Commit Graph

6412 Commits (f4b25efc5aba740eefd3b41231d7dbf400340b8f)

Author SHA1 Message Date
Marco Ratto f4b25efc5a bug fix with initial_date for conditional shock decomposition 2018-01-10 15:12:39 +01:00
Marco Ratto a63bc5b7f0 fixed bugs with dating of AOA decompositions 2018-01-10 15:12:39 +01:00
Marco Ratto 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
Marco Ratto 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
Marco Ratto fd8a69d97b bug fix in setting realtime_conditional_shock_decomposition field 2018-01-10 15:06:13 +01:00
Marco Ratto 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
Marco Ratto 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
Marco Ratto 45166aba81 Bug fix for undefined yr variable 2018-01-10 13:14:27 +01:00
Stéphane Adjemian (Charybdis) dfcb9df58d Changed the type of the variable returned by list_of_parameters_calibrated_as_{Inf,NaN}. 2018-01-10 10:35:17 +01:00
Johannes Pfeifer 270246acb0 dynare_estimation_init.m: Add debugging info on NaN and Inf parameters 2018-01-10 10:21:23 +01:00
Stéphane Adjemian (Scylla) 7be8f10e0e Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
Houtan Bastani e3bc725027
Merge pull request #1574 from JohannesPfeifer/octave_prior
Make Octave error message more constructive and informative
2017-12-05 00:14:45 +01:00
Johannes Pfeifer 2e69ae22ff Make Octave error message more constructive and informative
See the discussion at http://savannah.gnu.org/bugs/?52569
2017-12-02 21:28:25 +01:00
Houtan Bastani 93a0351afb
Merge pull request #1569 from JohannesPfeifer/cosmetic
Cosmetic fix to error message
2017-12-01 15:04:43 +01:00
Johannes Pfeifer ce4d8c3544 Cosmetic fix to error message 2017-11-28 10:27:43 +01:00
Johannes Pfeifer b3d399e901 Add diffuse_filter as option to dynare_sensitivity 2017-11-22 16:25:29 +01:00
Houtan Bastani 9be04a449f submodule update: dates 2017-11-17 10:29:29 +01:00
Stéphane Adjemian(Charybdis) 6e527b467d Make backward model IRF routine also return the impulses.
- In the second output argument (a dseries object) where we store the baseline
   scenario for the endogenous variables we add the baseline for the exogenous
   variables).

 - In the third output argument (a structure of dseries objects, one field per
   shock scenario), we also store the impulses considered for generating the
   IRFs.
2017-11-16 17:54:00 +01:00
Stéphane Adjemian(Charybdis) dc670e0199 Fixed test on M_.Sigma_e (backward model irf routine). 2017-11-15 15:01:34 +01:00
Stéphane Adjemian(Charybdis) a0f089af2d Updated dseries submodule (fixed horzcat behaviour). 2017-11-14 14:35:41 +01:00
Houtan Bastani f1db5cd264 dynare command line: fix bug introduced in c258bad2ab 2017-11-14 14:09:15 +01:00
Houtan Bastani c258bad2ab dynare command line: be less strict in accepting macros from .mod file 2017-11-14 12:21:48 +01:00
Stéphane Adjemian(Charybdis) c958f4ac04 Updated dates and dseries submodules (fixed overloaded struct function issue). 2017-11-12 16:09:20 +01:00
Houtan Bastani fc10d35330 submodule update: dseries 2017-11-10 12:38:08 +01:00
Stéphane Adjemian (Charybdis) 6d8b224f67 Updated dseries submodules. 2017-11-08 18:33:56 +01:00
Houtan Bastani d3c4477f3e remove duplicated line 2017-10-24 16:37:08 +02:00
Stéphane Adjemian bb7c245048 Merge pull request #1542 from JohannesPfeifer/isstring
Make isfile.m command work with Matlab versions before 9.1
2017-10-19 20:08:13 +02:00
Stéphane Adjemian (Charybdis) 798c22fb6e Account for matlab R2017b. 2017-10-17 17:55:09 +02:00
Johannes Pfeifer fa26ab10e0 Make isfile.m command work with Matlab versions before 9.1 2017-10-17 09:14:15 +02:00
Stéphane Adjemian (Charybdis) d4e3dbe370 Fixes #1541. 2017-10-16 23:23:58 +02:00
Stéphane Adjemian(Charybdis) 46ce6e02af Updated dseries submodule (fixes abscissa tick labels in plot overloaded function). 2017-10-14 21:41:35 +02:00
Stéphane Adjemian(Charybdis) 4b4c3db3b9 Allow shocks over multiple periods in backward model routine. 2017-10-14 16:35:01 +02:00
Stéphane Adjemian(Charybdis) 56d3adb778 Chek if variance of the shocks in backward model IRF routines are defined when required. 2017-10-14 16:05:55 +02:00
Stéphane Adjemian(Charybdis) bc76988b01 Fixed bug in bakward model IRF routine.
Missing index.
2017-10-14 15:31:52 +02:00
Stéphane Adjemian(Charybdis) 1b042f01e0 Added new interface for specifying shocks in backward models IRFs.
By passing dseries objects to backward_model_irf routine.

