76d05aea57
Merge branch 'pr#1583'
2018-01-24 16:38:37 +01:00
e6cc7d6a7f
Rewrote header.
2018-01-24 15:59:47 +01:00
145f1e7b1c
Streamlined code by removing unnecessary conditions.
2018-01-24 15:59:04 +01:00
92549e48b1
Make demean.m use nanmean
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Otherwise estimation with missing observations and prefilter option will crash
2018-01-20 08:26:00 +01:00
055ffb0b9e
Added second input argument to missing/nanmean routine.
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This additional argument is optional and can be used to specify along which
dimension the mean has to be computed.
Fixes the bug introduced in b4204f8b9e
2018-01-13 00:10:50 +01:00
ec35210e06
- bug fix for when NO parameter is detected below pvalue threshold
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- fix to the case when no plot is done when there are too few behavioral/non-behavioral runs [as it already happens when one of the two sets is empty]
- added more explicit messages on screen
2018-01-12 10:04:57 +01:00
b4204f8b9e
Make sure that mean and covariance of data are correctly computed with only one observation
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Need to always compute mean along first dimension
(cherry picked from commit 2d371b1997f5fa07fcbbf47e5923d7817d07c6b9)
2018-01-12 09:48:14 +01:00
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
f4b25efc5a
bug fix with initial_date for conditional shock decomposition
2018-01-10 15:12:39 +01:00
a63bc5b7f0
fixed bugs with dating of AOA decompositions
2018-01-10 15:12:39 +01:00
3e589d2440
Bug fixes in
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1) definition of annualized_realtime_conditional_shock_decomposition
2) making plots when vintage is not Q4. The latter required some restructuring and factorization of the code
2018-01-10 15:12:39 +01:00
6c5fc8d0fe
new options fast_realtime, that runs the smoother only twice: for the last in-sample and for the last out-of-sample data points.
2018-01-10 15:10:55 +01:00
fd8a69d97b
bug fix in setting realtime_conditional_shock_decomposition field
2018-01-10 15:06:13 +01:00
a04b2876f2
bug fixes:
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- set xind_tick for very short time intervals in plots
- provisions for change in behavior of matlab bar function since R2017b
2018-01-10 15:06:13 +01:00
5d6b688f38
Bug fixes:
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- wrong output list of evaluate_smoother (M missing_)
- realtime option must be forced to be zero
- wrong name of option fig_names
2018-01-10 15:06:13 +01:00
45166aba81
Bug fix for undefined yr variable
2018-01-10 13:14:27 +01:00
dfcb9df58d
Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}.
2018-01-10 10:35:17 +01:00
270246acb0
dynare_estimation_init.m: Add debugging info on NaN and Inf parameters
2018-01-10 10:21:23 +01:00
7be8f10e0e
Use cells of strings instead of char arrays.
2018-01-09 22:30:01 +01:00
e3bc725027
Merge pull request #1574 from JohannesPfeifer/octave_prior
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Make Octave error message more constructive and informative
2017-12-05 00:14:45 +01:00
2e69ae22ff
Make Octave error message more constructive and informative
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See the discussion at http://savannah.gnu.org/bugs/?52569
2017-12-02 21:28:25 +01:00
93a0351afb
Merge pull request #1569 from JohannesPfeifer/cosmetic
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Cosmetic fix to error message
2017-12-01 15:04:43 +01:00
ce4d8c3544
Cosmetic fix to error message
2017-11-28 10:27:43 +01:00
b3d399e901
Add diffuse_filter as option to dynare_sensitivity
2017-11-22 16:25:29 +01:00
9be04a449f
submodule update: dates
2017-11-17 10:29:29 +01:00
6e527b467d
Make backward model IRF routine also return the impulses.
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- In the second output argument (a dseries object) where we store the baseline
scenario for the endogenous variables we add the baseline for the exogenous
variables).
- In the third output argument (a structure of dseries objects, one field per
shock scenario), we also store the impulses considered for generating the
IRFs.
2017-11-16 17:54:00 +01:00
dc670e0199
Fixed test on M_.Sigma_e (backward model irf routine).
