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2008-01-21 17:16:02 +00:00
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2008-01-21 17:13:53 +00:00
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2008-01-21 17:10:47 +00:00
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2008-01-21 17:06:21 +00:00
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2008-01-21 17:04:24 +00:00
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2008-01-21 16:23:00 +00:00
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2008-01-21 11:13:07 +00:00
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2008-01-21 10:21:12 +00:00
6e44e7cd60
v4: added Kalman filter functions with explicit Z
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2008-01-18 20:03:55 +00:00
d7c3bacf3d
v4: changed dynare.m for version 2008a
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2008-01-18 20:00:33 +00:00
ee8b3fee5e
v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32
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2008-01-17 11:04:22 +00:00
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2008-01-16 15:32:46 +00:00
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isolated function deleted
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2008-01-15 16:29:08 +00:00
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isolated functions deleted
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2008-01-15 13:15:18 +00:00
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2008-01-11 15:51:51 +00:00
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2008-01-11 15:49:59 +00:00
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2008-01-11 15:46:23 +00:00
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2008-01-11 15:45:52 +00:00
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2008-01-11 15:42:27 +00:00
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2008-01-11 15:40:40 +00:00
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2008-01-11 15:21:37 +00:00
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2008-01-11 15:19:51 +00:00
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2008-01-11 15:16:49 +00:00
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2008-01-11 15:13:59 +00:00
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2008-01-11 15:12:04 +00:00
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2008-01-11 14:34:57 +00:00
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2008-01-11 14:31:51 +00:00
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2008-01-11 14:26:33 +00:00
190f2d14c0
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2008-01-11 14:22:41 +00:00
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2008-01-11 13:50:16 +00:00
bef2e614e8
v4 matlab: removed spurious svn:executable properties
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2008-01-11 11:58:56 +00:00
caec99eb72
v4 mex/sources: removed old build files, fixed SVN properties
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2008-01-11 11:54:49 +00:00
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modified header
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2008-01-10 16:52:21 +00:00
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2008-01-10 15:48:43 +00:00
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2008-01-10 15:47:41 +00:00
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2008-01-10 15:44:24 +00:00
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2008-01-10 15:28:03 +00:00
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2008-01-10 15:21:59 +00:00
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2008-01-10 15:13:48 +00:00
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2008-01-10 15:12:20 +00:00
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2008-01-10 15:09:42 +00:00
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2008-01-10 15:06:35 +00:00
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header modifier
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2008-01-10 15:03:35 +00:00
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2008-01-10 14:53:41 +00:00
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2008-01-10 14:47:31 +00:00
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2008-01-10 14:36:09 +00:00
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2008-01-10 14:34:44 +00:00
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2008-01-10 14:29:29 +00:00
3132de3434
header updated
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deleted useless 'linear' argument
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2008-01-10 14:27:28 +00:00
4043406781
v4 dr1.m: added use of options_.qz_criterium with ordqz. Important for models with unit root
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2008-01-07 15:59:43 +00:00
cc6fe587ed
removed mex/2007b/mjdgges.*
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2008-01-05 17:32:50 +00:00
0eb81a979a
v4: uses Matlab ordqz instead of mjdgges if it exist. Makes mjdgges.mexw32/a64 redundant in mex/2007b
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2008-01-05 17:30:12 +00:00
04684d794a
add mex/2007b/*.mexa64
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2008-01-05 17:08:58 +00:00
d2ed461f78
bug typo correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1540 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-05 17:04:09 +00:00
28a5422625
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1536 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 12:21:25 +00:00
9bc1ac138d
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1534 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 12:12:07 +00:00
d999166b14
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1533 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 12:00:54 +00:00
0db897f0af
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1532 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:48:28 +00:00
1f29e89eea
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1531 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:36:48 +00:00
0392bb55a5
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1530 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:31:19 +00:00
713f2ed1d9
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1529 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:16:18 +00:00
a80aa9eb17
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1528 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 11:12:25 +00:00
759e94fe63
v4: uploading version w32/2007b of dlls
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1527 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 09:13:07 +00:00
b63703fcf3
v4: modified build.m for R2007b Windows. mjdgges.mexw32 is still crashing
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1526 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-03 09:08:34 +00:00
4c95507b66
v4: unified build system for MEX files
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1519 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-28 15:37:26 +00:00
c4e78163b8
v4: removed mex/common/
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1518 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-28 13:51:34 +00:00
59e8deea2e
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1517 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:27:11 +00:00
1c5f5f2b69
