Stéphane Adjemian
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e2e16339a8
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Merge pull request #1326 from JohannesPfeifer/posterior_IRFs
Posterior IRFs: only plot HPDIs when sufficient draws were generated
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2016-11-04 09:14:13 +01:00 |
Stéphane Adjemian
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b069241d18
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Merge pull request #1217 from JohannesPfeifer/qz_estimation
Make sure diffuse_filter triggers qz_criterium>1
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2016-11-04 06:47:17 +01:00 |
Stéphane Adjemian
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09d374a0be
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Merge pull request #1303 from JohannesPfeifer/shock_decomp
Shock decomposition and posterior moments
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2016-11-04 00:41:04 +01:00 |
Houtan Bastani
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a11e355587
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Merge pull request #1327 from JohannesPfeifer/line_break
Add missing line break in stoch_simul.m
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2016-11-03 18:04:10 +01:00 |
Johannes Pfeifer
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9543f3b3ae
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Add missing line break in stoch_simul.m
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2016-11-03 18:02:03 +01:00 |
Stéphane Adjemian
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c9571b794c
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Merge pull request #1320 from JohannesPfeifer/var_decomp
Initialize variance decomposition array to NaN instead of 0
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2016-11-03 17:36:22 +01:00 |
Stéphane Adjemian
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c0e5cc6abf
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Merge pull request #1313 from JohannesPfeifer/evaluate_steady_state
evaluate_steady_state.m: make sure ys contains auxiliary variables in…
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2016-11-03 15:30:02 +01:00 |
Johannes Pfeifer
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0c3065b39b
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Posterior IRFs: only plot HPDIs when sufficient draws were generated
Otherwise a crash during plotting will happen
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2016-10-30 18:31:11 +01:00 |
Houtan Bastani
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08617bb740
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fix typo
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2016-10-28 16:30:43 +02:00 |
Houtan Bastani
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0a2f3f0f10
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Merge pull request #1322 from JohannesPfeifer/cosmetic
Fix typo in comment of dsge_likelihood.m
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2016-10-27 17:20:51 +02:00 |
Johannes Pfeifer
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4502369617
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Fix typo in comment of dsge_likelihood.m
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2016-10-27 17:15:24 +02:00 |
Houtan Bastani
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f38f9b0268
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submodule update: dseries
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2016-10-26 12:09:26 +02:00 |
Stéphane Adjemian (Charybdis)
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982fc38504
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Updated dseries submodule (fixes for method interfaces).
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2016-10-25 11:57:15 +02:00 |
Houtan Bastani
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46cdaf8e0a
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fiminsearch only has two output args under Octave
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2016-10-21 17:40:27 +02:00 |
Stéphane Adjemian (Charybdis)
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28af4678b2
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Updated dseries submodule.
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2016-10-21 16:13:48 +02:00 |
Houtan Bastani
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d7fc50796c
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submodule update: dseries, m-unit-tests
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2016-10-21 15:16:14 +02:00 |
Houtan Bastani
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847feb17fa
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fix mex compilation commands for Matlab R2016b on macOS. Closes #1288
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2016-10-20 14:03:35 +02:00 |
Johannes Pfeifer
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9b8a542661
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Initialize variance decomposition array to NaN instead of 0
Because only stationary variables are updated, prevents non-stationary variables from showing up with 0 instead of NaN
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2016-10-18 10:52:57 +02:00 |
Houtan Bastani
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084df40535
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fix mex compilation commands for Matlab R2016b on Linux. #1288
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2016-10-17 18:40:48 +02:00 |
Houtan Bastani
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fa9bbc231e
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submodule update: dseries
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2016-10-17 12:58:41 +02:00 |
Houtan Bastani
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09669d2a14
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submodule update: dseries
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2016-10-17 12:37:28 +02:00 |
Johannes Pfeifer
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c7b751bd50
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Add mingw to dyn_mex.m and document compiler options and installation.
