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167 Commits (e4c803d0db09bb0a78d1593330db18a89a23aab6)

Author SHA1 Message Date
Michel Juillard 9c3551bcb8 ms-sbvar: adding missing case for linear restriction 2011-11-07 15:47:16 +01:00
Michel Juillard 82d3c76ebb ms-sbvar: correcting bugs in specification of linear restrictions 2011-11-07 12:26:20 +01:00
Michel Juillard f85c43d8f0 ms-sbvar: fixing more bugs in linear restrictions 2011-11-06 17:45:19 +01:00
Houtan Bastani ce9fe30a7a Remove unused expectation syntax 2011-10-26 14:30:47 +02:00
Michel Juillard e2dd3cb88f fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard 90e4d40272 ms-sbvar: introduced more general restriction syntax for 
identification; added an example; still necessary to add error message
when restrictions are invalid
 2011-10-12 21:47:59 +02:00
Houtan Bastani c73d179f4d preprocessor: remove unused token 2011-10-10 16:56:46 +02:00
Houtan Bastani 385871957e MS-SBVAR: remove estimation_file_tag option 2011-10-07 11:57:53 +02:00
Sébastien Villemot 8373f0b9a4 Merge remote-tracking branch 'ferhat/master' 2011-09-16 16:21:10 +02:00
Ferhat Mihoubi 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
Houtan Bastani f3a1599d6d svar: constants is not yet supported 2011-09-15 18:15:54 -04:00
Houtan Bastani ee8da2b1c9 MS-SBVAR: add specification option 2011-09-15 18:03:39 -04:00
Houtan Bastani b62c50bc0f aesthetic fix 2011-09-15 18:03:30 -04:00
Houtan Bastani 7d0a55cbf7 MS-SBVAR: change syntax for proposal_type option 2011-09-15 18:03:22 -04:00
Houtan Bastani 6d59190df9 MS-SBVAR: support xls datafile 2011-09-15 18:03:12 -04:00
Houtan Bastani 3d8ccd07c4 MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Houtan Bastani 9b3ca2b663 MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument 2011-09-14 15:04:26 -04:00
Houtan Bastani f1dc2c5157 MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop 2011-09-14 14:28:21 -04:00
Houtan Bastani d033956c52 remove unused option 2011-09-14 12:04:47 -04:00
Houtan Bastani 8747d91d98 MS-SBVAR: fix processing for ms_estimation 2011-09-14 11:53:45 -04:00
Houtan Bastani 4b176e4054 remove unused token 2011-09-14 11:53:45 -04:00
Houtan Bastani 6c3d13da09 remove unused varlist option 2011-09-14 11:53:45 -04:00
Houtan Bastani 75e57f4c18 MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument 2011-09-14 11:53:45 -04:00
Houtan Bastani f550c79570 MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form 2011-09-14 11:53:45 -04:00
Houtan Bastani da8fabf43c remove upper/lower_cholesky options from ms_estimation and sbvar 2011-09-13 11:45:42 -04:00
Houtan Bastani 3130cc3756 remove load_mh_file option from ms-sbvar code 2011-09-12 16:29:57 -04:00
Houtan Bastani ee84c481d5 sbvar: deprecate restriction_fname 2011-09-09 13:27:01 -04:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Houtan Bastani 4674d3a982 ms-sbvar: change error_bands option to no_error_bands as the default is on 2011-08-23 13:43:24 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 0f001abbe4 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Houtan Bastani 588ecee275 MS-SBVAR: preprocessor bug fixes 2011-08-04 00:40:26 +02:00
Houtan Bastani 9ac3d6800d MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Michel Juillard 5cd7ef323e adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Michel Juillard a25454bedd MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option 2011-07-14 21:10:01 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Michel Juillard 0baa7d7ae9 ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR 2011-07-12 14:31:19 +02:00
Houtan Bastani 166c9bfa1c dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Michel Juillard d07d2ebf77 MS-SBVAR: updating options for command SBVAR 2011-06-03 14:06:15 +02:00
Houtan Bastani 2b2de22956 bug fix: add sbvar options back to global_initialization 2011-05-30 17:46:11 +02:00
Michel Juillard 82600953f1 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Michel Juillard 075837b2f8 renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy 2011-05-24 16:02:42 +02:00
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Houtan Bastani 7f374f491f SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 074b6acb7d SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani 4b1ea6ae4e identification: add new options 2011-04-29 11:51:18 +02:00
Houtan Bastani 90916c2359 dynare_sensitivity interface: remove unused option 2011-04-27 14:33:50 +02:00
Houtan Bastani f027679045 dynare_sensitivity: removed unused option trans_ident from preprocessor 2011-04-27 08:40:46 +02:00