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1516 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:25:26 +00:00
b3bdbb0f22
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1515 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:13:52 +00:00
218ca21202
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1514 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 17:06:34 +00:00
c28961e7fe
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1513 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 16:57:36 +00:00
7112bd6006
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1512 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 16:32:21 +00:00
ed0b94f402
v4: added build.m for gensylv f or glnxa64. Needs to be generalized for other OS/ARCH
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1511 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 11:47:19 +00:00
9d9826766c
v4: corrected bugs in kronecker dlls for Linux 64
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1510 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-21 11:21:20 +00:00
33baab148b
v4 check.m: corrected bug when no exogenous variable and save results in oo_.dr
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1509 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 19:42:19 +00:00
2f7b6c4037
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1508 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:32:02 +00:00
01f0f35314
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1507 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:30:56 +00:00
ef3a16535f
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1506 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:29:30 +00:00
e4a722710a
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1505 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:28:15 +00:00
56c3a4db32
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1504 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:27:02 +00:00
08aa815359
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1503 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 16:21:18 +00:00
25e3fe8e3b
header updated
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1502 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 15:48:12 +00:00
8c023c9b5c
v4: updated dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1501 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 11:54:14 +00:00
374d590835
v4: adapted kroneker dlls for Matlab versions < 7.5 (Windows) Linux versions < 7.5 still to be done
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1500 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-20 10:52:31 +00:00
13241ddc68
Removed useless conditions.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1499 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 18:04:05 +00:00
7108106807
Deleted dlls.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1498 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 17:53:20 +00:00
47a3549a81
Deleted call to different versions of gensylv.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1497 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 17:00:01 +00:00
99a6889d95
Declaration of the paths to the mex files (depending on the version of matlab).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1496 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 16:40:48 +00:00
598a6363f1
Creation of a subdirectory mex in the matlab folder (sources + mex files).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1495 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-19 15:58:38 +00:00
a60ab498f6
v4: corrected bugs for option SMOOTHER. There are still problems with variable and file names
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1486 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-13 20:34:07 +00:00
22247c809f
v4: correcting bug with deterministic exogenous variables in stochastic models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1485 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-11 15:41:48 +00:00
3eea736e30
Corrected bug related to the constant in bvar-dsge.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1484 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 16:31:15 +00:00
ddc81ce534
v4 bvar_forecast: added storage of results in oo_
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1482 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 14:27:37 +00:00
5a7379091d
v4 dr.m: changed the test for identifying operating system
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1480 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:23:57 +00:00
1e226a9783
v4 dr1: corrected typo in 'computer == 'PCWIN'
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1479 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-07 13:20:33 +00:00
b5669458e6
v4: under Windows, kronecker dlls are only available for version 2007b
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1478 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-06 20:12:20 +00:00
d0f0887580
v4: adding DLLs for fast A*kron(B,C)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1474 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-06 00:06:52 +00:00
7823073f6c
Added calls to mex files in dr1 + Correction of bugs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1470 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-12-02 21:18:10 +00:00
17bfdcc1d9
v4 resid.m: added test for case with no exogenous variable
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1467 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-29 14:33:18 +00:00
522e27e636
v4: csolve uses analytical Jacobian when possible
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1465 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:16:13 +00:00
05fcaed7d2
v4 ramsey_dynamic.m: corrected bug variable is absent at the current period
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1464 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:12:45 +00:00
fab7d08c0e
v4 ramsey_static.m: corrected bug when there are more than one instrument
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1463 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-27 14:10:53 +00:00
f60bb42588
v4 parser: corrected bug for normcdf in DynareBison.yy
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begin implementation of homotopy (not finished)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1461 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-26 16:31:48 +00:00
d884d8a397
New features:
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- Implementation of the simulation of the block decomposed model using sparse matrix using MATLAB code:
New option in model : sparse
Example:
Model(SPARSE);
….
End;
- Implementation of the simulation of the block decomposed model using sparse matrix for static model.
- Krylov methods are implemented to solve the linear model J.y=b, with J the Jacobian matrix at each step of the Newton Method. Two Krylov's solvers are considered :
+ Generalized Minimum Residual Method (GMRES)
+ BiConjugate Gradients Stabilized (BICGSTAB)
To call them the SIMULATE command has to be completed with a new option : METHOD which could have three different values :
+ LU : (default value) Sparse LU resolution
+ GMRES
+ BICGSTAB
Example:
simul(periods=100, method=lu);
or simul(method=Gmres);
- Correction of various bugs in “simulate.dll”.
