ee9bc3e421
Add missing citations for Frédéric and Johannes
2012-10-22 16:24:11 +02:00
55e8e9c913
update email
2012-10-17 18:51:04 +02:00
ed70ea5183
Update my email address
2012-10-17 18:21:06 +02:00
c05f5be331
Changed my email.
2012-10-17 16:41:12 +02:00
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
2f9e34c5e5
Various fixes related to data-loading
...
- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
e75b18f93b
Minor fixes to ref. manual
2012-10-06 10:23:39 +02:00
d7a3504b50
Add Johannes to the authors of manual
2012-10-05 10:05:35 +02:00
78d9cb92d4
Update Octave pointers
2012-10-03 17:22:28 +02:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
56914e3d4c
Require at least Octave 3.4 (linsolve does not compile against 3.2)
2012-08-23 16:40:00 +02:00
ae0f83c365
Mention where the hessian at the posterior mode is saved
2012-08-13 11:43:23 +02:00
f379d76a11
reference manual: clarify quadratic restriction for objective function
...
with discretionary_policy
2012-08-10 17:13:40 +02:00
b2c118d45a
discretionary_policy needs linear option
2012-08-10 16:54:14 +02:00
a1204b579a
bvar_forecast does not provide in-sample forecasting capabilities
2012-08-10 15:18:46 +02:00
0b1f627ad0
Better sectioning of the estimation section
2012-08-10 14:47:07 +02:00
10f8c1ca07
Fixed typos
2012-07-13 10:37:35 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
50ef5377e4
removed option linear from stoch_simul; clarified use of option linear
...
in model statement
2012-07-06 13:52:17 +02:00
61c3145eac
Fix category of dynare_version
2012-07-05 16:39:51 +02:00
59ddbb8cb2
document dynare_version
2012-07-05 11:17:25 +02:00
b6c35b754f
fix mac package name in doc
2012-07-05 11:07:37 +02:00
b593bf2e1e
Ref. manual: minor corrections
2012-07-01 18:48:57 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
...
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
87ad577347
fix documentation in line with commit a74f7c0285
2012-06-29 00:55:50 +02:00
aa62568a44
Add Frédéric to authors of ref. manual
2012-06-28 14:24:50 +02:00
2f43f3a09a
Document option solve_maxit of discretionary_policy
2012-06-26 17:10:52 +02:00
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
23ec38b258
doc: provide filename for file created by steady_state_model statement
2012-06-21 09:51:07 +02:00
5539910ce4
Update of gsa documentation
2012-06-20 15:13:29 +02:00
b78c64e0b4
Ref. manual: cosmetic changes
2012-06-15 15:01:03 +02:00
8bbc3b2453
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
3900d2820a
further changes to reference manual
2012-06-14 13:04:16 +02:00
a16cade619
reference manual: clarifying that variables, endogenous and exogenous,
...
not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
19f6eca23f
Update macroprocessor slides
2012-06-13 18:40:12 +02:00
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
...
1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
b21d87966a
Document extended_path and oo_.exo_simul in ref manual
2012-06-08 17:36:45 +02:00
ea273c6812
documentation on the block decomposed decision rule.
2012-06-08 14:57:04 +02:00
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
...
Closes : #216
2012-06-07 18:29:30 +02:00
35a2f38d6a
Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast
...
Closes : #199
2012-06-07 17:04:46 +02:00
fb147574f2
Remove duplicate item
2012-06-07 15:36:28 +02:00
2b84951f4e
Added an entry in the manual for the particle filter.
2012-06-06 18:25:08 +02:00
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
c666f92d01
Ref. manual: add note about default value of order option of stoch_simul
2012-06-06 17:08:53 +02:00
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
bd9aeef1d0
Give the references to Dennis (2007) for discretionary_policy
2012-06-06 12:55:36 +02:00
6be50d5417
Add more info about analytic_derivation option
2012-06-06 11:45:36 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
...
The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
3c6f449abb
fixing typos in documentation
2012-05-31 08:03:17 +02:00
7044c8da2b
Add new command "calib_smoother"
...
