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
284e4c2e46
Bump to year 2011 in license file and manual
2011-01-10 16:39:13 +01:00
dfab8d0e6b
internal documentation: updating th_autocovariances.m
2010-12-29 15:38:57 +01:00
34454ffa8d
Reference manual: add a stub for lik_init=3
2010-12-23 11:08:51 +01:00
88dea171cc
Reference manual: update the default value of qz_criterium (see dcc46959b4)
2010-12-23 11:08:22 +01:00
a11817cfa4
k-order: added support for m-files, added tests and modified manual
2010-12-22 09:48:05 +01:00
452e54f838
Reference manual: update for the new shock_decomposition option
2010-12-08 15:00:44 +01:00
ebe69b7cea
Reference manual: give the status of the various optimization routines under Octave
2010-12-02 17:43:46 +01:00
8bb276e603
Reference manual: fix XML error
2010-12-02 17:43:20 +01:00
a2f1ffa19c
internal doc modifications
2010-11-27 09:08:07 +01:00
e7ef737c84
manual: added a note in ESTIMATION on computing smoother for calibrated model
2010-11-27 09:08:07 +01:00
76d5d441ea
Change the syntax for values of deterministic shocks:
...
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>
In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).
Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
a03516b988
Reference manual: fix the description of deterministic shocks
2010-11-24 13:40:40 +01:00
02cc9cbd79
Build system: new configure option "--enable-org-export" for compiling Org files
2010-11-15 12:43:55 +01:00
8ebc36df00
Build system: added internals documentation
2010-11-12 09:57:25 +01:00
bf484ed439
internal documentation minor changes
2010-11-11 20:48:34 +01:00
f3bc4c2564
adding beginning of internal documentation
2010-11-11 16:23:44 +01:00
f8f9e274cd
Ref. manual: minor updates to parallel entries
2010-11-03 18:06:36 +01:00
ad84d63cd1
Dynare parallel: manual entry
2010-11-03 15:47:28 +01:00
1aed875ce2
Added PDF documentation for parallel stuff
2010-10-29 12:48:07 +02:00
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
9d6ad96abd
New "console" option ( closes #130 )
2010-10-28 11:29:39 +02:00
55c6089deb
Reference manual: update solve_algo and stack_solve_algo options with new values
2010-10-22 16:52:02 +02:00
2f9a6ff9f4
Reference manual: added entry for partial information
2010-10-21 12:57:03 +02:00
057908baf6
Added an example for automatic detrending
2010-10-18 16:46:08 +02:00
ebc5dbab32
Added an example of steadystate file in the examples subdir, and fix the reference manual
2010-10-18 16:44:16 +02:00
894155be88
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
2010-10-18 16:07:42 +02:00
5892695455
Fixed bug in doc related to the unit_root_vars instruction.
2010-10-11 12:00:11 +02:00
96f284eee1
user manual: added instructions for installing / configuring on mac
2010-10-01 18:01:59 +02:00
0e8ad5780f
change email address
2010-10-01 16:26:49 +02:00
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
...
(introduced in 60f7678669
2010-09-21 13:35:55 +02:00
48ddcb3a6e
Reference manual: no longer needed to install MSVC runtime for Win64, since we now compile with MinGW64
2010-08-26 18:36:56 +02:00
b0b916eb1d
Reference manual: for order=3, mention that use_dll and a compiler are needed
2010-08-24 15:51:51 +02:00
9edb4d7361
Reference manual:
...
- describe 3rd order approximation (closes #124 )
- improve description of variable reordering
2010-08-24 15:44:29 +02:00
6d06fbb547
Reference manual: update related to the fact that HP filter is now available with empirical moments (4.2 only)
2010-08-24 11:27:31 +02:00
971309918c
Reference manual: fix the name of some output variables of estimation in oo_
2010-08-19 17:52:41 +02:00
068160b57b
Reference manual: fix syntax of "shock_decomposition"
2010-08-19 16:23:00 +02:00
a7f5b6f557
Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution)
2010-07-05 18:25:46 +02:00
df5f28c08f
Rewrote the DSGE-VAR entry in the manual.
