Commit Graph

562 Commits (f6f167ada77357541b3ac7f2ba4b56c39144791c)

Author SHA1 Message Date
Sébastien Villemot d7a3504b50 Add Johannes to the authors of manual 2012-10-05 10:05:35 +02:00
Sébastien Villemot 78d9cb92d4 Update Octave pointers 2012-10-03 17:22:28 +02:00
Sébastien Villemot c031b463ff Use my @dynare.org address 2012-10-01 16:41:18 +02:00
Sébastien Villemot 7de6be31e6 Upgrade the minimum requirement to MATLAB 7.3 (R2006b) 2012-09-18 11:54:40 +02:00
Sébastien Villemot db48078736 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +02:00
Sébastien Villemot 56914e3d4c Require at least Octave 3.4 (linsolve does not compile against 3.2) 2012-08-23 16:40:00 +02:00
Sébastien Villemot ae0f83c365 Mention where the hessian at the posterior mode is saved 2012-08-13 11:43:23 +02:00
Michel Juillard f379d76a11 reference manual: clarify quadratic restriction for objective function
with discretionary_policy
2012-08-10 17:13:40 +02:00
Sébastien Villemot b2c118d45a discretionary_policy needs linear option 2012-08-10 16:54:14 +02:00
Sébastien Villemot a1204b579a bvar_forecast does not provide in-sample forecasting capabilities 2012-08-10 15:18:46 +02:00
Sébastien Villemot 0b1f627ad0 Better sectioning of the estimation section 2012-08-10 14:47:07 +02:00
Sébastien Villemot 10f8c1ca07 Fixed typos 2012-07-13 10:37:35 +02:00
Stéphane Adjemian (Charybdis) c850f03be3 Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Michel Juillard 50ef5377e4 removed option linear from stoch_simul; clarified use of option linear
in model statement
2012-07-06 13:52:17 +02:00
Sébastien Villemot 61c3145eac Fix category of dynare_version 2012-07-05 16:39:51 +02:00
Houtan Bastani 59ddbb8cb2 document dynare_version 2012-07-05 11:17:25 +02:00
Houtan Bastani b6c35b754f fix mac package name in doc 2012-07-05 11:07:37 +02:00
Sébastien Villemot b593bf2e1e Ref. manual: minor corrections 2012-07-01 18:48:57 +02:00
Ferhat Mihoubi 4488357f59 Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Marco Ratto 87ad577347 fix documentation in line with commit a74f7c0285 2012-06-29 00:55:50 +02:00
Sébastien Villemot aa62568a44 Add Frédéric to authors of ref. manual 2012-06-28 14:24:50 +02:00
Sébastien Villemot 2f43f3a09a Document option solve_maxit of discretionary_policy 2012-06-26 17:10:52 +02:00
Houtan Bastani 20f2c1760b preprocessor: add @#ifndef directive 2012-06-26 15:12:31 +02:00
Houtan Bastani 23ec38b258 doc: provide filename for file created by steady_state_model statement 2012-06-21 09:51:07 +02:00
Marco Ratto 5539910ce4 Update of gsa documentation 2012-06-20 15:13:29 +02:00
Sébastien Villemot b78c64e0b4 Ref. manual: cosmetic changes 2012-06-15 15:01:03 +02:00
Sébastien Villemot 8bbc3b2453 Allow nograph, nodisplay and graph_format in identification 2012-06-15 10:30:53 +02:00
Michel Juillard 3900d2820a further changes to reference manual 2012-06-14 13:04:16 +02:00
Michel Juillard a16cade619 reference manual: clarifying that variables, endogenous and exogenous,
not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
Sébastien Villemot 19f6eca23f Update macroprocessor slides 2012-06-13 18:40:12 +02:00
Sébastien Villemot 8fe2eb23b9 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Marco Ratto 2aaa88caa7 Merge from the latest gsa routines for 4.2.5.
