ead8e1011a
sur, surgibbs: add possibility to select subset of equations
2018-01-16 18:42:15 +01:00
8f738d9eb4
get_ar_matrices: improve assertion
2018-01-16 17:45:52 +01:00
702ffb207e
get_ar_matrices: simplify code
2018-01-16 17:05:07 +01:00
d5ace05281
dyn_ols: take care of trailing underscore when LHS var ends with )
2018-01-16 16:33:15 +01:00
f01210085f
dyn_ols: control the number of input arguments
2018-01-16 16:13:38 +01:00
7a4c9a64c3
introduce function to get autoregressive matrices for specified equations
2018-01-15 23:01:58 +01:00
86680365b7
preprocessor: var_model: adjust checks and functionality for various option combinations
2018-01-15 12:46:46 +01:00
4017d00c9e
preprocessor: store string vectors as cellar
2018-01-15 12:46:45 +01:00
c936100cb8
preprocessor: remove requirement to have symbol list after var_model statement
2018-01-15 12:46:40 +01:00
a0b88f35a5
preprocessor: add eqtags option to var_model
2018-01-12 16:55:58 +01:00
82a01c251e
surgibbs: add thinning option
2018-01-12 14:43:39 +01:00
23a251e7d7
plot_contributions: fix bug
2018-01-12 12:04:58 +01:00
aceeef876b
ols: modify ols-style estimation routines to account for change in 7be8f10e0e
2018-01-12 11:45:50 +01:00
fe8dfba59d
Merge branch 'master' into ecb-master
...
# Conflicts:
# examples/NK_baseline_steadystate.m
# matlab/backward/backward_model_irf.m
# matlab/modules/dseries
# matlab/occbin/setss.m
# preprocessor/SymbolList.cc
# tests/identification/as2007/as2007_steadystate.m
# tests/identification/kim/kim2_steadystate.m
# tests/particle/dsge_base2_steadystate.m
# tests/steady_state/walsh1_old_ss_steadystate.m
2018-01-11 16:25:42 +01:00
049be61ef5
surgibbs: pass prior as argument, allow limiting the number of parameters estimated, check inputs, change variable name
2018-01-11 14:15:10 +01:00
70452bbeea
preprocessor: list nonlinear equations in .m file
2018-01-11 12:55:36 +01:00
f4867d30b1
Cosmetic changes and fixed cell/chararray issues.
2018-01-10 17:14:59 +01:00
b1d8e7aafa
Moved test files.
2018-01-10 16:04:19 +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
...
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:
...
- 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:
...
- 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
61ff77c7ba
fix typos
2018-01-05 17:19:33 +01:00
c1de50bbc2
surgibbs: draft change and test
2018-01-05 17:13:46 +01:00
27819954d0
fix typo
2018-01-05 15:13:58 +01:00
2be12bd50d
Provide data to integration test.
...
This test, which is not run by the testsuite, fails.
2017-12-29 13:47:36 +01:00
09444882aa
sur: bug fix, missing chol
2017-12-18 09:01:09 -05:00
875b1eec22
sur: change output type for sur gibbs
2017-12-18 08:35:04 -05:00
a07b61909c
Fixed bug (substitutions in equations).
2017-12-15 09:14:14 +01:00
fd721719e5
surgibbs: remove varargin which was never used
2017-12-14 11:21:39 +01:00
981ec0089f
pooled_sur_common: add comments
2017-12-13 12:29:42 +01:00
8ab317b302
pooled_ols_common: fix corner case
2017-12-13 12:07:48 +01:00
cd7658541a
sur: handle case of constrained parameter
2017-12-12 13:07:25 +01:00
792d452938
sur: update with changes recently made to pooled_ols
2017-12-12 12:37:45 +01:00
c82fc11f8b
dyn_ols/pooled_ols: check residuals
2017-12-11 14:35:55 +01:00
698192ab81
fix solow_irf to work with current state of backward_model_irf
2017-12-11 13:44:26 +01:00
adede1755e
pooled_ols: remove unnecessary call to cellstr()
2017-12-08 15:29:34 +01:00
58536c53b3
fix bug in test introduced in 8541579d48
2017-12-08 15:09:37 +01:00
8541579d48
pooled_ols: support endogenous without parameters on RHS
2017-12-08 14:53:39 +01:00
27317d25c5
preprocessor: add option to remove empty lines from macro-expanded mod file. closes #1551
2017-12-07 18:47:21 +01:00
4a6fd427e0
preprocessor: add line number to field in structure that macro variables are saved to. #1564
2017-12-07 18:11:00 +01:00
3c62bd63cf
pooled_ols: cover corner case
2017-12-07 16:49:11 +01:00
aa058bdcbc
getEquationsByTags: handle case when tags are passed that are not found
2017-12-07 15:02:49 +01:00
Houtan Bastani
Houtan
Stéphane Adjemian (Charybdis)
Marco Ratto
Johannes Pfeifer