2017-11-15 15:01:34 +01:00
a0f089af2d
Updated dseries submodule (fixed horzcat behaviour).
2017-11-14 14:35:41 +01:00
f1db5cd264
dynare command line: fix bug introduced in c258bad2ab
2017-11-14 14:09:15 +01:00
c258bad2ab
dynare command line: be less strict in accepting macros from .mod file
2017-11-14 12:21:48 +01:00
c958f4ac04
Updated dates and dseries submodules (fixed overloaded struct function issue).
2017-11-12 16:09:20 +01:00
fc10d35330
submodule update: dseries
2017-11-10 12:38:08 +01:00
6d8b224f67
Updated dseries submodules.
2017-11-08 18:33:56 +01:00
d3c4477f3e
remove duplicated line
2017-10-24 16:37:08 +02:00
bb7c245048
Merge pull request #1542 from JohannesPfeifer/isstring
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Make isfile.m command work with Matlab versions before 9.1
2017-10-19 20:08:13 +02:00
798c22fb6e
Account for matlab R2017b.
2017-10-17 17:55:09 +02:00
fa26ab10e0
Make isfile.m command work with Matlab versions before 9.1
2017-10-17 09:14:15 +02:00
d4e3dbe370
Fixes #1541 .
2017-10-16 23:23:58 +02:00
46ce6e02af
Updated dseries submodule (fixes abscissa tick labels in plot overloaded function).
2017-10-14 21:41:35 +02:00
4b4c3db3b9
Allow shocks over multiple periods in backward model routine.
2017-10-14 16:35:01 +02:00
56d3adb778
Chek if variance of the shocks in backward model IRF routines are defined when required.
2017-10-14 16:05:55 +02:00
bc76988b01
Fixed bug in bakward model IRF routine.
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Missing index.
2017-10-14 15:31:52 +02:00
1b042f01e0
Added new interface for specifying shocks in backward models IRFs.
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By passing dseries objects to backward_model_irf routine.
(cherry picked from commit 366acf5bac
2017-10-12 12:18:18 +02:00
008f30ea07
Updated dseries submodule.
2017-10-11 17:57:20 +02:00
61b23a17f4
Merge branch 'upgrade-classes'
2017-10-11 14:09:35 +02:00
88a9493bc3
Updated dates submodule.
2017-10-10 15:47:40 +02:00
4757713829
Fixed type of first returned argument.
2017-10-10 14:37:07 +02:00
d3d11b7a9a
Updated dseries submodule.
2017-10-10 14:21:25 +02:00
560a047a53
Moved isfile routine in missing.
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This routine has been introduced in R2017b. Closes #1523 .
2017-10-10 13:33:32 +02:00
a83258d4af
Generalised isfile routine (to accept more than one file name to be tested).
2017-10-10 13:19:07 +02:00
1181f9bf70
Merge branch 'pr#1535'
2017-10-10 10:57:29 +02:00
0e85dfdc15
Upgraded dseries and dates classes.
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- Switched to master branch with new OOP interface.
- Removed initialization of empty dseries and dates objects (preprocessor).
2017-10-10 10:45:07 +02:00
ce7cfccddb
Cosmetic changes.
2017-10-10 10:14:59 +02:00
904ce4b4c9
Fixed backward model IRFs and added an interface for baseline scenario.
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Note that there is an additional argument (2nd position) for the shocks
baseline scenario.
2017-10-10 09:29:26 +02:00
da063b2e18
bug fix in optimizer 5 [newrat] for dsge_var_likelihood objective function. Fixes #1494
2017-10-09 17:53:19 +02:00
0068f9f6b6
fix another bug in complementarity constraints with ramsey problem
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(cherry picked from commit b1fc34ef99
2017-10-08 16:45:20 +02:00
b1fc34ef99
fix bug when there are constraints both on ramsey policy instrument and on
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other variables
2017-10-08 12:43:33 +02:00
d52f13114d
preprocessor: interface for generate_irfs block. Closes #1531
2017-10-06 15:00:55 +02:00
6e656fbf50
Only set options_.varlist if necessary.
