Commit Graph

103 Commits (f7eb39f7bbcc504b68c80c5e84be9d08627e4bcf)

Author SHA1 Message Date
Sébastien Villemot 284e4c2e46 Bump to year 2011 in license file and manual 2011-01-10 16:39:13 +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 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 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 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
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
Sébastien Villemot db73d4020d Ref. manual: for 'ramsey_policy', mention oo_.planner_objective_value 2010-03-29 15:01:29 +02:00
Sébastien Villemot 0af39dca5d Ref. manual: fixed XML errors 2010-03-24 12:11:23 +01:00
Michel Juillard 9b20ae958c added options filter_covariance filter_decomposition for new version of the smoother 2010-03-22 21:57:46 +01:00
Sébastien Villemot 41343575a7 Preprocessor: removed unfinished 'prior_analysis' and 'posterior_analysis' statements 2010-03-18 14:56:22 +01:00
Houtan Bastani 1c3f7b83e5 Added erf as an internally supported function and updated manual. 2010-03-11 12:00:37 +01:00
Houtan Bastani 5d45bf947d Added normpdf as an internally supported function and updated manual. 2010-03-11 10:16:40 +01:00
Houtan Bastani 3b1debf90b updated authors in manual.xml 2010-03-09 16:55:31 +01:00
Houtan Bastani 9451c56d3d Modified manual for external functions 2010-03-09 16:39:48 +01:00
Michel Juillard facbb4b647 manual: clarifying effect of repeated varobs statements 2010-02-01 12:44:23 +01:00