f1ed81aae2
Use new approach for setting aux variables in model inversion routine.
2018-03-04 19:15:43 +01:00
06e6db580c
Cosmetic change.
2018-03-04 19:15:27 +01:00
d7f87ba29f
Use new approach for setting aux variables in checkdatabase.
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Also specialize the routine for simulation/inversion problems.
2018-03-04 19:12:46 +01:00
d6305d598f
remove time t matrix of ecm matrices
2018-03-02 17:56:49 +01:00
f848bdfcf8
Fixed typo.
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(cherry picked from commit 86be2cb998dd9f3fc411
2018-03-02 14:45:50 +01:00
5a55448ff4
Set default initial conditions of varexo for IRFs and forecasts in backward models.
2018-02-28 15:31:21 +01:00
a135c49469
Added routines for PAC expectations.
2018-02-28 15:00:42 +01:00
d347f57bab
Fixed inversion of backward models with diff operators.
2018-02-28 15:00:42 +01:00
bc2c5dd902
Code factorization (initial conditions for backward model simulations)
2018-02-28 15:00:42 +01:00
0579c1dc31
Allow initialization with histval in backward simulation routines.
2018-02-28 15:00:42 +01:00
a0b7047f7d
Fixed bug in model inversion routine.
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The solution was depending on the ordering of the variables in the
initialcondition object.
2018-02-28 15:00:42 +01:00
ce5049fef0
Removed redundant test.
2018-02-28 15:00:42 +01:00
e1dcd1bc72
dseries: submodule update
2018-02-26 18:36:27 +01:00
0617f58a14
Merge remote-tracking branch 'origin/master' into ecb-master
2018-02-26 18:17:30 +01:00
ec003d055f
Cosmetic changes.
2018-02-26 12:28:03 +01:00
dbf84bc93c
dyn_ols, pooled_sur_common: fix bug in regular expression
2018-02-23 12:43:32 +01:00
c6d6a7b01b
pooled_fgls: fix bug: variable potentially not initialized
2018-02-22 14:34:43 +01:00
3b13a8ad48
Merge branch 'preprocessor_diff' into ecb-master
2018-02-22 12:53:03 +01:00
cc4456c76d
Fixed simuation routine for models with diff operator.
2018-02-21 23:31:35 +01:00
827b8e984c
dyn_ols: fix bug in adjusted R2
2018-02-20 15:24:00 +01:00
b70c8e13b9
dyn_ols: fix bug in Y when rhs variables were subtracted from lhs
2018-02-20 14:33:56 +01:00
667bfb6948
dseries: submodule update
2018-02-20 11:03:12 +01:00
afecd9bebb
small improvement to dyn_ols, pooled_sur_common: return summed rhs to subtract from lhs
2018-02-20 10:29:34 +01:00
fa598b751b
Fixed prior command with optimize.
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Penalty was not passed correctly.
2018-02-17 21:00:23 +01:00
d54cdbf0ac
fix output when no arguments are passed to dynare
2018-02-16 17:31:53 +01:00
5d439bcb18
submodule update: preprocessor and add dynare version to dynare.m
2018-02-16 17:31:47 +01:00
3a052f500c
Merge branch 'master' into ecb-master
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Fixed conflict in dseries submodule.
2018-02-10 12:53:34 +01:00
350b8fb529
Updated dseries submodule (prevent initialization crash if unable to install X13 binary).
2018-02-10 12:24:20 +01:00
d857a78ca7
Fixed the test for the leaded variables in declared VAR model.
2018-02-09 18:15:50 +01:00
c7bbcf6e8b
Fixed header doc.
2018-02-09 17:57:14 +01:00
a2da797423
get_ar_matrices: handle ECM part if it exists
2018-02-09 15:22:25 +01:00
b24286fad7
get_ar_matrices: take care of aux_diff
2018-02-09 12:32:06 +01:00
f3032370a9
get_ar_matrices: fix columns
2018-02-09 11:13:18 +01:00
8be229497a
Added routine for evaluating the companion matrix of a VAR model.
2018-02-09 10:57:29 +01:00
3ece9c6c1e
Updated header.
2018-02-09 10:45:52 +01:00
47fa23c0f6
Remved trailing empty matrices.
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Which are present if the model block has more lags than the VAR model.
2018-02-09 10:41:43 +01:00
2161fed90f
Check that there is no contemporaneous variables on rhs.
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And remove first element in the cell oo_.var.<MODEL_NAME>.ar if the check is passed.
2018-02-09 10:37:03 +01:00
605c20d539
Removed artime field (which is not used).
2018-02-09 10:29:50 +01:00
f35403b694
get_ar_matrices: remove dependence on JSON
2018-02-08 18:29:10 +01:00
d253b1fccb
get_ar_matrices: fix bug in column size
2018-02-08 17:50:12 +01:00
224ccb7bab
sim1_linear.m: change hard-coded tolerance to option
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The tolerance for the steady state check should depend on the accuracy of the steady state computation
2018-02-07 18:42:12 +01:00
7bdd2995bd
get_ar_matrices: remove useless continue statements
2018-02-06 15:08:21 +01:00
4adebd4419
Fixed copyright header.
2018-02-01 22:51:23 +01:00
cf5f556f4a
Do not re-set auxiliary variables if they are already available in the input info [i.e. smoothed variables].
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This makes the function robust when one provides info using UpdatedVariables, instead, for faster realtime exercises.
2018-02-01 19:17:59 +01:00
a7bc6414f5
fixed bug to logical if condition
2018-02-01 19:14:13 +01:00
127a543b65
prior bounds: make sure that lower and upper bounds only affect mode-finding
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99dbc8c74d
2018-02-01 10:16:47 +01:00
fe7da22853
Fixed copyright header.
2018-02-01 10:05:03 +01:00
da48dea37c
identification_analysis.m: remove transformation to char when cell is expected
2018-02-01 09:58:31 +01:00
410f8bd07c
Cosmetic change and fixed copyright header.
2018-02-01 09:53:23 +01:00
3679afe849
Discretion: Added catch for infinities
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Comment: A user provided a file in which the Sylvester equation solved using doubling can evaluate to inf. When Doubling fails, one can try the Hessenberg-Schur algorithm.
2018-02-01 09:53:23 +01:00
Stéphane Adjemian(Charybdis)
Houtan Bastani
Johannes Pfeifer
Marco Ratto