- Correction of simk.m
- Correction allowing a list of VALUES or PERIODS not necessarily separated by a comma.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1447 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-20 23:24:01 +00:00
7f2ea748b3
v4: updated dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1446 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-19 10:43:11 +00:00
1795e5d6f6
Moved AkronBC.cc
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1445 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-16 12:59:55 +00:00
d9db719b7b
Added mex file to compute A*kron(B,B) or A*kron(B,C).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1443 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 14:58:56 +00:00
8204b9abd6
v4 global_initialization.m: added default for options_.dsample = 0
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1442 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-15 13:00:35 +00:00
c14493361b
Added estimation of bvar-dsge models with constant.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1441 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-14 17:42:18 +00:00
a82c653ab2
v4 matlab: removed empty () for compatibility with older version of Matlab
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1439 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-09 10:22:08 +00:00
3ca2614711
Bug correction and headers.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1438 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-11-08 17:23:53 +00:00
2f904524dc
v4: added gensylv75 for compatibility with Matlab 2007b
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1436 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:53:38 +00:00
7152bfb6e5
call gensylv75() for Matlab release 2007b
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1435 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-31 14:52:11 +00:00
2e41644573
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1434 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-19 20:28:48 +00:00
14e1a06d06
Bug correction (Second order solution for big models).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1432 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 14:55:17 +00:00
f5f4ecea26
Bug correction (Second order solution for big models)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1431 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-17 13:58:59 +00:00
020035a81b
Add posterior variance decomposition.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1426 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-12 17:02:04 +00:00
130a947a7e
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1423 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 16:11:55 +00:00
3d4ae90e22
Code factorization.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1422 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-10 13:20:09 +00:00
aa9b217788
Set options_.replic equal to one if the model is linear or if a first order approximation is used. The default value was (for second order *and* first order approximations) 50, and this bug was dramatically slowing down the stochastic simulations (when we simulate time series with thousands of periods).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1416 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 15:36:00 +00:00
396a3306cc
update of dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1415 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:49:43 +00:00
221e230e21
update of dynare_m.exe
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1414 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-04 12:47:12 +00:00
0480677d66
Bug correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1408 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 15:44:06 +00:00
d9f56bfde9
Add the possibility to estimate a BVAR-DSGE with a dsge prior weight equal to infinity (the user just have to calibrate dsge_prior_weight to Inf).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1407 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-03 14:40:43 +00:00
e62027a296
v4 initial_estimation_checks: added a check for *_steadystate.m accuracy
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1403 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-01 11:53:28 +00:00
7a87a7b200
v4: corrected bug in handling of trend_coeff
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1402 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-10-01 09:39:32 +00:00
23277f1f87
v4 steady_: corrected bug when checking values returned by *_steadystate.m
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Triggers an error when *_steadystate.m returns wrong values
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1401 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-29 08:20:06 +00:00
b619eef664
v4 rand_matrix_normal.m: inverted order of last two arguments for more consistency with matrix-normal notation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1400 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-28 13:43:21 +00:00
f3375020fc
v4: bug in handling of options_.trend_coeffs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1399 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-27 15:35:40 +00:00
4a0aeb12de
Factorization of rand_inverse_wishart(...) and rand_matrix_normal(...) + Some small changes to (marginally) speed up the thing (loop --> matrix calculus in rand_inverse_wishart(...), ... ).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1398 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 16:25:25 +00:00
0c3d36eb11
Bug correction
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1397 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 13:10:50 +00:00
3bc0201f59
v4 bvar_toolbox.m: fixed bug and documentation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1395 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-25 11:48:20 +00:00
07965db080
Estimation of the posterior theoretical 2nd order moments. Results are saved in oo_. This function can be called directly from the *.mod file by the user (no input argument needed).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1393 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 22:54:23 +00:00
7b7339cad4
Other cosmetic changes...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1392 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:50:36 +00:00
a53e4db7ab
Correction of a bug in the estimation of smoothed variables (occasionaly systematic error in the level).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1391 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:22:16 +00:00
6ea51663a6
Enable estimation of bvar models without constant, prefiltering and log transformation of the dataset.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1390 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 16:15:49 +00:00
01f5e9aa1f
Just some cosmetic changes!