2017-10-06 09:18:55 +02:00
53b1910201
adding missing occbin functions
2017-10-05 14:19:24 +02:00
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
2472c5801a
Fix typo
2017-10-05 11:33:17 +02:00
818a07a4ef
Fix get_posterior_parameters
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Get rid of setting variables from the base workspace in the function, making the function read-only (as the name suggests)
2017-10-05 09:54:08 +02:00
913425e5a4
Merge pull request #1525 from JohannesPfeifer/cosmetic
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Fix incorrect comments
2017-10-04 18:42:29 +02:00
3c9880fc3b
Fix typos in fjaco.m
2017-10-04 16:52:55 +02:00
86e646488c
mode_check.m: fix case where parameter is exactly 0
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In this case, interval length was 0, crashing the plotting
2017-10-04 16:49:09 +02:00
8fa50ad009
Make sure prior distribution is set up without prior estimation command
2017-10-04 15:46:23 +02:00
f0b9f453e9
Make empirical moments independent of simul_replic by outputting first instead of later replication
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Closes #1487
2017-10-04 15:32:28 +02:00
0f84dadb9a
Reset order=1 for all of stoch_simul.m if the Hessian is 0
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Prevents various crashes where functions called rely on fields existing at order>1
2017-10-04 11:34:31 +02:00
e857df0c93
Correct header of makedataset.m
2017-10-04 10:40:42 +02:00
088ac2be55
Fix incorrect comments
2017-10-03 14:09:19 +02:00
666e569a27
Merge pull request #1520 from JohannesPfeifer/inv_gamma
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Clarify inverse_gamma_specification.m
2017-10-03 13:59:54 +02:00
a2916fef2c
Merge pull request #1504 from JohannesPfeifer/patch-1
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lyapunov_solver: Eliminate confusing transpose
2017-10-03 13:52:06 +02:00
6dde1b1ee7
Allow calibrated innovations with simul_backward_model routine.
2017-09-29 10:29:40 +02:00
2d717dbd3e
Fixed returned fvec and fjac with solve_algo=3.
2017-09-29 10:29:20 +02:00
e001d448b8
Return an error if Newton fails when simulating a backward model.
2017-09-29 10:29:04 +02:00
51fd3fd988
preprocessor: perpetuate nopreprocessoroutput option to preprocessor code #1390
2017-09-28 14:58:25 +02:00
919e9713a8
Fixed typo.
2017-09-28 10:18:29 +02:00
510eccd965
Fixed routines for backward model simulation (with IRFs and forecasts).
2017-09-28 10:12:53 +02:00
eae4bc91b8
Updated dseries submodule.
2017-09-28 10:12:53 +02:00
a05fa7e086
Fixed bug in one sided HP filter.
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User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
93668809a6
Clarify inverse_gamma_specification.m
2017-09-18 17:27:15 +02:00
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
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Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
d648f76462
dynare.m: aesthetic fix: remove unnecessary parenthesis
2017-09-08 15:09:05 +02:00
43bed00e3f
dynare.m: don’t redo strfind as value exists in dot_location variable
2017-09-08 15:07:40 +02:00
9c86168d63
Revert "simplify check for ‘.’ in name"
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This reverts commit a302b7af99
2017-09-08 15:07:23 +02:00
a302b7af99
simplify check for ‘.’ in name
2017-09-08 14:57:53 +02:00
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
c468488575
Fixed dimension of exo_simul (always add one row).
2017-08-31 14:55:49 +02:00
0efff7c185
Fixed timing bugs in simulation of backward models with lags on exogenous variables.
2017-08-31 11:41:18 +02:00
9cf9c05911
lyapunov_solver: Eliminate confusing transpose
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The transpose was copied from `dsge_likelihood.m` in 2c5b1fed2d
2017-08-31 11:26:41 +02:00
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00
718ff3d61c
preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384
2017-08-29 14:44:52 +02:00
bd81ebc55d
evaluate_steady_state: simplify check: the only time this variable is used both of these conditions hold
2017-08-29 11:51:45 +02:00
a5e44e3e90
evaluate_smoother: fix typo
2017-08-28 18:25:37 +02:00
1c485c894f
Add nopreprocessoroutput option to dynare. Closes #1390
2017-08-25 14:26:39 +02:00
41e6ecaacd
bug: nopathchange was always being set, regardless of whether or not the flag was passed
2017-08-25 14:21:25 +02:00
d730353f4e
check_matlab_path: fix English
2017-08-25 14:20:08 +02:00
4a5b72af15
check_list_of_variables.m: Cosmetic change to warning message
2017-08-24 18:13:33 +02:00
5429821719
Fixed incomplete commit 1a4257ac4b.