1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Sébastien Villemot b21d87966a Document extended_path and oo_.exo_simul in ref manual 2012-06-08 17:36:45 +02:00
Ferhat Mihoubi ea273c6812 documentation on the block decomposed decision rule. 2012-06-08 14:57:04 +02:00
Sébastien Villemot edca74659e Preprocessor iface and doc for nodisplay and graph_format
Closes: #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot 35a2f38d6a Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast
Closes: #199
2012-06-07 17:04:46 +02:00
Sébastien Villemot fb147574f2 Remove duplicate item 2012-06-07 15:36:28 +02:00
Stéphane Adjemian (Charybdis) 2b84951f4e Added an entry in the manual for the particle filter. 2012-06-06 18:25:08 +02:00
Sébastien Villemot 0caaeddb46 Merge remote-tracking branch 'ferhat/master' 2012-06-06 17:09:27 +02:00
Sébastien Villemot b823014657 Fix calib_smoother (enforce order=1) 2012-06-06 17:08:53 +02:00
Sébastien Villemot c666f92d01 Ref. manual: add note about default value of order option of stoch_simul 2012-06-06 17:08:53 +02:00
Ferhat Mihoubi b72dafcb82 Add options static to model_info command and fixes the ticket #134 2012-06-06 16:36:56 +02:00
Houtan Bastani 9a2e4cc6cf config file: support GlobalInitFile option 2012-06-06 16:18:09 +02:00
Sébastien Villemot bd9aeef1d0 Give the references to Dennis (2007) for discretionary_policy 2012-06-06 12:55:36 +02:00
Sébastien Villemot 6be50d5417 Add more info about analytic_derivation option 2012-06-06 11:45:36 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Sébastien Villemot 05dca0e3ea Change the default algorithm for stack_solve_algo = 0
The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Michel Juillard 3c6f449abb fixing typos in documentation 2012-05-31 08:03:17 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00
Sébastien Villemot 312814062f Document oo_.FilteredVariablesKStepAhead 2012-05-30 16:28:29 +02:00
Sébastien Villemot c3b34a8f13 Document oo_.UpdatedVariables 2012-05-30 16:28:29 +02:00
Michel Juillard eab165d3ee added in manual a section on how to use steady_state_model block with
initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
Sébastien Villemot 31f6831b09 Improve doc and error handling for shock_decomposition on calibrated model 2012-05-29 16:25:52 +02:00
Sébastien Villemot 9cd790b23e Document oo_.osr.objective_function 2012-05-29 11:46:48 +02:00
Sébastien Villemot 3806813feb Improve description of 3rd/4th prior params
Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
Michel Juillard cad26f60fa update manual to take into account previous commit 2012-05-17 18:08:28 +02:00
Houtan Bastani 4186a431ff parallel: add port option to config file 2012-05-09 12:44:57 +02:00
Sébastien Villemot 17cfb4f93e Describe conditional_variance_decomposition in estimation
Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
Michel Juillard 6131e597f3 changed option name discretion_tol -> discretionary_tol, added the option
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Sébastien Villemot 1b3693c7a4 Ref. manual: various cosmetic changes related to new lyapunov/sylvester options 2012-04-20 21:26:51 +02:00
Sébastien Villemot 15bf19f9cf Ref. manual: revert to UTF-8 encoding
Commit eed54fb0 has incorrectly set the encoding to ISO-8859-1
2012-04-20 21:16:32 +02:00
Sébastien Villemot 1dfba1b99f Merge remote-tracking branch 'ferhat/master' 2012-04-20 21:15:09 +02:00
Ferhat eed54fb08a - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
Sébastien Villemot 52cc77fe0e New preprocessor option for not creating a logfile
Closes: #241
2012-04-20 18:15:02 +02:00
Sébastien Villemot bc225f5d10 Ref. manual: move chapter on internal doc and unit tests at the end
It is only of interest for developers and power users, not for the average
user.
