Commit Graph

404 Commits (fc55bcc5df94ab08dd54ec4a2165c7b4ed275c64)

Author SHA1 Message Date
sebastien 52ee61764a v4 bvar_forecast.m: fixed bug in RMSE computation
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
adjemian 254a2df272 Correction of a bug in bvar-dsge estimation.
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
michel d75d2a459b v4 stoch_simul.m: added storage of IRFs in oo_.irfs
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
michel 125b4c004a v4: added graphs of smoothed variables
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
michel 40733b85bb v4: new function for ramsey_policy; correction in ramsey_dynamic.m
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
sebastien 86360d9eb4 v4: added BVAR code for computing marginal density and forecasting
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
michel ec4d29935d v4 solve1.m: corrected convergence criterium max(abs(fvec)) < tolf instead of f < tolf
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
sebastien 4074588719 v4 read_variables.m: added missing semicolon
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
adjemian d1820cd778 Correction of a bug related to mode_compute=6 (displayed progress information was wrong).
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
adjemian e48f546b4c mode_check option for bvar-dsge.
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
michel 01ecabb717 v4 set_parameters.m: corrected bug when estimating covariances
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
michel 482c5d2c3a v4 osr1: correcting the correction ...
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
michel 9c935698a5 v4 osr1: corrected bug in call to dynare_solve
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
michel fd8ebccfbc v4 dynare_estimation: added call to PosteriorMomentsVarendo (not yet completed)
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
adjemian 50137ebfb3 documentation update.
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
adjemian 0fa73bb1f3 Set the parameters to the posterior mean after a metropolis.
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
adjemian 5d9c00ccf4 Correction of bugs
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
michel de75d3a682 v4: put back dynare_m.exe: users expect it
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
michel 2aef3f5e9d v4: resurrecting ramsey_dynamic.m and ramsey_static.m
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
michel 188a128446 v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
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
michel 51d6ff2d85 v4 dynare_MC.m: options_.filter_step_ahead is now empty by default
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
michel 85ea921bc1 v4: changed initialization for steady state solver tolerances
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
michel fc69acc2ec v4: removing dynare_m.exe from the archive
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
michel 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 ....
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
adjemian 564cf13c2d options_.mh_recover was not declared (default value is 0)
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
michel 1a0e8b5114 v4 : removed ramsey_dynamic.m and ramsey_static.m that shouldn't be there
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
adjemian eec90d413f Correction of a bug related to option mh_recover
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
adjemian 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.
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
ferhat 77d6a24cf7 Adding Markowitz criteria in the linear solver (new option in simul: "Markowitz=val" - with val a strictly positive real)
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
michel 500727c0cb v4 PosteriorIRF.M: matched function name with filename
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
ferhat 9af2e461c3 New release of deterministic simulation.
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
michel 56da813fec v4 dynare.m: make it foolproof for directory names with spaces
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
michel 708f2b992b v4 dynare_estimation.m: parameters must be set before computing the steady state
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
adjemian 0826fe1b72 bug correction: an underscore was missing.
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
adjemian fc4e25adec M_ is saved with oo_ in _results.mat
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
adjemian e1385d2cd5 More efficient code using recursive approach to compute the mean and covariance matrix.
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
adjemian 243484b387 offset is updated after each call.
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
sebastien 6e4e16a378 v4 ReshapeMatFiles.m: fixed bug introduced in r1103 when there is only one stored file
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
ratto 5ad7e3b4a1 xparam1 as a column vector for posterior mean.
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
michel 8ee3650ac3 v3+4 parser: reverted wrong correction to histval a few months ago
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
ratto a57ca32ce8 Enabled PosteriorSmoother.
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
adjemian e7a65da202 DsgeSmoother() returns the state equation + documentation.
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
adjemian cec9b756dc Do not print the steady state flag!
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
adjemian be4be64408 Prior densities are also saved in oo_ (new field).
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
adjemian 1c2d99c935 typo correction.
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
michel 5115f8430d v4 resol.m: correcting bug with linear models
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
michel 4271844ffe v4 parser: M_.params initialized with Nan rather than zeros
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
ratto bc703117ac sensitivity toolbox: interpreter none for legends in rmse analysis;
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
ratto 5b019261bb modified rmse plots
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
ratto 4b4c48adce updated for newrat using new dsgelikelihood
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
michel daa8057161 v4: new function set_param_value to set parameter values. Usefull when mixing Dynare and Matlab
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
ratto 6218d28bb8 bug with ksstat initialization for screening
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
ratto 7d2fdbd595 Fixed bug with sensitivity analysis samples.
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
ratto 6d6e3020b3 _static file name defined also when _steadystate file is available
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
ratto 28da4a09c5 Updated sensitivity package !!!
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
ratto 663fdccdec bug in last term of my_ordeig
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
adjemian fbe123b88a A call to dr1 was missing.
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
adjemian 83bb7940cf Update M_ with parameters at the posterior mode or mean.
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
adjemian f26e954bd1 A new fonction that will be used for structural shock identification in BVARs.
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
sebastien 5c285d6fa0 v4 erase_compiled_function.m: merged Ferhat's changes
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
michel 4cf7281291 v4: bug correction in initialization of engodnous variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1189 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-15 11:24:34 +00:00
adjemian 9f0ce4ac18 Estimation of BVAR models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1188 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-13 16:38:51 +00:00
michel c19e59857f v4: added provision for calibrated measurement errors;
correction of bugs in smoother;
there are still problems in diffuse initialization of univariate smoother
this applies to previous revisions