2017-08-16 23:29:15 +02:00
16a3e11034
Transform hard-coded plot tolerance into an undocumented option
2017-08-16 19:51:57 +02:00
4cd259baa6
Fix plotting of measurement errors in non-MCMC case
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Number of plots was wrongly computed
2017-08-16 19:51:57 +02:00
8ccebd9e23
DsgeSmoother.m: provide informative error instead of crashing when model cannot be solved
2017-08-16 19:26:24 +02:00
131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
10047feee5
Test if shocks are declared.
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Fixes bug introduced in 97b894a1cd
2017-08-16 16:04:15 +02:00
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
2017-08-16 15:44:00 +02:00
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
9c8f2a90e3
Fixed timming of the innovations when computing confidence bands.
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Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
311c794081
Fixed typo.
2017-08-10 14:56:22 +02:00
e5bbcf41b6
Efficiency change.
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find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
637b0b0212
Fixed bug (missing 'exact' when calling strmatch).
2017-08-10 13:15:06 +02:00
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
44cadbd51b
Fixed errors introduced by recent changes in simul_backward_model.
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(cherry picked from commit f7399f4d74
2017-07-31 16:31:43 +02:00
81a1d803b4
Fixed initial period (lagged by one period without reason).
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(cherry picked from commit ef0afc1b75
2017-07-31 16:31:06 +02:00
550a7ad3b1
Rewrote backward model inversion routine.
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(cherry picked from commit be6b1628d1
2017-07-29 14:16:42 +02:00
8e6fd310c3
Fixed backward model simulation routines.
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(cherry picked from commit 45a14d768d
2017-07-29 14:16:05 +02:00
1cd20acd7d
Code factorization.
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(cherry picked from commit 77b1d14083
2017-07-29 14:12:50 +02:00
df1793a499
Fixed issue with the size of x (exogenous variables).
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(cherry picked from commit ccfd809dd0
2017-07-29 13:47:13 +02:00
ce5316a1ec
Fixed typo.
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(cherry picked from commit b866bd828c
2017-07-29 13:46:29 +02:00
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
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
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
2017-07-21 17:47:24 +02:00
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
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
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
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
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Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
3bac10a97d
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
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Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
344504a36a
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 10:12:36 +02:00
b5275edaa1
Simplified test on {dyn, mod} extensions.
2017-06-29 22:13:50 +02:00
ec9f755c27
Raise an error if file name given to dynare ends with a period.
2017-06-29 22:10:06 +02:00
ea9084afc8
Fixed comments.
2017-06-29 22:07:43 +02:00
45aef1de62
Removed test on octave version.
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Which has moved in dynare_confign, see e71e89bb38
2017-06-29 17:55:52 +02:00
fa7adc304b
Display help message if dynare is invoked without arguments.
2017-06-29 16:33:53 +02:00
ff68aa7229
reporting: submodule update.
2017-06-28 15:23:46 +02:00
aa2a1e4d60
generate_trace_plots: Add measurement errors
2017-06-26 16:43:13 +02:00
89326090b9
simpsa: Only store output strcuture if requested
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Otherwise a huge three-dimensional array is created by default that is not used, but can run computer out of memory
2017-06-23 10:50:06 +02:00
54d28d65da
add new submodule: jsonlab
2017-06-22 16:34:52 +02:00
62e55f9011
reporting: submodule update
2017-06-20 12:24:17 +02:00
90a239f84b
Fixed bug.
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Exogenous variables in exo_histval are along rows, while they are along columns
in exo_simul.
2017-06-19 17:32:58 +02:00
e7bb0acae8
Fixed typo.