2012-04-20 17:54:43 +02:00
Sébastien Villemot 9f5513bd03 Ref. manual: update copyright year 2012-04-20 17:52:27 +02:00
Sébastien Villemot 353e1a033c Reference manual: add reference to wiki page on IRF computation
Closes: #117
2012-04-20 17:52:17 +02:00
Michel Juillard 2ca595aa84 documenting option 'instruments' for ramsey_policy 2012-04-20 16:01:58 +02:00
Michel Juillard 41e027aee3 added steady option stop_on_error. stop_on_error = 0 permits to
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Michel Juillard 5271bad50c added details for option mode_compute=0 with no estimated_params block 2012-04-12 09:30:39 +02:00
Michel Juillard 0fc0a0e6f0 corrected description of option mode_compute=0 in manual 2012-04-11 23:17:23 +02:00
Houtan Bastani e7369c3691 doc: correct option 2012-04-05 09:20:20 +02:00
Houtan Bastani a0a2becf58 bug fix: documentation typo 2012-04-04 16:29:10 +02:00
Sébastien Villemot 2057365143 Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
Sébastien Villemot aaad44e192 Add example from Aguiar and Gopinath (2004) 2012-04-03 12:49:58 +02:00
Sébastien Villemot 7ef87c92a3 Document that mode_compute=5 incompatible with DSGE-VAR/non-linear filters 2012-04-02 10:51:50 +02:00
Sébastien Villemot 4b7c2e9f8d Ref. manual: document how to read XLS files from Octave 2012-03-26 15:36:11 +02:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 5f60f1bd27 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Sébastien Villemot 357bcbe067 Add Johannes Pfeifer to the list of contributors 2012-03-05 19:14:01 +01:00
Johannes Pfeifer ce40f0ebfc Add CMAES (Ticket #245) for mode optimization 2012-03-04 22:07:26 +01:00
Houtan Bastani 870766f6e1 preprocessor: add lik_init to dynare_sensitivity command 2012-02-09 12:52:33 +01:00
Sébastien Villemot b5c71ed1c8 Add kalman_algo option to identification and dynare_sensitivity
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
Sébastien Villemot f13615c922 Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto

Closes: #173
2012-01-09 13:12:31 +01:00
Houtan Bastani 143c5f569b macroprocessor: add @#ifdef 2012-01-02 18:27:04 +01:00
Houtan Bastani 72788cf551 doc: fix typo 2012-01-02 18:26:01 +01:00
Houtan Bastani d159dde855 macrodoc: remove unsupported references to @#then 2012-01-02 18:12:19 +01:00
Sébastien Villemot b0afea3204 Fix parallel build problem in "make html" 2011-12-25 10:58:47 +01:00
Sébastien Villemot a8354326b1 Ref. manual: clarify default value for variables undeclared in histval 2011-12-21 18:38:09 +01:00
Sébastien Villemot 75e125771d Ref. manual: fix typo 2011-12-21 11:17:58 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Sébastien Villemot 564665da7c Ref. manual: list in a single place the MATLAB toolboxes and Octave-Forge packages from which Dynare can benefit 2011-11-25 16:48:07 +01:00
Sébastien Villemot 447b632723 Ref. manual: add Windows Seven to the list of supported OSes 2011-11-25 16:44:44 +01:00
Sébastien Villemot ce50fc5e57 Ref. manual: fix typo 2011-11-25 16:44:11 +01:00
Michel Juillard 40cc11385a added an error if periods in conditional_variance_decomposition option
are not strictly positive.
2011-11-20 15:13:05 +01:00
Sébastien Villemot 1f88bb2ba7 Give credits to MonFisPol grant 2011-11-18 17:29:49 +01:00
Sébastien Villemot cc79c82392 Ref. manual: fix names of some fields created by "estimation" in oo_ 2011-10-27 16:14:37 +02:00
Houtan Bastani 34d59e6661 fix typo 2011-10-26 11:33:18 +02:00
Michel Juillard f94d4e91f3 allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
Michel Juillard be97d37ce3 updating reference manual 2011-10-13 17:15:22 +02:00
Michel Juillard 03693621dd write Latex model: added automatic line breaks with breqn Latex package 2011-10-09 18:24:39 +02:00
Sébastien Villemot 83e2d47089 Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3 2011-09-22 18:14:54 +02:00
Houtan Bastani 942cefcd19 MS-SBVAR: documentation 2011-09-19 16:48:05 -04:00