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1389 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 12:34:30 +00:00
1224cec429
Explosive VARs (the companion matrix has eigenvalues outside the unit circle) are discarded from the posterior distribution (by default).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1388 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-09-21 12:17:56 +00:00
c96ce67a80
test of commit
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added blank line at line 3
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1382 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-08-30 13:33:54 +00:00
a1c0424585
Correction of a bug related to the penalty on dsge_prior_weight.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1378 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-26 08:50:38 +00:00
9549b0dd42
Correction of a bug related to info.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1377 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-26 08:21:54 +00:00
ac15bfa388
Added a penalty in DsgeVarLikelihood if SIGMAu (the covariance matrix of the BVAR) is not positive definite. New function to test if a matrix is pd.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1376 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-25 13:25:38 +00:00
185ebc09bd
v4 bvar_toolbox.m: fixed bug in Sims' code related to omega (prior option)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1373 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 14:00:22 +00:00
b241abc87e
v4 bvar_*: minor changes in comments
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1372 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-17 13:43:44 +00:00
daef6d60b6
Correction of a bug related to BVAR-DSGE. After the estimation of the DSGE posterior mode, dynare was computing the hessian matrix associated to the BVAR-DSGE...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1369 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-13 14:55:21 +00:00
01e7407d76
Correction of a bug with mh_recover.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1344 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 14:50:09 +00:00
6d6174d6ae
Added a penalty when the bvar-dsge prior is not proper (too small values of dsge_prior_weight).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1343 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 14:43:00 +00:00
269329cac2
Corrections for bvar-dsge estimation and irfs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1341 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-06 08:43:25 +00:00
2074327cd9
v4 bvar_forecast.m: no more use 'lower' option of chol(), to ensure compatibility with older Matlab versions
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1340 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:49:26 +00:00
52ee61764a
v4 bvar_forecast.m: fixed bug in RMSE computation
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1339 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:37:57 +00:00
254a2df272
Correction of a bug in bvar-dsge estimation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1338 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 12:32:28 +00:00
d75d2a459b
v4 stoch_simul.m: added storage of IRFs in oo_.irfs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1337 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-07-05 04:34:24 +00:00
125b4c004a
v4: added graphs of smoothed variables
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1334 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-30 06:39:02 +00:00
40733b85bb
v4: new function for ramsey_policy; correction in ramsey_dynamic.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1333 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-30 06:33:17 +00:00
86360d9eb4
v4: added BVAR code for computing marginal density and forecasting
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1331 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 22:42:30 +00:00
ec4d29935d
v4 solve1.m: corrected convergence criterium max(abs(fvec)) < tolf instead of f < tolf
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1330 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 14:48:55 +00:00
4074588719
v4 read_variables.m: added missing semicolon
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1329 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-25 10:04:23 +00:00
d1820cd778
Correction of a bug related to mode_compute=6 (displayed progress information was wrong).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1328 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-22 14:35:56 +00:00
e48f546b4c
mode_check option for bvar-dsge.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1326 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-22 09:23:45 +00:00
01ecabb717
v4 set_parameters.m: corrected bug when estimating covariances
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1325 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 14:52:18 +00:00
482c5d2c3a
v4 osr1: correcting the correction ...
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1324 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 13:57:31 +00:00
9c935698a5
v4 osr1: corrected bug in call to dynare_solve
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1323 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-20 13:51:53 +00:00
fd8ebccfbc
v4 dynare_estimation: added call to PosteriorMomentsVarendo (not yet completed)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1320 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-17 13:01:02 +00:00
50137ebfb3
documentation update.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1318 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:59:31 +00:00
0fa73bb1f3
Set the parameters to the posterior mean after a metropolis.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1317 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-16 08:52:53 +00:00
5d9c00ccf4
Correction of bugs
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1314 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 19:56:31 +00:00
de75d3a682
v4: put back dynare_m.exe: users expect it
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1313 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-11 18:39:43 +00:00
2aef3f5e9d
v4: resurrecting ramsey_dynamic.m and ramsey_static.m
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1312 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-10 16:00:47 +00:00
188a128446
v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1311 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:49:55 +00:00
51d6ff2d85
v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1310 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-09 07:45:38 +00:00
85ea921bc1
v4: changed initialization for steady state solver tolerances
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1309 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:35:05 +00:00
fc69acc2ec
v4: removing dynare_m.exe from the archive
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1308 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 16:27:06 +00:00
5167246461
v4 state_space.m: tried to protect the code against the fact that in some version of Matlab the union of 2 scalars is a column vector and in others a row vector ....