Closes : #233
2012-05-30 16:28:29 +02:00
312814062f
Document oo_.FilteredVariablesKStepAhead
2012-05-30 16:28:29 +02:00
c3b34a8f13
Document oo_.UpdatedVariables
2012-05-30 16:28:29 +02:00
eab165d3ee
added in manual a section on how to use steady_state_model block with
...
initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
9cd790b23e
Document oo_.osr.objective_function
2012-05-29 11:46:48 +02:00
3806813feb
Improve description of 3rd/4th prior params
...
Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
cad26f60fa
update manual to take into account previous commit
2012-05-17 18:08:28 +02:00
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
17cfb4f93e
Describe conditional_variance_decomposition in estimation
...
Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
...
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
1b3693c7a4
Ref. manual: various cosmetic changes related to new lyapunov/sylvester options
2012-04-20 21:26:51 +02:00
15bf19f9cf
Ref. manual: revert to UTF-8 encoding
...
Commit eed54fb0
2012-04-20 21:16:32 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
...
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
52cc77fe0e
New preprocessor option for not creating a logfile
...
Closes : #241
2012-04-20 18:15:02 +02:00
bc225f5d10
Ref. manual: move chapter on internal doc and unit tests at the end
...
It is only of interest for developers and power users, not for the average
user.
2012-04-20 17:54:43 +02:00
9f5513bd03
Ref. manual: update copyright year
2012-04-20 17:52:27 +02:00
353e1a033c
Reference manual: add reference to wiki page on IRF computation
...
Closes : #117
2012-04-20 17:52:17 +02:00
2ca595aa84
documenting option 'instruments' for ramsey_policy
2012-04-20 16:01:58 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
...
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
5271bad50c
added details for option mode_compute=0 with no estimated_params block
2012-04-12 09:30:39 +02:00
0fc0a0e6f0
corrected description of option mode_compute=0 in manual
2012-04-11 23:17:23 +02:00
e7369c3691
doc: correct option
2012-04-05 09:20:20 +02:00
a0a2becf58
bug fix: documentation typo
2012-04-04 16:29:10 +02:00
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
...
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
aaad44e192
Add example from Aguiar and Gopinath (2004)
2012-04-03 12:49:58 +02:00
7ef87c92a3
Document that mode_compute=5 incompatible with DSGE-VAR/non-linear filters
2012-04-02 10:51:50 +02:00
4b7c2e9f8d
Ref. manual: document how to read XLS files from Octave
2012-03-26 15:36:11 +02:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
357bcbe067
Add Johannes Pfeifer to the list of contributors
2012-03-05 19:14:01 +01:00
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
...
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
...
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
72788cf551
doc: fix typo
2012-01-02 18:26:01 +01:00
d159dde855
macrodoc: remove unsupported references to @#then
2012-01-02 18:12:19 +01:00
b0afea3204
Fix parallel build problem in "make html"
2011-12-25 10:58:47 +01:00
a8354326b1
Ref. manual: clarify default value for variables undeclared in histval
2011-12-21 18:38:09 +01:00
75e125771d
Ref. manual: fix typo
2011-12-21 11:17:58 +01:00
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
...
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
564665da7c
Ref. manual: list in a single place the MATLAB toolboxes and Octave-Forge packages from which Dynare can benefit
2011-11-25 16:48:07 +01:00
447b632723
Ref. manual: add Windows Seven to the list of supported OSes
2011-11-25 16:44:44 +01:00
ce50fc5e57
Ref. manual: fix typo
2011-11-25 16:44:11 +01:00
40cc11385a
added an error if periods in conditional_variance_decomposition option
...
are not strictly positive.
2011-11-20 15:13:05 +01:00
1f88bb2ba7
Give credits to MonFisPol grant
2011-11-18 17:29:49 +01:00
cc79c82392
Ref. manual: fix names of some fields created by "estimation" in oo_
2011-10-27 16:14:37 +02:00
34d59e6661
fix typo
2011-10-26 11:33:18 +02:00
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
be97d37ce3
updating reference manual
2011-10-13 17:15:22 +02:00
03693621dd
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
83e2d47089
Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3
2011-09-22 18:14:54 +02:00
942cefcd19
MS-SBVAR: documentation
2011-09-19 16:48:05 -04:00
b824789d57
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
663aa73a0b
manual: aesthetic fix - uniformly declare multiple types in option definitions
2011-09-14 11:53:45 -04:00
176afda1bc
fix typos
2011-09-14 11:53:45 -04:00
2aa7cf373e
Ref. manual: fix conflict between two anchors with the same name but different case ( closes : #188 )
2011-09-14 16:58:33 +02:00
71edea7728
Moved matlab's script generating the internal documentation.
