Commit Graph

33 Commits (f7175745acfb5d07e4ffd7b44f30f476348f92f5)

Author SHA1 Message Date
Johannes Pfeifer f7175745ac Add one-sided HP filter 2015-10-13 20:50:03 +02:00
Johannes Pfeifer 40877685f2 Add LaTeX-output option to table from stoch_simul.m 2015-10-12 20:42:04 +02:00
Johannes Pfeifer 38d293b864 Replace globals in disp_th_moments.m by function arguments 2015-10-12 20:42:03 +02:00
Johannes Pfeifer f7ae5e4f60 Adjust table titles to accommodate new filter options 2015-10-12 20:42:02 +02:00
Johannes Pfeifer 698a44c98a Add option for storing contemporaneous correlation 2015-08-11 11:27:55 +02:00
Michel Juillard edbd1ef374 fixing typo 2015-07-13 11:51:07 +02:00
Marco Ratto 06572f26a4 Use the nodecomposition option which is available in th_autocovariances.m: for large models with the HP filter option, this may spare a lot of time, if only the unconditional moments are needed on output; 2014-11-14 17:28:17 +01:00
Michel Juillard fbbe98815b fixing bug introduced in commit 6eb3a3d when displaying theoretical
moments for a model with a single exogenous variable
2014-11-01 09:15:48 +01:00
Johannes Pfeifer 6eb3a3d3ad Disentangle computation and display of conditional_variance_decomposition
Previously, noprint suppressed the computation of conditional_variance_decomposition although it should only suppress its display. Also adds a dedicated field for the unconditional variance decomposition.
2014-04-07 17:38:27 +02:00
Stéphane Adjemian (Charybdis) 4052d4ccaf Cosmetic changes. Use skipline() instead of disp(' '). 2013-07-10 17:12:34 +02:00
Sébastien Villemot 61485ab809 Fix copyright notices 2013-06-12 17:04:46 +02:00
Johannes Pfeifer 1883eb092b Clarify theoretical second moments for order=2
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes #278
2013-03-18 22:58:06 +01:00
Johannes Pfeifer 98ec0095df Add warning for variance decomposition at order=2
At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Sébastien Villemot df0edeecf0 Theoretical moments: handle nicely the case where all variables are either constant or non stationary 2011-08-29 17:35:35 +02:00
Sébastien Villemot 02652f6eb8 Updated copyright notices 2011-02-04 17:27:33 +01:00
Sébastien Villemot 757a9067c0 Global reindentation of MATLAB files 2011-02-04 17:17:48 +01:00
Sébastien Villemot 2ebebd1d28 No longer crash when all variables selected with "stoch_simul" are
non-stationary
2010-10-11 12:58:38 +02:00
Sébastien Villemot 9d67555fc1 Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed 2010-10-11 12:58:38 +02:00
Houtan Bastani a20bc07fdf replace deprecated Matlab function strvcat with char 2010-09-27 16:11:14 +02:00
ratto a018e231de distinguishing between noprint and nomoments/nocorr options
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3359 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-15 09:55:05 +00:00
sebastien 1be52aaa5f Beautification: removed tabulation characters which were left in previous beautification pass
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3300 ac1d8469-bf42-47a9-8791-bf33cf982152
2010-01-05 10:46:10 +00:00
sebastien 502e3e1df8 Beautified MATLAB code (Unix newline convention + Emacs indentation), except: AIM, swz, particle
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3250 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-16 17:17:34 +00:00
sebastien a2cef7009d Fixes for ticket #57
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
sebastien ffd9b2d405 preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
michel f5920bbc34 v4: correcting bug related to nonstationary variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2850 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-21 11:52:35 +00:00
michel 05189497a5 changed handling of nonstationary variables:
- oo_.mean, oo_.var, oo_.gamma_y contains all selected variables
- moments of non-stationary variables are set to NaN
options_.Schur_vec_tolerance lowered to 10^-11


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2810 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-07-04 14:11:51 +00:00
sebastien a47232a0f7 trunk: renamed table.m to dyntable.m (name clash with Octave's table)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2625 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-04-24 15:15:18 +00:00
sebastien b65e92c11d trunk:
* fixed displaying of subtitles when HP filter is present
* fail if HP filter required on empirical simulations (not yet implemented)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2237 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-11-04 11:00:54 +00:00
sebastien 47a4d91700 v4 matlab:
* fixed copyright headers of remaining files
* deleted old ChangeLog


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1977 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 18:53:30 +00:00
adjemian 341adad2e9 Added new functions for posterior distribution processing (second order moments) + Removed global variables.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1890 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-21 08:33:31 +00:00
michel 4eecf7999b v4 disp_th_moments.m: corrected bug with non stationary variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@818 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-09 08:46:46 +00:00
michel 9a9872fd33 dynare_v4 from CVS
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@8 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-02-18 19:54:39 +00:00