Commit Graph

619 Commits (e3e34e1c7d9091f2293297acb9c63fde4bd520ab)

Author SHA1 Message Date
MichelJuillard b51b037ef2 Merge pull request #871 from JohannesPfeifer/prior_posterior_function
Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian 3490e400bc Merge pull request #1015 from JohannesPfeifer/model_comparison
Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Stéphane Adjemian (Charybdis) e52ce43569 Removed clear all for Matlab>=R2015b.
By default, Dynare clears the globals and functions containing
persistent variables. The behaviour of Dynare is not changed with
Matlab<R2015b or Octave.
2015-10-06 11:34:56 +02:00
Johannes Pfeifer 6c8e7c5ff5 Fix typo in manual 2015-09-17 14:36:59 +02:00
Stéphane Adjemian (Charybdis) a911568b37 Updated dseries submodule and reference manual.
Remove the possibility to instantiate an empty dseries with a range of dates.
2015-09-14 14:07:51 +02:00
Houtan Bastani fbd178c5be preprocessor: add horizon option to ms_forecast 2015-09-08 17:28:08 +02:00
Houtan Bastani c96b8392d3 doc: fix typo that caused repeated entries in index 2015-09-07 11:49:17 +02:00
Houtan Bastani 8d54aeeaf6 preprocessor: add relative_irf option to irf_calibration block. closes #720 2015-09-07 11:49:17 +02:00
Houtan Bastani d280cbfb1a doc: fix typos 2015-08-31 14:33:00 +02:00
Stéphane Adjemian edcddd9008 Merge pull request #1037 from JohannesPfeifer/rolling_window
Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
Houtan Bastani ae49cddd1d preprocessor: allow for [paths] block in dynare config file. closes #1039 2015-08-28 18:06:30 +02:00
Houtan Bastani 2518f6c83c preprocessor: macroprocessor: add @#includepath macro. #1039 2015-08-28 14:43:26 +02:00
Houtan Bastani c9a808f704 doc: add documentation related to 1ba04976aa 2015-08-27 17:49:32 +02:00
Johannes Pfeifer f80f0f9258 Add capacities for rolling window estimation 2015-08-25 15:37:25 +02:00
Johannes Pfeifer a072294cab Improve documentation for model_comparison.m 2015-08-13 17:49:15 +02:00
Stéphane Adjemian de9f5cd8e1 Merge pull request #1023 from JohannesPfeifer/posterior_std
Clarify that oo_.posterior_std comes from mode computing
2015-08-13 16:10:12 +02:00
Stéphane Adjemian (Lupi) 670de60a72 Fixed typo (missing macro in texinfo doc). 2015-08-13 14:24:01 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Johannes Pfeifer 8a09c61adb Redefine oo_.posterior_std and add oo_.posterior_std_at_mode
Makes clear that oo_.posterior_std_at_mode comes from mode-finding while oo_.posterior_std comes from MCMC
2015-08-11 11:24:58 +02:00
Michel Juillard 9a7aac65de fixing type in documentation 2015-07-29 09:23:16 +02:00
Johannes Pfeifer 8341e0c2f0 Add documentation for execute_prior_posterior_function 2015-07-28 15:37:02 +02:00
Johannes Pfeifer 0f50f33c2c Initialize M_.dname=M_.fname in global_initialization.m
Closes #979
2015-07-28 15:23:53 +02:00
MichelJuillard 2209944c7c Merge pull request #1000 from JohannesPfeifer/collect_latex
Bugfixes related to collect_LaTeX_Files.m
2015-07-27 21:55:09 +02:00
MichelJuillard 7541cf0132 Merge pull request #996 from JohannesPfeifer/doc_allowed_names
Add info on allowed variable names to manual
2015-07-27 21:51:38 +02:00
Johannes Pfeifer 19b7f5ea7f Bugfixes related to collect_LaTeX_Files.m
- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer d4629d4ba4 Add info on allowed variable names to manual
Closes #341
2015-07-24 13:13:43 +02:00
Johannes Pfeifer 36e7bcdbcd Add headers and more documentation to shock_decomposition.m and graph_decomp.m 2015-07-24 10:08:43 +02:00
Johannes Pfeifer 08b42f9adb Add disclaimer to manual regarding reset of mode-file. 2015-07-23 17:19:09 +02:00
MichelJuillard f94910173d Merge pull request #937 from JohannesPfeifer/graph_fix
Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard 2cb58be875 Merge pull request #969 from JohannesPfeifer/documentation
Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
MichelJuillard 2269b38465 Merge pull request #740 from JohannesPfeifer/relative_irf
Fix and document relative_irf
2015-07-20 14:20:00 +02:00
Houtan Bastani a4cee3929d doc: change xref to ref 2015-07-20 10:55:17 +02:00
Houtan Bastani 722036aea5 doc: change xref to ref, fix grammar 2015-07-20 10:52:17 +02:00
Houtan Bastani e7239fe0fc change xref to ref 2015-07-20 10:49:45 +02:00
MichelJuillard ce3dc068c3 Merge pull request #692 from JohannesPfeifer/imcforecast
Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Houtan Bastani 7740fdaca0 preprocessor: split creation of latex model files. closes #966 2015-07-15 08:58:15 +02:00
Houtan Bastani 33e6b873e6 fix typo 2015-07-15 08:41:10 +02:00
Stéphane Adjemian (Hermes) b5a0114872 Fixed bug in reference manual (missing escape parameter). 2015-07-08 23:34:33 +02:00
Houtan Bastani 69b7d8024c submodule update: reporting 2015-07-08 11:43:19 +02:00
Johannes Pfeifer 387fd6698b Add to manual that DSGE-VAR is incompatible with presample. 2015-07-08 10:14:27 +02:00
Johannes Pfeifer 01605edda3 Cosmetic fixes to manual 2015-07-08 10:09:43 +02:00
Johannes Pfeifer 8e7a4bd805 Clarify nobs statement. 2015-07-08 10:06:08 +02:00
Johannes Pfeifer 723754d057 Elaborate on mode_check graphs for particle filter 2015-07-08 09:43:18 +02:00
Johannes Pfeifer a3c4c40ed0 Add restriction for first_obs with DSGE-VAR to manual 2015-07-08 09:22:21 +02:00
Johannes Pfeifer df55ddc6ac Improve documentation of presample option 2015-07-08 08:54:11 +02:00
Stéphane Adjemian (Charybdis) 8007f508a2 New option linear_approximation for perfect foresight models.
This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).

Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).

If possible, the option is triggered automatically if the model is
declared linear.

TODO:
 * Write a linear version of perfect_foresight_problem routine.
 * Evaluate the approxilation error (just need to evaluate the system of
 stacked non linear equations).
2015-07-07 17:55:41 +02:00
Johannes Pfeifer 20c292a730 Update manual entries related to TeX-Output
Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
Johannes Pfeifer f0167d8cd5 Cosmetic fixes to manual 2015-06-08 16:49:40 +02:00
Johannes Pfeifer dec37f372a Document options for silent mode-finding 2015-06-08 16:49:40 +02:00
Johannes Pfeifer 35040725bb Document TaRB algorithm 2015-06-08 16:49:39 +02:00