(cherry picked from commit 366acf5bac)
2017-10-12 12:18:18 +02:00
Stéphane Adjemian (Charybdis) 008f30ea07 Updated dseries submodule. 2017-10-11 17:57:20 +02:00
Stéphane Adjemian(Charybdis) 61b23a17f4 Merge branch 'upgrade-classes' 2017-10-11 14:09:35 +02:00
Stéphane Adjemian (Scylla) 88a9493bc3 Updated dates submodule. 2017-10-10 15:47:40 +02:00
Stéphane Adjemian (Scylla) 4757713829 Fixed type of first returned argument. 2017-10-10 14:37:07 +02:00
Stéphane Adjemian (Scylla) d3d11b7a9a Updated dseries submodule. 2017-10-10 14:21:25 +02:00
Stéphane Adjemian (Scylla) 560a047a53 Moved isfile routine in missing.
This routine has been introduced in R2017b. Closes #1523.
2017-10-10 13:33:32 +02:00
Stéphane Adjemian (Scylla) a83258d4af Generalised isfile routine (to accept more than one file name to be tested). 2017-10-10 13:19:07 +02:00
Stéphane Adjemian (Scylla) 1181f9bf70 Merge branch 'pr#1535' 2017-10-10 10:57:29 +02:00
Stéphane Adjemian (Scylla) 0e85dfdc15 Upgraded dseries and dates classes.
- Switched to master branch with new OOP interface.
 - Removed initialization of empty dseries and dates objects (preprocessor).
2017-10-10 10:45:07 +02:00
Stéphane Adjemian (Scylla) ce7cfccddb Cosmetic changes. 2017-10-10 10:14:59 +02:00
Stéphane Adjemian (Scylla) 904ce4b4c9 Fixed backward model IRFs and added an interface for baseline scenario.
Note that there is an additional argument (2nd position) for the shocks
baseline scenario.
2017-10-10 09:29:26 +02:00
Marco Ratto da063b2e18 bug fix in optimizer 5 [newrat] for dsge_var_likelihood objective function. Fixes #1494 2017-10-09 17:53:19 +02:00
Michel Juillard 0068f9f6b6 fix another bug in complementarity constraints with ramsey problem
(cherry picked from commit b1fc34ef99)
2017-10-08 16:45:20 +02:00
Michel Juillard b1fc34ef99 fix bug when there are constraints both on ramsey policy instrument and on
other variables
2017-10-08 12:43:33 +02:00
Houtan Bastani d52f13114d preprocessor: interface for generate_irfs block. Closes #1531 2017-10-06 15:00:55 +02:00