Ferhat Mihoubi b824789d57 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani 663aa73a0b manual: aesthetic fix - uniformly declare multiple types in option definitions 2011-09-14 11:53:45 -04:00
Houtan Bastani 176afda1bc fix typos 2011-09-14 11:53:45 -04:00
Sébastien Villemot 2aa7cf373e Ref. manual: fix conflict between two anchors with the same name but different case (closes: #188) 2011-09-14 16:58:33 +02:00
Stéphane Adjemian (Scylla) 71edea7728 Moved matlab's script generating the internal documentation. 2011-09-12 14:21:11 +02:00
Stéphane Adjemian (Scylla) 3dfbead178 Added documentation for the new internals command. 2011-09-12 14:17:08 +02:00
Sébastien Villemot 6dd8e9201b Cosmetic changes to the documentation of BVAR "à la Sims" 2011-09-08 18:09:37 +02:00
Sébastien Villemot ff7792a728 The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Stéphane Adjemian (Charybdis) 8c4e24769b Moved some of the routines for internal documentation. 2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis) 9b00852e25 Added routines for generating internal documentation. 2011-09-05 18:57:41 +02:00
Sébastien Villemot 8345de43b0 Document oo_.gamma_y, improve description of oo_.autocorr 2011-09-05 15:16:05 +02:00
Stéphane Adjemian (Charybdis) 77311614e2 Fixed typo. 2011-09-05 12:24:27 +02:00
Stéphane Adjemian (Charybdis) 49b286957e Removed trailing whitespaces. 2011-08-30 16:07:02 +02:00
Stéphane Adjemian (Charybdis) 893d2ca2b2 Added comments on plot_conditional_forecast command. 2011-08-30 16:05:15 +02:00
Sébastien Villemot c5ecad8c2e Ref. manual: add a description of oo_.conditional_variance_decomposition 2011-08-23 17:57:50 +02:00
Sébastien Villemot 2914739b6b User guide: update last changed date 2011-08-23 17:06:32 +02:00
Sébastien Villemot bc8f960bbf User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 19a994afda User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 79284070ae User guide: synchronise RBC_Est.mod with the text 2011-08-23 17:06:32 +02:00
Sébastien Villemot e4a590e626 User guide: fix error in estimation MOD file (only in the text, not in the accompanying files); with steady/check, it fails because paremeters are not initialized 2011-08-23 17:06:32 +02:00
Sébastien Villemot 62e32a37cb User guide: revert to mode_compute=4 in example (closes #121) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 555c85a3b9 User guide: reflect the fact that "simul_seed" option has been removed 2011-08-23 17:06:32 +02:00
Sébastien Villemot 59dd307ed9 User guide: remove useless file 2011-08-23 17:06:32 +02:00
Sébastien Villemot 8ab889a225 Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments 2011-08-23 11:53:32 +02:00
Sébastien Villemot 7224c889fd Ref. manual: fix case of oo_.PosteriorIRF.dsge 2011-08-23 10:35:44 +02:00
Sébastien Villemot 41a8ff55d7 Reference manual: fix description of EXPECTATION operator (closes #191) 2011-08-19 18:18:57 +02:00
Sébastien Villemot 6bd588520c Reference manual: fixed minor errors in the usage of @xref 2011-08-17 16:44:06 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Houtan Bastani 6bc294aa33 documentation fix 2011-07-12 16:16:11 +02:00
Houtan Bastani 8f1b3bf995 documentation fix 2011-07-12 14:43:10 +02:00
Houtan Bastani 166c9bfa1c dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Sébastien Villemot 87e4536f35 Ref. manual: some clarifications concerning the planner objective 2011-06-24 12:02:19 +02:00
Stéphane Adjemian (Charybdis) 3062617a60 Documents the feature introduced in commit fa9f6ac90b. Added more information about option lik_init=3. 2011-06-23 23:44:17 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Sébastien Villemot 65e0a4c475 Macroprocessor slides update 2011-06-16 16:15:02 +02:00
Marco Ratto 756594fdc4 changed default ar=1 and perform automatic increase of ar if this is not sufficient 2011-06-15 23:47:27 +02:00
Sébastien Villemot 3faf426bdc Ref. manual, partial information: fix citation, add pointer to wiki 2011-06-13 18:28:24 +02:00