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2016-10-14 16:35:05 +02:00 |
Johannes Pfeifer
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e80c1e5a24
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evaluate_steady_state.m: make sure ys contains auxiliary variables in case of problem with dynare_solve
Otherwise, evaluate_static_model will crash
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2016-10-13 10:50:50 +02:00 |
Stéphane Adjemian
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05a906fa8b
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Merge pull request #1301 from JohannesPfeifer/recursive_plot
Use raw_data in forecast plots instead of prefiltered data
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2016-10-10 09:44:46 +02:00 |
Stéphane Adjemian
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c41c310cc5
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Merge pull request #1310 from JohannesPfeifer/debug_mode
Make solve_algo=0 less and mode_check potentially more verbose
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2016-10-10 09:40:37 +02:00 |
Johannes Pfeifer
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6b82788180
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Display reason for mode_check-problems when debugging is enabled
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2016-10-09 22:16:26 +02:00 |
Johannes Pfeifer
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29d1e80eda
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Decrease verbosity of solve_algo=0
Shuts off display unless debugging is requested. Otherwise, estimation will clutter the screen
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2016-10-09 22:15:48 +02:00 |
Stéphane Adjemian (Charybdis)
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83bc67f0c0
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Display informative message when the model cannot be solved at the prior mode.
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2016-10-07 12:30:47 +02:00 |
Johannes Pfeifer
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b70bc9433f
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pm3: restore Matlab compatibility by loading file into a variable
In R2016b the variables loaded in the function need to be known in advance
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2016-10-06 14:21:25 +02:00 |
Johannes Pfeifer
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17dec97c4f
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Use raw_data in forecast plots instead of prefiltered data
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2016-10-05 19:04:13 +02:00 |
Houtan Bastani
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f074c67d59
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Merge pull request #1297 from JohannesPfeifer/estimation_fixes
Bugfixes and cosmetic changes related to estimation
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2016-10-04 11:10:12 +02:00 |
Johannes Pfeifer
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d5233336b5
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Make naming in GetPosteriorMeanVariance.m more expressive
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2016-10-04 11:00:00 +02:00 |
Johannes Pfeifer
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b2984f43c9
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GetPosteriorMeanVariance.m: fix bug when number of dropped draws coincided with number of draws in file
In this case, the reported results were NaN
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2016-10-04 10:59:01 +02:00 |
Johannes Pfeifer
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b4e2f38b6c
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posterior_sampler_core: condition setting of seed on presence of Octave
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2016-10-04 10:58:38 +02:00 |
Johannes Pfeifer
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7ff6c5b2b7
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Cosmetic change to posterior_sampler_initialization.m
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2016-10-03 22:10:00 +02:00 |
Johannes Pfeifer
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bfbd4aa101
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Fix header of dyn_autocorr
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2016-10-03 21:30:02 +02:00 |
Houtan Bastani
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5f97efe15a
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octave: don't check with user when deleting directory
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2016-10-03 14:49:21 +02:00 |
Johannes Pfeifer
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c68038dfc8
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imcforecast.m: make sure qz_criterium is properly set
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2016-10-02 10:51:47 +02:00 |
Johannes Pfeifer
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f553f893c6
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Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
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2016-10-02 10:51:47 +02:00 |
Johannes Pfeifer
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1f0c2e3b1c
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Make sure that options_.qz_criterium is not affected by calls to dynare_estimation.m
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2016-10-02 10:51:47 +02:00 |
Johannes Pfeifer
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940ff7fb7d
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Make sure diffuse_filter triggers qz_criterium>1
Closes #1215
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2016-10-02 10:51:47 +02:00 |
Houtan Bastani
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68bc9cb9bb
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Merge pull request #1281 from rattoma/master
Fixed bug with new harmonized setting of Smoothed Variables, which co…
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2016-09-30 16:29:23 +02:00 |
Houtan Bastani
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dc0c67bff5
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Merge pull request #1289 from rattoma/shock_decomp
Bug fix for provisions in shock_decomposition.m to adapt for the new …
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2016-09-30 16:24:43 +02:00 |
Houtan Bastani
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acf1cd8600
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Revert "bug fix following change in fe7b7819b0 . #1280"
This reverts commit 9b1dc544cb .
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2016-09-30 16:23:35 +02:00 |
Houtan Bastani
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9b1dc544cb
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bug fix following change in fe7b7819b0 . #1280
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2016-09-30 15:47:26 +02:00 |
Houtan Bastani
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4b3c98d953
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preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294
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2016-09-30 14:31:13 +02:00 |
Houtan Bastani
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9cdd2cc965
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add missing semicolon
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2016-09-29 12:31:59 +02:00 |
Houtan Bastani
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f5a14cc537
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octave: add .mat extension to save command
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2016-09-28 16:33:46 +02:00 |
Houtan Bastani
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de13e98791
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octave expects the first argument of strmatch to be a string
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2016-09-27 16:49:16 +02:00 |
Houtan Bastani
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744b52d362
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fix bug introduced in 1c892bb3e9
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2016-09-27 15:28:43 +02:00 |