2011-09-12 14:21:11 +02:00
3dfbead178
Added documentation for the new internals command.
2011-09-12 14:17:08 +02:00
6dd8e9201b
Cosmetic changes to the documentation of BVAR "à la Sims"
2011-09-08 18:09:37 +02:00
ff7792a728
The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
...
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
1b4dcdd7f1
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
8c4e24769b
Moved some of the routines for internal documentation.
2011-09-05 18:57:41 +02:00
9b00852e25
Added routines for generating internal documentation.
2011-09-05 18:57:41 +02:00
8345de43b0
Document oo_.gamma_y, improve description of oo_.autocorr
2011-09-05 15:16:05 +02:00
77311614e2
Fixed typo.
2011-09-05 12:24:27 +02:00
49b286957e
Removed trailing whitespaces.
2011-08-30 16:07:02 +02:00
893d2ca2b2
Added comments on plot_conditional_forecast command.
2011-08-30 16:05:15 +02:00
c5ecad8c2e
Ref. manual: add a description of oo_.conditional_variance_decomposition
2011-08-23 17:57:50 +02:00
2914739b6b
User guide: update last changed date
2011-08-23 17:06:32 +02:00
bc8f960bbf
User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars)
2011-08-23 17:06:32 +02:00
19a994afda
User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161 )
2011-08-23 17:06:32 +02:00
79284070ae
User guide: synchronise RBC_Est.mod with the text
2011-08-23 17:06:32 +02:00
e4a590e626
User guide: fix error in estimation MOD file (only in the text, not in the accompanying files); with steady/check, it fails because paremeters are not initialized
2011-08-23 17:06:32 +02:00
62e32a37cb
User guide: revert to mode_compute=4 in example ( closes #121 )
2011-08-23 17:06:32 +02:00
555c85a3b9
User guide: reflect the fact that "simul_seed" option has been removed
2011-08-23 17:06:32 +02:00
59dd307ed9
User guide: remove useless file
2011-08-23 17:06:32 +02:00
8ab889a225
Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments
2011-08-23 11:53:32 +02:00
7224c889fd
Ref. manual: fix case of oo_.PosteriorIRF.dsge
2011-08-23 10:35:44 +02:00
41a8ff55d7
Reference manual: fix description of EXPECTATION operator ( closes #191 )
2011-08-19 18:18:57 +02:00
6bd588520c
Reference manual: fixed minor errors in the usage of @xref
2011-08-17 16:44:06 +02:00
0da1aab3a8
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +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
0ec30956c7
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
6bc294aa33
documentation fix
2011-07-12 16:16:11 +02:00
8f1b3bf995
documentation fix
2011-07-12 14:43:10 +02:00
166c9bfa1c
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
87e4536f35
Ref. manual: some clarifications concerning the planner objective
2011-06-24 12:02:19 +02:00
3062617a60
Documents the feature introduced in commit fa9f6ac90b. Added more information about option lik_init=3.
2011-06-23 23:44:17 +02:00
d4d25d82d9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
65e0a4c475
Macroprocessor slides update
2011-06-16 16:15:02 +02:00
756594fdc4
changed default ar=1 and perform automatic increase of ar if this is not sufficient
2011-06-15 23:47:27 +02:00
3faf426bdc
Ref. manual, partial information: fix citation, add pointer to wiki
2011-06-13 18:28:24 +02:00
ee72680bec
Ref. manual: fix syntax of {load,save}_params_and_steady_state
2011-06-13 15:19:23 +02:00
c1d19fae27
Ref. manual: fixed typo
2011-06-13 15:06:58 +02:00
a82ff537bf
Build system: fix error in previous commit
2011-06-13 11:55:38 +02:00
25ef2ea3ec
Build system: do not clean doc/guide.bbl which is not autogenerated
2011-06-13 11:41:19 +02:00
af6a330924
Ref. manual: complete the section about parallel computing
2011-06-08 15:29:02 +02:00
ffa566b7ae
Build system: add missing clean rules
2011-05-25 17:14:47 +02:00
6fdadbf138
Ref. manual, model_comparison: add example, fix typo
2011-05-24 12:22:22 +02:00
2cc8e061e6
preprocessor: added dynare_sensitivity option
2011-05-23 11:20:24 +02:00
65ad78ae30
Ref. manual: cosmetic change
2011-05-10 14:48:06 +02:00
1f236dca66
Added new simplex optimization routine (mode_compute=8).