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1186 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 13:04:17 +00:00
michel 4e1122f014 v4: merge changes to dynare_estimation.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1183 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:48:41 +00:00
michel 5fa4cb9eac v4 mult_elimination: bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1182 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-11 12:45:55 +00:00
adjemian 0448da2649 Bug fixes (BVAR-DSGE)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1181 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-02-09 16:30:47 +00:00
michel b9c7cff8fb v4: ramsey_dynamic.m bug correction;
dr1.m: save jacobian on options_.debug == 1

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1168 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-30 15:50:22 +00:00
adjemian 44093cbbb9 BVAR-DSGE with constant (not yet ready)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1167 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 14:50:30 +00:00
adjemian 6c7fcaa567 correction of a bug related to the names of the shocks and measurement errors when mh_replic = 0 and load_mh_file = 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1166 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 09:03:41 +00:00
adjemian ee75bf6a58 load oo_ from _results.mat if mh_replic = 0 and load_mh_file
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1165 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-26 08:58:07 +00:00
adjemian 863680fb4d yet another bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1164 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-24 13:29:14 +00:00
adjemian ee4ced27b0 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1163 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-01-22 18:58:37 +00:00
adjemian eed9b1b335 git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1162 ac1d8469-bf42-47a9-8791-bf33cf982152 2007-01-22 18:11:34 +00:00
adjemian f9d57f9389 Initialization of options_ in global_initialization (dynare_estimation+stoch_simul)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1161 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:34:54 +00:00
adjemian a5b243b32c Bug correction related to the case where mh_replic=0 and load_mh_file=1 (oo_ is saved after marginal_density.m and GetPosteriorParametersStatistcs.m)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1160 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:32:36 +00:00
adjemian 8de9d8b5cb initialization of options_ in global_initialization.m.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1159 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 16:22:29 +00:00
adjemian bc90be074a qr2.m was missing !
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1158 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:40:05 +00:00
adjemian bcedf81d59 do not compute posterior moment and densities when mh_replic = 0 and load_mh_file = 1.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1157 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:34:44 +00:00
adjemian c5b8c596f2 do not compute the marginal density (harmonic mean estimator) when mh_replic = 0 and load_mh_file = 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1156 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-22 13:33:59 +00:00
adjemian a4670516c5 Correction of a bug related to the number of lines per mh file.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1155 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 20:34:45 +00:00
adjemian 5275ba88e0 correction of a bug related to metropolis.log.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1154 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:53:31 +00:00
michel 6e4577326d v4: union function exists in Matlab
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1153 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-21 13:10:28 +00:00
michel 4afa566652 v4 dr1.m: bug correction in unrolling kron
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1150 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-11 09:22:22 +00:00
michel 7417d18014 v4 dr1.m: bug correction to kron unrolling
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1144 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 11:00:02 +00:00
michel de3460760f v4 dr1.m: checking size of all call to kron (except deterministic shock part);
unrolling kron() in each case when necessary


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1143 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-08 10:14:30 +00:00
michel 348bfca62b v4 resol.m: bug fixing
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1142 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 16:21:15 +00:00
michel 20ac65e1fe v4 resol.m: ..._steadystate.m takes prioru\ity even for a linear model
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1140 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 11:04:30 +00:00
michel 85a34d8046 v4 resol.m: changed options_.olr in options_.ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1139 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-06 10:37:22 +00:00
michel 00a6328877 v4 ramsey_dynamic.m: bug correction
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1137 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-05 19:37:00 +00:00
michel 7d1a90e607 v4 McMCDiagnostics.m: corrected bug with size of tmp
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1136 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 22:26:32 +00:00
michel 1497fa98f0 v4: added initialization of options_.ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1134 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 17:03:41 +00:00
michel 77cdcce658 v4: adding Ramsey policy to parser;
changes to Ramsey policy Matlab code

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1133 ac1d8469-bf42-47a9-8791-bf33cf982152
2007-01-04 14:42:27 +00:00
adjemian 04879d31f3 MH log file (metropolis.log)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1129 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 17:45:34 +00:00
adjemian 682ef48fdd Allow Dynare to recover a crashed mh.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1128 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-19 11:29:28 +00:00
michel 927da0e42a v4: added code for Ramsey policy
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1124 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-17 15:01:20 +00:00
michel f3c3e6d71d v4 dr1.m: use derivatives w.r. to exogenous variables only for the solution of models with exogenous variables and not for only computing the eigenvalues.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1122 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-16 08:59:09 +00:00
adjemian 47ae595059 Bug corrections : TeX output, oo_ structure (posterior density), posterior IRF.
Added : Posterior IRFs for BVAR-DSGE, conditional forecasts

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1119 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-15 11:37:24 +00:00
michel 9337cdef34 v4 dynare_estimation.m: corrected bug in bayestopt_.restrict_var_list_nonstationary
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1114 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-12-01 20:46:51 +00:00
ratto 442bf232b0 Fixed when one wants all the runs (no cut).
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1109 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:45:12 +00:00
ratto f19b66c4b2 Parsimonious initialisation of matrices used only in diffuse steps.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1108 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-27 14:44:03 +00:00