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1307 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-08 12:37:39 +00:00
564cf13c2d
options_.mh_recover was not declared (default value is 0)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1305 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:45:37 +00:00
1a0e8b5114
v4 : removed ramsey_dynamic.m and ramsey_static.m that shouldn't be there
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1304 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 12:39:36 +00:00
eec90d413f
Correction of a bug related to option mh_recover
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1303 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-06 10:41:44 +00:00
1a4ca385a3
Dynare saves only the (posterior) IRFs associated to endogenous variables declared in options_.varlist (the default is the subset of observed variables). This allows to run bayesian_irf with (very) big models.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1299 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-04 14:26:49 +00:00
77d6a24cf7
Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1298 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 22:35:30 +00:00
500727c0cb
v4 PosteriorIRF.M: matched function name with filename
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1297 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-03 08:59:27 +00:00
9af2e461c3
New release of deterministic simulation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1292 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-06-01 11:43:49 +00:00
56da813fec
v4 dynare.m: make it foolproof for directory names with spaces
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1291 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-25 19:18:14 +00:00
708f2b992b
v4 dynare_estimation.m: parameters must be set before computing the steady state
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1290 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 09:21:15 +00:00
0826fe1b72
bug correction: an underscore was missing.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1287 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-20 06:55:40 +00:00
fc4e25adec
M_ is saved with oo_ in _results.mat
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1286 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:58:55 +00:00
e1385d2cd5
More efficient code using recursive approach to compute the mean and covariance matrix.
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The posterior mode, obtained from the metropolis-hastings, and the inverse of the estimated covariance matrix are saved in <NAME_OF_THE_MOD_FILE>_mh_mode.mat.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1285 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:54:39 +00:00
243484b387
offset is updated after each call.
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Documentation of the function.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1284 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-19 16:50:20 +00:00
6e4e16a378
v4 ReshapeMatFiles.m: fixed bug introduced in r1103 when there is only one stored file
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1276 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-05-14 08:56:39 +00:00
5ad7e3b4a1
xparam1 as a column vector for posterior mean.
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This eliminates error in loading _mean file.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1252 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-30 07:14:34 +00:00
8ee3650ac3
v3+4 parser: reverted wrong correction to histval a few months ago
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1251 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:59:29 +00:00
a57ca32ce8
Enabled PosteriorSmoother.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1250 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-16 15:47:28 +00:00
e7a65da202
DsgeSmoother() returns the state equation + documentation.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1249 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 14:21:11 +00:00
cec9b756dc
Do not print the steady state flag!
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1248 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:58:18 +00:00
be4be64408
Prior densities are also saved in oo_ (new field).
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1247 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:54:35 +00:00
1c2d99c935
typo correction.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1246 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-15 12:52:50 +00:00
5115f8430d
v4 resol.m: correcting bug with linear models
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1244 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:50:31 +00:00
4271844ffe
v4 parser: M_.params initialized with Nan rather than zeros
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1243 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-14 16:49:41 +00:00
bc703117ac
sensitivity toolbox: interpreter none for legends in rmse analysis;
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bug when post mean not available
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1242 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 13:26:40 +00:00
5b019261bb
modified rmse plots
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1241 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 11:51:33 +00:00
4b4c48adce
updated for newrat using new dsgelikelihood
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1240 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-10 09:59:58 +00:00
daa8057161
v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1239 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 10:25:01 +00:00
6218d28bb8
bug with ksstat initialization for screening
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1238 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-05 09:25:15 +00:00
7d2fdbd595
Fixed bug with sensitivity analysis samples.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1237 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:30:50 +00:00
6d6e3020b3
_static file name defined also when _steadystate file is available
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1236 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:23:14 +00:00
28da4a09c5
Updated sensitivity package !!!
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1235 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-04-04 08:19:51 +00:00
663fdccdec
bug in last term of my_ordeig
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1234 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-23 09:44:58 +00:00
fbe123b88a
A call to dr1 was missing.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1231 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:56:16 +00:00
83bb7940cf
Update M_ with parameters at the posterior mode or mean.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1230 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:41:42 +00:00
f26e954bd1
A new fonction that will be used for structural shock identification in BVARs.
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1229 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-03-20 16:40:33 +00:00
5c285d6fa0
v4 erase_compiled_function.m: merged Ferhat's changes
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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1191 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-21 23:28:38 +00:00
assia
michel
sebastien
adjemian
ferhat
gary
ratto