2010-07-05 15:23:17 +02:00
298506d730
DSGE-VAR: add entry in manual
2010-07-01 15:28:08 +02:00
e7d3b5acee
Updates to macroprocessor slides
2010-07-01 15:21:41 +02:00
8b614d3079
Userguide: updating date to year 2010
2010-06-25 10:33:48 +02:00
7b59c012b9
Update userguide .mod files: reconcile text with updated .mod files
2010-06-24 19:42:39 +02:00
e02e3b8a85
Update userguide .mod files: replace $\hat{}$ and $\widehat{}$ with \textasciicircum
2010-06-24 19:42:39 +02:00
15d4e8b88f
Update userguide .mod files: add comment to match text of userguide
2010-06-24 19:42:39 +02:00
631ef3d0d4
Update userguide .mod files: remove extraneous spaces, characters and commands from .mod files
2010-06-24 19:42:38 +02:00
d95ee41f72
Update userguide .mod files: remove double declaration of beta
2010-06-24 19:42:38 +02:00
4ec5016e5f
Update userguide .mod files: set mode_compute=6, following fixes on dynare forum
2010-06-24 19:42:38 +02:00
441ecaee30
Update userguide .mod files: change to unix-type line ending and remove extra spaces
2010-06-24 19:42:38 +02:00
26dc6f7a54
fix typo in manual
2010-06-09 12:21:21 +02:00
57ae51d0bf
Ref. manual: mention that parameters can now be set from the 'steady_state_model' block
2010-06-04 09:35:45 +03:00
b33238a00e
Ref. manual: fix typo
2010-06-01 19:00:22 +02:00
ccaa8e6443
Preprocessor and ref. manual: added 'pruning' option ( closes #104 )
2010-05-31 18:38:49 +02:00
4a619f3db7
Created a new 'examples' subdirectory with a (still small) example database
2010-04-30 12:36:24 +02:00
37abe362a3
Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file
2010-04-23 18:39:07 +02:00
da74e53204
Preprocessor:
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* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
992dc1fb5d
Ref. manual: document the new selected_variables_only command
2010-04-06 11:54:30 +02:00
c2f7f0a555
computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
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When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.
This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00
db73d4020d
Ref. manual: for 'ramsey_policy', mention oo_.planner_objective_value
2010-03-29 15:01:29 +02:00
0af39dca5d
Ref. manual: fixed XML errors
2010-03-24 12:11:23 +01:00
9b20ae958c
added options filter_covariance filter_decomposition for new version of the smoother
2010-03-22 21:57:46 +01:00
41343575a7
Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements
2010-03-18 14:56:22 +01:00
1c3f7b83e5
Added erf as an internally supported function and updated manual.
2010-03-11 12:00:37 +01:00
5d45bf947d
Added normpdf as an internally supported function and updated manual.
2010-03-11 10:16:40 +01:00
3b1debf90b
updated authors in manual.xml
2010-03-09 16:55:31 +01:00
9451c56d3d
Modified manual for external functions
2010-03-09 16:39:48 +01:00
facbb4b647
manual: clarifying effect of repeated varobs statements
2010-02-01 12:44:23 +01:00
4d50db71dd
Fix example test file: it fails with Netlib BLAS (but succeeds with ATLAS), because of a near-singularity
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3355 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-13 17:39:30 +00:00
5dbb4fa131
Reference manual: mention the need to install something for compiling MEX files with Octave/Linux
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3340 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-11 10:49:52 +00:00
c5968dd0e1
Reference manual: added new 'no_static' option, bumped version number to 4.2
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3322 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-08 15:56:18 +00:00
c22f9b4c3e
User guide: updated URLs for new Dynare website
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3286 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:22 +00:00
898a2bfa85
Reference manual: update introduction
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3285 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-23 11:31:05 +00:00
0542308374
Updated Collard's guide for Dynare 4.1
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3283 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-22 10:34:06 +00:00
0011678cb5
Changes by Ferhat:
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* fix options stack_solve_algo={2,3,4} (closes #68 )
* fix crashes for singular normalizations (closes #44 ) and implement decreasing cutoff
* fail for stack_solve_algo=2 under Octave (because there is no gmres function in Octave)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3279 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-21 10:29:21 +00:00
462cba9158
Build system: minor adjustments
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3272 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 15:30:43 +00:00
30d45ad9c9
Added missing 'nograph' option to 'forecast' command + Fixed affiliations in ref manual
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3265 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-18 08:35:12 +00:00
c01a3c134b
Reindented the reference manual (using Emacs' nXml mode, except for <programlisting> tags which are messed up by the autoindent)
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3248 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:35:53 +00:00
767d33f08c
Reference manual: documented "block", "bytecode" options and their friends. Closes #66
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3246 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 15:18:16 +00:00
9b8bc4b0ae
Added new LaTeX file documenting in detail the computation of first order decision rules