2017-06-17 08:42:38 +02:00
119b5a62f2
Merge branch 'master' into json
2017-06-16 20:03:36 +02:00
4b1fd53701
Added set_historical_values command.
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(cherry picked from commit e043e92c4a
2017-06-14 00:09:07 +02:00
a1f86b97e2
Allow lags on exogenous variables for backward models forecasts and IRFs.
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TODO: Check if this is working with linear models.
(cherry picked from commit 44b9531bb7
2017-06-14 00:08:14 +02:00
0fa0ceb990
Added routine building endo_histval and exo_histval from a dseries object.
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(cherry picked from commit 2b0f5c7edf
2017-06-14 00:06:26 +02:00
4004d8d442
Allow for lags in exogenous variables.
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(cherry picked from commit b8e2eec878
2017-06-14 00:05:50 +02:00
b398a65eb9
Added routine for computing unconditional forecasts of a backward looking model.
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(cherry picked from commit d93b6b2f15
2017-06-14 00:05:32 +02:00
cfd82e28e4
Added routine computing IRFs of backward looking model.
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(cherry picked from commit 647505526a
2017-06-14 00:05:16 +02:00
ca7f734561
Updated dynare_config (wrt 214b534b25)
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(cherry picked from commit 12733e94f3
2017-06-14 00:04:28 +02:00
5570bf1588
Moved backward models related routines in specific subfolder.
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(cherry picked from commit 214b534b25
2017-06-14 00:01:48 +02:00
57cab69530
Try random initial guess for dynare_solve...
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... If for the default initial guess we obtain NaNs or Infs in the residuals
and/or the Jacobian matrix.
(cherry picked from commit d282226100
2017-06-14 00:01:10 +02:00
b773a242c8
discretionary_policy_1.m: output which derivative is nonzero
2017-06-12 20:59:45 +02:00
0500a69031
Merge pull request #1467 from JohannesPfeifer/line_breaks
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Fix two line breaks
2017-06-12 16:05:15 +02:00
c45f9b776d
Merge pull request #1466 from JohannesPfeifer/discret_policy
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Adjust error message if number of instruments does not match number o…
2017-06-12 16:05:01 +02:00
c063fe1843
Fix two line breaks
2017-06-11 10:58:19 +02:00
4f06afea9c
Adjust error message if number of instruments does not match number of omitted equations
2017-06-11 10:55:14 +02:00
be61de1367
Account for negative steady state in case of log-linearization.
2017-06-08 11:59:02 +02:00
3f54ab04d4
Fixed mh_optimal_bandwidth.
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Bump killing mode (local bandwidth parameter), ie bandwidth=-2, was not
working. This is without consequences for Dynare because this approach is never
used.
Closes #1463 .
2017-06-07 11:02:49 +02:00
c8228d71d3
Added missing prior (Weibull).
2017-06-06 20:37:41 +02:00
a023839890
Fixed bug instroduced in e5945a4527.
2017-06-05 10:51:30 +02:00
baf7ba9031
Merge pull request #1462 from JohannesPfeifer/contemp_corr
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Make sure oo_.contemporaneous_correlation has same dimensions as othe…
2017-06-04 23:18:26 +02:00
8015144817
Merge pull request #1460 from JohannesPfeifer/hessian_zero
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Make sure that reverting to order=1 if Hessian is 0 does not crash ot…
2017-06-04 21:42:52 +02:00
cb25ffebaa
Merge pull request #1457 from JohannesPfeifer/ML_error
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dynare_estimation_init.m: provide informative error message if ML is …
2017-06-04 15:33:24 +02:00
f9efc6c10e
Make sure oo_.contemporaneous_correlation has same dimensions as other theoretical moments, even if some variables are constant
2017-05-30 19:30:43 +02:00
d75e7278c2
Make sure that reverting to order=1 if Hessian is 0 does not crash other functions
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Closes #1453
2017-05-27 19:26:12 +02:00
e5945a4527
dynare_estimation_init.m: provide informative error message if ML is run without properly initialized parameters
2017-05-26 09:46:05 +02:00
7cd56e9687
Get rid of unused and superseded options_.colormap and make sure options_.plot_shock_decomp.colormap is set
2017-05-23 13:20:47 +02:00
4195033561
Fixed typo introduced in 88e1701289.
