +02:00
ae76a8f842
Preprocessor: fix crash when no computational task is required
2011-06-22 11:34:38 +02:00
311102ff6f
- Compute :
...
+ the number of static, lag, lead and both variables,
+ the lead_lag_incidence matrix for variables related to previous blocks
+ the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
597a4b92a0
discretionary_policy: fixing bug in preprocessor requirements
2011-06-18 06:53:00 +02:00
ff6ae323a6
Build system: add boost includes for macroprocessor
2011-06-13 10:23:55 +02:00
6844e2bef7
Allow commandline defines with string values
2011-06-10 13:25:16 +02:00
36794edd43
Merge remote-tracking branch 'ferhat/master'
2011-06-10 12:45:52 +02:00
e38618127b
- correction of the bug in normalization process for expressions of the form a^x (Ticket #186 )
...
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani
Sébastien Villemot
Ferhat Mihoubi
Michel Juillard
Michel Juillard