Sébastien Villemot ee72680bec Ref. manual: fix syntax of {load,save}_params_and_steady_state 2011-06-13 15:19:23 +02:00
Sébastien Villemot c1d19fae27 Ref. manual: fixed typo 2011-06-13 15:06:58 +02:00
Sébastien Villemot a82ff537bf Build system: fix error in previous commit 2011-06-13 11:55:38 +02:00
Sébastien Villemot 25ef2ea3ec Build system: do not clean doc/guide.bbl which is not autogenerated 2011-06-13 11:41:19 +02:00
Sébastien Villemot af6a330924 Ref. manual: complete the section about parallel computing 2011-06-08 15:29:02 +02:00
Sébastien Villemot ffa566b7ae Build system: add missing clean rules 2011-05-25 17:14:47 +02:00
Sébastien Villemot 6fdadbf138 Ref. manual, model_comparison: add example, fix typo 2011-05-24 12:22:22 +02:00
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Sébastien Villemot 65ad78ae30 Ref. manual: cosmetic change 2011-05-10 14:48:06 +02:00
Stéphane Adjemian (Sedna) 1f236dca66 Added new simplex optimization routine (mode_compute=8). 2011-05-10 14:18:23 +02:00
Sébastien Villemot 9c1a26e815 Ref. manual: add full documentation of macro-processor (closes #170) 2011-05-06 19:27:45 +02:00
Houtan Bastani 7a50281c68 manual: fix typo 2011-05-03 10:02:38 +02:00
Houtan Bastani 4b1ea6ae4e identification: add new options 2011-04-29 11:51:18 +02:00
Houtan Bastani 79b1c94a46 manual: add dynare_sensitivity options 2011-04-28 18:10:09 +02:00
Sébastien Villemot dc8a3c9864 Userguide: minor update related to Dynare stable version 2011-04-27 11:58:14 +02:00
Sébastien Villemot 7b67f40a11 Bump MATLAB version requirement to 7.0 2011-04-27 11:57:43 +02:00
Houtan Bastani 89a232465b doc: add placeholders for identification options 2011-04-20 14:33:59 +02:00
Sébastien Villemot 5d7c26d47c Reference manual: point to implementation details of 1st order solution 2011-04-15 18:43:59 +02:00
Sébastien Villemot cc5f415090 Reference manual: explain how to cite Dynare 2011-04-15 18:43:27 +02:00
Sébastien Villemot f23d683663 Build system fix for documentation 2011-04-15 10:54:01 +02:00
Sébastien Villemot c1ce21b50e Updated paper about 1st order 2011-04-12 19:04:07 +02:00
Houtan Bastani d8b91ab0d7 manual: fix typos 2011-04-08 13:36:57 +02:00
Houtan Bastani 865dcb57f8 IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani ade0545625 fix typo 2011-03-31 16:36:15 +02:00
Houtan Bastani 131566653e manual: add info for command line defines 2011-03-30 12:44:13 +02:00
Houtan Bastani ff0eb13c5f manual: add info about ramsey_policy auxiliary variables 2011-03-30 12:38:17 +02:00
Houtan Bastani 718be0074c manual: fix typos 2011-03-30 12:36:17 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Sébastien Villemot 5f04ed9db7 Reference manual: switch to TeXinfo format 2011-03-29 17:50:11 +02:00
Sébastien Villemot ae7494efa6 Remove deprecated 'simul_seed' option from manual and MOD-file grammar 2011-03-21 12:54:25 +01:00
Sébastien Villemot 05ebb51102 GSA: cleanup of doc and inclusion in build system 2011-03-17 15:48:31 +01:00
Sébastien Villemot ebe28543fe GSA: move stuff to the right place 2011-03-17 15:34:40 +01:00
Sébastien Villemot 7782c7dd56 Reference manual: added a stub for discretionary_policy 2011-03-14 11:47:46 +01:00
Sébastien Villemot dc81fc952b Added Junior to the list of Dynare developers 2011-03-14 11:47:46 +01:00
Houtan Bastani 5f4212c4ab ParallelDynare: updated manual 2011-03-14 11:41:28 +01:00
Sébastien Villemot 123294b7b1 Reference manual: improve description for Info format 2011-02-21 18:34:54 +01:00
Sébastien Villemot 967f2f1075 Build system: add rules for creating info file 2011-02-14 14:45:18 +01:00
Sébastien Villemot 7e5da0cc68 Reference manual: remove <synopfragment>: HTML output ugly, and not supported by docbook2x 2011-02-14 14:44:41 +01:00
Sébastien Villemot c65fe414fa Update Michel's email address in documentation and license 2011-02-14 10:45:34 +01:00
Sébastien Villemot 24d109c2cf Reference manual: fix type of 'kalman_tol' option 2011-02-10 19:01:27 +01:00