2017-05-20 01:21:28 +02:00
2e9467e511
Fixed copyright year in matlab/dynare_version.in.
2017-05-19 16:16:45 +02:00
803433fa5a
Updated submodules (fixed indentation and copyrigth notices).
2017-05-19 08:46:20 +02:00
1bf81c9f5a
Fixed copyright notices.
2017-05-18 18:36:38 +02:00
b6634940ff
Removed unused routine.
2017-05-17 10:27:42 +02:00
5417b27ac7
Fixed indentation of matlab files.
2017-05-16 15:10:20 +02:00
a53636e24e
Fixed copyright notices.
2017-05-16 14:11:15 +02:00
88e1701289
Removed useless commas and semicolons.
2017-05-16 13:24:46 +02:00
9285a80a73
Fixed function name in header.
2017-05-16 13:24:46 +02:00
5ef2d650b2
Fixed function name in header.
2017-05-16 13:24:46 +02:00
06ae919b87
Removed *.el file that should not have been commited.
2017-05-16 13:24:46 +02:00
1a8cba5d26
Removed @dynTimeIndex class (unused).
2017-05-16 13:24:46 +02:00
ab9b512021
Merge pull request #1450 from JohannesPfeifer/var_list_problems
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Make sure varlists are correctly updated after removal of doubly defi…
2017-05-16 13:23:48 +02:00
c373ed3897
Make sure varlists are correctly updated after removal of doubly defined variables via varlist_indices.m
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Otherwise the mapping between i_var and varlist does not match anymore (results in e.g. wrong display of IRFs)
2017-05-14 11:03:05 +02:00
ae50f25c76
Fixed detection of stochastic trends orthogonal to the observed variables.
2017-05-12 18:55:15 +02:00
278726f3fc
Fixed typo.
2017-05-10 18:42:46 +02:00
3816272414
Make load_m_file_data_legacy.m work with row vectors.
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Added unit-tests.
2017-05-10 17:39:11 +02:00
981e31c8c3
Fix issues in bytecode with option extended_path related to the size of endo_simul and exo_simul
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(cherry picked from commit ab7acc49e30fbcb292d63d58281581a308716b4c)
2017-05-08 18:40:18 +02:00
e248d8bf59
Fix memory and periods issues in bytecode
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(cherry picked from commit fa5dd681abcb3243a5ee9be1f71fdfc51bced1cd)
2017-05-08 18:39:44 +02:00
28f1ff8c4a
Renamed routine.
2017-05-06 16:38:19 +02:00
d471bede09
Call dynare_solve instead of trust region when simulating backward models.
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Gives access to other solvers.
2017-05-06 16:32:48 +02:00
36fb15f34c
Rewrote header.
2017-05-04 18:17:15 +02:00
cfc849fadc
Fixed subsample periods for exogenous variables.
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Model inversion routine was returning wrong results when the periods in
constrainedpaths where not aligned with the periods in exogenousvariables.
(cherry picked from commit d0071bd80b
2017-05-03 14:22:04 +02:00
5ce20179bd
Added specialized code for the inversion of backward models.
2017-05-02 23:04:44 +02:00
f6bb392165
Merge pull request #1445 from JohannesPfeifer/ramsey_message
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Ramsey: provide informative error messages related to steady state
2017-05-02 22:56:26 +02:00
37bffddef8
Provide correct error code if no steady_state-file is provided and Ramsey fails to find steady state
2017-05-02 13:48:25 +02:00
5af9af06b4
Provide informative error message if steady state file is used without specifying an instrument
2017-05-01 18:59:11 +02:00
e1c983cc7b
Fixed bug (ensure that we concatenate column vectors).
2017-04-29 19:20:02 +02:00
b52c095a6b
Add legacy function for loading mat-files with old interface
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Follows approach of #758 and closes #1364
2017-04-29 18:25:39 +02:00
Stéphane Adjemian (Charybdis)
Johannes Pfeifer
Marco Ratto
Houtan Bastani
Marco Ratto
Michel Juillard
Sébastien Villemot
Ferhat Mihoubi