Commit Graph

6339 Commits (eae4bc91b80ee5b017f9b6b49af71de1517faa4b)

Author SHA1 Message Date
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.
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
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"
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
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.
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.
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.
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.
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
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.
(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).
(cherry picked from commit ef0afc1b75)
2017-07-31 16:31:06 +02:00
Stéphane Adjemian (Scylla) 550a7ad3b1 Rewrote backward model inversion routine.
(cherry picked from commit be6b1628d1)
2017-07-29 14:16:42 +02:00
Stéphane Adjemian (Scylla) 8e6fd310c3 Fixed backward model simulation routines.
(cherry picked from commit 45a14d768d)
2017-07-29 14:16:05 +02:00
Stéphane Adjemian (Scylla) 1cd20acd7d Code factorization.
(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).
(cherry picked from commit ccfd809dd0)
2017-07-29 13:47:13 +02:00
Stéphane Adjemian (Scylla) ce5316a1ec Fixed typo.
(cherry picked from commit b866bd828c)
2017-07-29 13:46:29 +02:00
Stéphane Adjemian (Scylla) 1f20ceb461 Fixed bug in filtered variables with trend.
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
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
generate_trace_plots: Add measurement errors
2017-07-21 11:26:17 +02:00
Stéphane Adjemian cfce048a4b Merge pull request #1471 from JohannesPfeifer/simpsa
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
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
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
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
Filter out a vector-sized nobs, which crashes dynare_sensitivity.m
2017-06-30 12:09:46 +02:00