Stéphane Adjemian (Scylla)
eae4bc91b8
Updated dseries submodule.
2017-09-28 10:12:53 +02:00
Stéphane Adjemian (Scylla)
a05fa7e086
Fixed bug in one sided HP filter.
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User defined initial conditions for the trend were not acknowledge.
2017-09-28 10:12:53 +02:00
Johannes Pfeifer
8ab6c6ef98
Fix copy and past mistake in dsge_simulated_theoretical_variance_decomposition
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Prevented correct deletion of stale prior MC files
2017-09-15 10:07:19 +02:00
Houtan Bastani
d648f76462
dynare.m: aesthetic fix: remove unnecessary parenthesis
2017-09-08 15:09:05 +02:00
Houtan Bastani
43bed00e3f
dynare.m: don’t redo strfind as value exists in dot_location variable
2017-09-08 15:07:40 +02:00
Houtan Bastani
9c86168d63
Revert "simplify check for ‘.’ in name"
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This reverts commit a302b7af99
.
2017-09-08 15:07:23 +02:00
Houtan Bastani
a302b7af99
simplify check for ‘.’ in name
2017-09-08 14:57:53 +02:00
Johannes Pfeifer
25bf43983f
Add write_latex_steady_state_model to collect_latex_files.m
2017-09-01 17:58:25 +02:00
Stéphane Adjemian (Scylla)
c468488575
Fixed dimension of exo_simul (always add one row).
2017-08-31 14:55:49 +02:00
Stéphane Adjemian (Scylla)
0efff7c185
Fixed timing bugs in simulation of backward models with lags on exogenous variables.
2017-08-31 11:41:18 +02:00
Houtan Bastani
a51fef393a
aesthetic fix
2017-08-30 17:44:41 +02:00
Houtan Bastani
718ff3d61c
preprocessor: only create *set_auxiliary_variables.m file if there will be something in it. Closes #1384
2017-08-29 14:44:52 +02:00
Houtan Bastani
bd81ebc55d
evaluate_steady_state: simplify check: the only time this variable is used both of these conditions hold
2017-08-29 11:51:45 +02:00
Houtan Bastani
a5e44e3e90
evaluate_smoother: fix typo
2017-08-28 18:25:37 +02:00
Houtan Bastani
1c485c894f
Add nopreprocessoroutput option to dynare. Closes #1390
2017-08-25 14:26:39 +02:00
Houtan Bastani
41e6ecaacd
bug: nopathchange was always being set, regardless of whether or not the flag was passed
2017-08-25 14:21:25 +02:00
Houtan Bastani
d730353f4e
check_matlab_path: fix English
2017-08-25 14:20:08 +02:00
Johannes Pfeifer
4a5b72af15
check_list_of_variables.m: Cosmetic change to warning message
2017-08-24 18:13:33 +02:00
Stéphane Adjemian (Scylla)
5429821719
Fixed incomplete commit 1a4257ac4b
.
2017-08-16 23:29:15 +02:00
Johannes Pfeifer
16a3e11034
Transform hard-coded plot tolerance into an undocumented option
2017-08-16 19:51:57 +02:00
Johannes Pfeifer
4cd259baa6
Fix plotting of measurement errors in non-MCMC case
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Number of plots was wrongly computed
2017-08-16 19:51:57 +02:00
Johannes Pfeifer
8ccebd9e23
DsgeSmoother.m: provide informative error instead of crashing when model cannot be solved
2017-08-16 19:26:24 +02:00
Stéphane Adjemian (Scylla)
131a68ea6f
Provide more informations if expected shocks are declared after the terminal period.
2017-08-16 16:43:43 +02:00
Stéphane Adjemian (Scylla)
10047feee5
Test if shocks are declared.
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Fixes bug introduced in 97b894a1cd
, if no shocks
are declared (for instance if the user is interested in the transition to the
steady state).
2017-08-16 16:04:15 +02:00
Johannes Pfeifer
97b894a1cd
Provide meaningful error message if oo_.exo_simul is larger than options_.periods
2017-08-16 16:00:55 +02:00
Stéphane Adjemian (Scylla)
1a4257ac4b
Efficiency change.
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Reduced the size of the unnecessary large array for the exogenous variables
introduced in 57fd56c90a
.
2017-08-16 15:44:00 +02:00
Stéphane Adjemian (Scylla)
a1c34979f5
Merge branch 'pr#1484'
2017-08-16 11:20:55 +02:00
Stéphane Adjemian (Scylla)
9c8f2a90e3
Fixed timming of the innovations when computing confidence bands.