Sébastien Villemot ca88c39136 Ref. manual: completed syntax for plot_conditional_forecast 2011-02-07 11:52:08 +01:00
Sébastien Villemot fcb12985c1 Bump version number 2011-02-04 17:45:54 +01:00
Sébastien Villemot b00b2fad33 Reindentation of reference manual 2011-02-04 17:39:43 +01:00
Ferhat Mihoubi 2d4edfaf15 print_bytecode_static_model and print_bytecode_dynamic_model commands are documented in the reference manual 2011-01-30 20:16:51 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Michel Juillard 2985413ac6 modified syntax for estimation option plot_priors + addition to manual 2011-01-21 17:04:00 +01:00
Michel Juillard 89c332fdd6 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Sébastien Villemot 284e4c2e46 Bump to year 2011 in license file and manual 2011-01-10 16:39:13 +01:00
Michel Juillard dfab8d0e6b internal documentation: updating th_autocovariances.m 2010-12-29 15:38:57 +01:00
Sébastien Villemot 34454ffa8d Reference manual: add a stub for lik_init=3 2010-12-23 11:08:51 +01:00
Sébastien Villemot 88dea171cc Reference manual: update the default value of qz_criterium (see dcc46959b4) 2010-12-23 11:08:22 +01:00
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Sébastien Villemot 452e54f838 Reference manual: update for the new shock_decomposition option 2010-12-08 15:00:44 +01:00
Sébastien Villemot ebe69b7cea Reference manual: give the status of the various optimization routines under Octave 2010-12-02 17:43:46 +01:00
Sébastien Villemot 8bb276e603 Reference manual: fix XML error 2010-12-02 17:43:20 +01:00
Michel Juillard a2f1ffa19c internal doc modifications 2010-11-27 09:08:07 +01:00
Michel Juillard e7ef737c84 manual: added a note in ESTIMATION on computing smoother for calibrated model 2010-11-27 09:08:07 +01:00
Sébastien Villemot 76d5d441ea Change the syntax for values of deterministic shocks:
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>

In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).

Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot a03516b988 Reference manual: fix the description of deterministic shocks 2010-11-24 13:40:40 +01:00
Sébastien Villemot 02cc9cbd79 Build system: new configure option "--enable-org-export" for compiling Org files 2010-11-15 12:43:55 +01:00
Sébastien Villemot 8ebc36df00 Build system: added internals documentation 2010-11-12 09:57:25 +01:00
Michel Juillard bf484ed439 internal documentation minor changes 2010-11-11 20:48:34 +01:00
Michel Juillard f3bc4c2564 adding beginning of internal documentation 2010-11-11 16:23:44 +01:00
Sébastien Villemot f8f9e274cd Ref. manual: minor updates to parallel entries 2010-11-03 18:06:36 +01:00
Houtan Bastani ad84d63cd1 Dynare parallel: manual entry 2010-11-03 15:47:28 +01:00
Sébastien Villemot 1aed875ce2 Added PDF documentation for parallel stuff 2010-10-29 12:48:07 +02:00
Sébastien Villemot 23ba760c3b Implement solve_algo=0 for Octave (closes #144) 2010-10-28 12:07:50 +02:00
Sébastien Villemot 9d6ad96abd New "console" option (closes #130) 2010-10-28 11:29:39 +02:00
Sébastien Villemot 55c6089deb Reference manual: update solve_algo and stack_solve_algo options with new values 2010-10-22 16:52:02 +02:00
Sébastien Villemot 2f9a6ff9f4 Reference manual: added entry for partial information 2010-10-21 12:57:03 +02:00
Sébastien Villemot 057908baf6 Added an example for automatic detrending 2010-10-18 16:46:08 +02:00
Sébastien Villemot ebc5dbab32 Added an example of steadystate file in the examples subdir, and fix the reference manual 2010-10-18 16:44:16 +02:00
Houtan Bastani 894155be88 trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Stéphane Adjemian (Charybdis) 5892695455 Fixed bug in doc related to the unit_root_vars instruction. 2010-10-11 12:00:11 +02:00
Houtan Bastani 96f284eee1 user manual: added instructions for installing / configuring on mac 2010-10-01 18:01:59 +02:00
Houtan Bastani 0e8ad5780f change email address 2010-10-01 16:26:49 +02:00
Sébastien Villemot 750f92ace1 Cleanups related to the removal of leads and lags in deterministic model