2011-05-10 14:18:23 +02:00
9c1a26e815
Ref. manual: add full documentation of macro-processor ( closes #170 )
2011-05-06 19:27:45 +02:00
7a50281c68
manual: fix typo
2011-05-03 10:02:38 +02:00
4b1ea6ae4e
identification: add new options
2011-04-29 11:51:18 +02:00
79b1c94a46
manual: add dynare_sensitivity options
2011-04-28 18:10:09 +02:00
dc8a3c9864
Userguide: minor update related to Dynare stable version
2011-04-27 11:58:14 +02:00
7b67f40a11
Bump MATLAB version requirement to 7.0
2011-04-27 11:57:43 +02:00
89a232465b
doc: add placeholders for identification options
2011-04-20 14:33:59 +02:00
5d7c26d47c
Reference manual: point to implementation details of 1st order solution
2011-04-15 18:43:59 +02:00
cc5f415090
Reference manual: explain how to cite Dynare
2011-04-15 18:43:27 +02:00
f23d683663
Build system fix for documentation
2011-04-15 10:54:01 +02:00
c1ce21b50e
Updated paper about 1st order
2011-04-12 19:04:07 +02:00
d8b91ab0d7
manual: fix typos
2011-04-08 13:36:57 +02:00
865dcb57f8
IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
2011-03-31 17:04:16 +02:00
ade0545625
fix typo
2011-03-31 16:36:15 +02:00
131566653e
manual: add info for command line defines
2011-03-30 12:44:13 +02:00
ff0eb13c5f
manual: add info about ramsey_policy auxiliary variables
2011-03-30 12:38:17 +02:00
718be0074c
manual: fix typos
2011-03-30 12:36:17 +02:00
3e92f41079
ramsey_policy: allow discount factor to be an expression
2011-03-29 18:18:32 +02:00
5f04ed9db7
Reference manual: switch to TeXinfo format
2011-03-29 17:50:11 +02:00
ae7494efa6
Remove deprecated 'simul_seed' option from manual and MOD-file grammar
2011-03-21 12:54:25 +01:00
05ebb51102
GSA: cleanup of doc and inclusion in build system
2011-03-17 15:48:31 +01:00
ebe28543fe
GSA: move stuff to the right place
2011-03-17 15:34:40 +01:00
7782c7dd56
Reference manual: added a stub for discretionary_policy
2011-03-14 11:47:46 +01:00
dc81fc952b
Added Junior to the list of Dynare developers
2011-03-14 11:47:46 +01:00
5f4212c4ab
ParallelDynare: updated manual
2011-03-14 11:41:28 +01:00
123294b7b1
Reference manual: improve description for Info format
2011-02-21 18:34:54 +01:00
967f2f1075
Build system: add rules for creating info file
2011-02-14 14:45:18 +01:00
7e5da0cc68
Reference manual: remove <synopfragment>: HTML output ugly, and not supported by docbook2x
2011-02-14 14:44:41 +01:00
c65fe414fa
Update Michel's email address in documentation and license
2011-02-14 10:45:34 +01:00
24d109c2cf
Reference manual: fix type of 'kalman_tol' option
2011-02-10 19:01:27 +01:00
ca88c39136
Ref. manual: completed syntax for plot_conditional_forecast
2011-02-07 11:52:08 +01:00
fcb12985c1
Bump version number
2011-02-04 17:45:54 +01:00
b00b2fad33
Reindentation of reference manual
2011-02-04 17:39:43 +01:00
2d4edfaf15
print_bytecode_static_model and print_bytecode_dynamic_model commands are documented in the reference manual
2011-01-30 20:16:51 +01:00
7c65bceb0e
Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments ( closes #37 )
2011-01-26 13:55:01 -05:00
2985413ac6
modified syntax for estimation option plot_priors + addition to manual
2011-01-21 17:04:00 +01:00
89c332fdd6
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
2011-01-18 19:31:59 +01:00
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Michel Juillard
Houtan Bastani
Ferhat Mihoubi
Marco Ratto
Ferhat
Johannes Pfeifer
Michel Juillard