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Innovations were hitting the model one period too late.
2017-08-11 11:47:34 +02:00
Stéphane Adjemian (Scylla)
311c794081
Fixed typo.
2017-08-10 14:56:22 +02:00
Stéphane Adjemian (Scylla)
e5bbcf41b6
Efficiency change.
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find(strcmp(,)) is faster than strmatch(,,'exact') and returns the same array
of integers.
2017-08-10 13:26:47 +02:00
Stéphane Adjemian (Scylla)
637b0b0212
Fixed bug (missing 'exact' when calling strmatch).
2017-08-10 13:15:06 +02:00
Johannes Pfeifer
57fd56c90a
sim1_linear.m: Fix evaluation of dynamic model at deterministic steady state
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Did not correctly account for exogenous variables being potentially present with leads and lags
2017-08-01 11:04:46 +02:00
Stéphane Adjemian (Scylla)
44cadbd51b
Fixed errors introduced by recent changes in simul_backward_model.
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(cherry picked from commit f7399f4d74
)
2017-07-31 16:31:43 +02:00
Stéphane Adjemian (Scylla)
81a1d803b4
Fixed initial period (lagged by one period without reason).
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(cherry picked from commit ef0afc1b75
)
2017-07-31 16:31:06 +02:00
Stéphane Adjemian (Scylla)
550a7ad3b1
Rewrote backward model inversion routine.
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(cherry picked from commit be6b1628d1
)
2017-07-29 14:16:42 +02:00
Stéphane Adjemian (Scylla)
8e6fd310c3
Fixed backward model simulation routines.
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(cherry picked from commit 45a14d768d
)
2017-07-29 14:16:05 +02:00
Stéphane Adjemian (Scylla)
1cd20acd7d
Code factorization.
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(cherry picked from commit 77b1d14083
)
2017-07-29 14:12:50 +02:00
Stéphane Adjemian (Scylla)
df1793a499
Fixed issue with the size of x (exogenous variables).
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(cherry picked from commit ccfd809dd0
)
2017-07-29 13:47:13 +02:00
Stéphane Adjemian (Scylla)
ce5316a1ec
Fixed typo.
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(cherry picked from commit b866bd828c
)
2017-07-29 13:46:29 +02:00
Stéphane Adjemian (Scylla)
1f20ceb461
Fixed bug in filtered variables with trend.
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Was crashing in models with only one observed variable. The squeeze function
cannot be used in this case, only the first dimension of
stock_filter_step_ahead should be squeezed.
2017-07-23 23:21:36 +02:00
Stéphane Adjemian (Scylla)
cc9e0ed09a
Code factorization.
2017-07-21 17:47:24 +02:00
Johannes Pfeifer
0b9244dc01
Posterior moments: fix bug that prevented updating decision rules for parameter vector, leading to wrong results/crashes when computing second moments
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When removing globals in 24cd423671
the call to set_parameters.m, which relies on M_ being global, was not removed. The problem arises
1. When computing second moments for big models with drsize*SampleSize>MaxMegaBytes (in which case decision rules dr were not saved, but recomputed)
2. When computing the conditional variance decomposition for all models regardless of size (dsge_simulated_theoretical_conditional_variance_decomposition.m relied on the wrong M_.Sigma_e in this case)
2017-07-21 17:47:24 +02:00
Stéphane Adjemian
acace4899d
Merge pull request #1472 from JohannesPfeifer/generate_trace_plots
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generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian
cfce048a4b
Merge pull request #1471 from JohannesPfeifer/simpsa
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simpsa: Only store output strcuture if requested
2017-07-21 11:00:20 +02:00
Stéphane Adjemian
ca1a9e4a88
Merge pull request #1468 from JohannesPfeifer/discret_message
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discretionary_policy_1.m: output which derivative is nonzero
2017-07-21 10:04:31 +02:00
Johannes Pfeifer
7486760461
Make osr error message more informative
2017-07-17 08:42:50 +02:00
Houtan Bastani
7d3f59607a
Merge pull request #1470 from JohannesPfeifer/use_shock_groups
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Fix bug in use_shock_groups
2017-07-07 12:41:22 +02:00
Johannes Pfeifer
3bac10a97d
Fix bug in use_shock_groups and colormap
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Option was not written to correct subfield of options_-structure. Related to 7cd56e9687
2017-07-07 12:38:20 +02:00
Houtan Bastani
f32f5f7346
display options that dynare is called with in output
2017-07-03 17:45:06 +02:00
Stéphane Adjemian
970feee342
Merge pull request #1473 from JohannesPfeifer/sensitivity
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Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00