(introduced in 60f7678669)
- remove simk.m and clean simul.m
- document the change in the reference manual
2010-09-21 13:35:55 +02:00
Sébastien Villemot 48ddcb3a6e Reference manual: no longer needed to install MSVC runtime for Win64, since we now compile with MinGW64 2010-08-26 18:36:56 +02:00
Sébastien Villemot b0b916eb1d Reference manual: for order=3, mention that use_dll and a compiler are needed 2010-08-24 15:51:51 +02:00
Sébastien Villemot 9edb4d7361 Reference manual:
- describe 3rd order approximation (closes #124)
- improve description of variable reordering
2010-08-24 15:44:29 +02:00
Sébastien Villemot 6d06fbb547 Reference manual: update related to the fact that HP filter is now available with empirical moments (4.2 only) 2010-08-24 11:27:31 +02:00
Sébastien Villemot 971309918c Reference manual: fix the name of some output variables of estimation in oo_ 2010-08-19 17:52:41 +02:00
Sébastien Villemot 068160b57b Reference manual: fix syntax of "shock_decomposition" 2010-08-19 16:23:00 +02:00
Sébastien Villemot a7f5b6f557 Reference manual: fix the definition of 4th prior parameter (not used for generalized gamma distribution) 2010-07-05 18:25:46 +02:00
Stéphane Adjemian (Scylla) df5f28c08f Rewrote the DSGE-VAR entry in the manual. 2010-07-05 15:23:17 +02:00
Houtan Bastani 298506d730 DSGE-VAR: add entry in manual 2010-07-01 15:28:08 +02:00
Sébastien Villemot e7d3b5acee Updates to macroprocessor slides 2010-07-01 15:21:41 +02:00
Sébastien Villemot 8b614d3079 Userguide: updating date to year 2010 2010-06-25 10:33:48 +02:00
Houtan Bastani 7b59c012b9 Update userguide .mod files: reconcile text with updated .mod files 2010-06-24 19:42:39 +02:00
Houtan Bastani e02e3b8a85 Update userguide .mod files: replace $\hat{}$ and $\widehat{}$ with \textasciicircum 2010-06-24 19:42:39 +02:00
Houtan Bastani 15d4e8b88f Update userguide .mod files: add comment to match text of userguide 2010-06-24 19:42:39 +02:00
Houtan Bastani 631ef3d0d4 Update userguide .mod files: remove extraneous spaces, characters and commands from .mod files 2010-06-24 19:42:38 +02:00
Houtan Bastani d95ee41f72 Update userguide .mod files: remove double declaration of beta 2010-06-24 19:42:38 +02:00
Houtan Bastani 4ec5016e5f Update userguide .mod files: set mode_compute=6, following fixes on dynare forum 2010-06-24 19:42:38 +02:00
Houtan Bastani 441ecaee30 Update userguide .mod files: change to unix-type line ending and remove extra spaces 2010-06-24 19:42:38 +02:00
Houtan Bastani 26dc6f7a54 fix typo in manual 2010-06-09 12:21:21 +02:00
Sébastien Villemot 57ae51d0bf Ref. manual: mention that parameters can now be set from the 'steady_state_model' block 2010-06-04 09:35:45 +03:00
Sébastien Villemot b33238a00e Ref. manual: fix typo 2010-06-01 19:00:22 +02:00
Sébastien Villemot ccaa8e6443 Preprocessor and ref. manual: added 'pruning' option (closes #104) 2010-05-31 18:38:49 +02:00
Sébastien Villemot 4a619f3db7 Created a new 'examples' subdirectory with a (still small) example database 2010-04-30 12:36:24 +02:00
Sébastien Villemot 37abe362a3 Preprocessor: added new 'steady_state_model' keyword for automatically creating steady state file 2010-04-23 18:39:07 +02:00
Sébastien Villemot da74e53204 Preprocessor:
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables)
* M_.H is now initialized in the preprocessor
* only one "varobs" statement is now accepted in a MOD file
2010-04-14 15:03:41 +02:00
Sébastien Villemot 992dc1fb5d Ref. manual: document the new selected_variables_only command 2010-04-06 11:54:30 +02:00
Michel Juillard c2f7f0a555 computes now variance decomposition relative to the sum of the effects of individual shocks rather than aggregate variance.
When the aggregate variance differs from the shock of the sum of the effects of individual shocks by more than 0.01% a warning is displayed.

This behaviour is documented in the reference manual.
2010-04-03 11:27:49 +02:00