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3239 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 14:21:16 +00:00
40994e1e6d
reference manual:
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* for MATLAB 64-bit under Windows, indicate where to download the required MS Visual C++ runtime for MEX files
* added a few explanations on auxiliary variables
* fixed mode_compute option of estimation
* indicate that only first order supported by ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3238 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-14 13:20:14 +00:00
0cda8d64da
reference manual: documented new 'cygwin' and 'msvc' options
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3225 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-11 15:02:18 +00:00
2f7c327b0e
k-order:
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* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
ee3ceb7db6
M-files and preprocessor:
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* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
36f82af66f
Reference manual: fixed syntax of histval
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3186 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 15:54:20 +00:00
98c1291521
Revert to r3157
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3159 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 15:39:11 +00:00
beec6c2cd2
Edited Section 1 of the User Guide
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3158 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-20 12:04:15 +00:00
76e691c651
preprocessor:
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* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators
reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
af732433d7
predetermined_variables:
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* reworked a little bit the implementation
* documented the command in the reference manual
* added a test
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
bd43adb926
* userguide: updated list of Dynare contributors and installation section
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* reference manual: updated installation section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3136 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 19:06:00 +00:00
ab8b4f37f1
* preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
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* reference manual: documented the new option, fixed XML conformance of the document
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00
2916aa7508
manual entry + test for conditional variance decomposistion
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3112 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 07:29:36 +00:00
ffd9b2d405
preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
21d58eac91
* Bug fix.
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* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
aa6ff983a9
AIM solver:
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* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
dbc9e0996d
* Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
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* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
154eef8dbb
Reference manual: on the road to 4.1...
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* added new commands: "identification", "write_latex_dynamic_model", "write_latex_static_model", "shock_decomposition"
* updated "{load,save}_params_and_steady_state"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3047 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-15 16:32:19 +00:00
e4b20637e4
Reference manual: completely remove index
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3041 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:02 +00:00
53fbb07f61
Reference manual: updates for the 4.1 release
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* added Houtan to the list of developers, moved Ondra to the list of past contributors
* updated installation instructions
* options of "dynare" command: added "nolinemacro" and "onlymacro", updated "savemacro"
* mention the possibility of specifying LaTeX names for "var", "varexo", "varexo_det", "parameters"
* mention that now leads/lags can be used on exogenous variables
* mention that arbitrary expressions can now be specified in the "estimated_params" family of commands
* added new commands: "change_type", "model_comparison"
* capitalize "MATLAB" throughout the manual
* remove obsolete index and quasi-empty chapter pointing to Collard's guide
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3040 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:09:49 +00:00
ddfd61c95b
Reference manual: remove workarounds for old versions of dblatex
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3039 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 17:03:02 +00:00
69daebf441
Reference manual: fixed problems of conformance to DocBook 4.5 spec
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@3038 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 13:08:05 +00:00
598d60a0c2
Build system: added test for beamer
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git-svn-id: https://www.dynare.org/svn/dynare/trunk@2955 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-09-21 10:30:04 +00:00
Houtan Bastani
Sébastien Villemot
Michel Juillard
Ferhat
Johannes Pfeifer
Michel Juillard
Ferhat Mihoubi
Stéphane Adjemian (Scylla)
Marco Ratto
Stéphane Adjemian (Charybdis)
Houtan Bastani
sebastien
houtanb
michel
stepan