Marco Ratto
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1f4ea5aaa5
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Small bug fixes:
thanks to Jesper Linde and Malin Adolfson
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2011-08-23 23:20:48 +02:00 |
Sébastien Villemot
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c5ecad8c2e
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Ref. manual: add a description of oo_.conditional_variance_decomposition
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2011-08-23 17:57:50 +02:00 |
Sébastien Villemot
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2914739b6b
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User guide: update last changed date
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2011-08-23 17:06:32 +02:00 |
Sébastien Villemot
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bc8f960bbf
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User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars)
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2011-08-23 17:06:32 +02:00 |
Sébastien Villemot
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19a994afda
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User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161)
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2011-08-23 17:06:32 +02:00 |
Sébastien Villemot
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79284070ae
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User guide: synchronise RBC_Est.mod with the text
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2011-08-23 17:06:32 +02:00 |
Sébastien Villemot
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e4a590e626
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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
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2011-08-23 17:06:32 +02:00 |
Sébastien Villemot
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62e32a37cb
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User guide: revert to mode_compute=4 in example (closes #121)
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2011-08-23 17:06:32 +02:00 |
Sébastien Villemot
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555c85a3b9
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User guide: reflect the fact that "simul_seed" option has been removed
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2011-08-23 17:06:32 +02:00 |
Sébastien Villemot
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59dd307ed9
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User guide: remove useless file
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2011-08-23 17:06:32 +02:00 |
Houtan Bastani
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4674d3a982
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ms-sbvar: change error_bands option to no_error_bands as the default is on
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2011-08-23 13:43:24 +02:00 |
Houtan Bastani
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06f363da5b
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ms-sbvar bugfix: support median option
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2011-08-23 13:43:24 +02:00 |
Houtan Bastani
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6ef0f0c94d
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ms-sbvar bugfix: remove option shocks as it is not used
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2011-08-23 13:43:24 +02:00 |
Houtan Bastani
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383b12df0e
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ms-sbvar bugfix: change the way options are passed to irf, forecast and variance decomposition mex functions
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2011-08-23 13:43:24 +02:00 |
Houtan Bastani
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4e8dcc1a27
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ms-sbvar bugfix: changed option to match the option searched for in the mex file
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2011-08-23 13:43:24 +02:00 |
Sébastien Villemot
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8ab889a225
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Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments
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2011-08-23 11:53:32 +02:00 |
Sébastien Villemot
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7224c889fd
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Ref. manual: fix case of oo_.PosteriorIRF.dsge
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2011-08-23 10:35:44 +02:00 |
Houtan Bastani
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9a0a87ca44
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save make-check summary to text file
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2011-08-19 19:18:14 +02:00 |
Sébastien Villemot
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41a8ff55d7
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Reference manual: fix description of EXPECTATION operator (closes #191)
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2011-08-19 18:18:57 +02:00 |
Sébastien Villemot
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51f759c59f
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Fixed typo in error message
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2011-08-19 17:20:40 +02:00 |
Houtan Bastani
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426682d632
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cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file
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2011-08-19 16:59:18 +02:00 |
Houtan Bastani
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65d05f1a31
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remove unused variables from preprocessor
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2011-08-19 16:59:12 +02:00 |
Houtan Bastani
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18bd51952f
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output derivatives of static model when identification is present (closes #127)
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2011-08-19 16:58:44 +02:00 |
Houtan Bastani
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7357a23114
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output mex file for static model (closes #183)
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2011-08-19 16:57:27 +02:00 |
Michel Juillard
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cee82819f3
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changed test for NaN and Inf in Jacobian, changed info error number, changed error message
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2011-08-18 22:22:23 +02:00 |
Houtan Bastani
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f6f61df162
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fix typo
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2011-08-18 09:41:54 +02:00 |
Sébastien Villemot
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6bd588520c
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Reference manual: fixed minor errors in the usage of @xref
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2011-08-17 16:44:06 +02:00 |
Sébastien Villemot
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d05d1f878b
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Merge remote-tracking branch 'houtanb/master'
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2011-08-17 15:55:24 +02:00 |
Sébastien Villemot
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1d67940ea6
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Merge commit 'remotes/ferhat/master~2'
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2011-08-17 14:18:05 +02:00 |
Houtan Bastani
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0da1aab3a8
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preprocessor: add absolute value and signum
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2011-08-16 14:52:35 +02:00 |
Houtan Bastani
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d71b9bd250
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MS-SBVAR: remove reinitialization of random number generator
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2011-08-16 14:26:32 +02:00 |
Michel Juillard
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7e29a03fad
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now adaptive Metropolis creates a sequence of adaptive_metropolis_proposal_NN.mat files keeping track of covariance updates. adaptive Metropolis can now be continued in subsequent runs
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2011-08-15 15:27:30 +02:00 |
Ferhat Mihoubi
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dfec70bcfd
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correct a bug during the state variables detection
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2011-08-11 14:15:51 +02:00 |
Ferhat Mihoubi
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95671d8932
|
A model can be solved with (block and/or bytecode) and linear options
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2011-08-11 14:15:50 +02:00 |
Ferhat Mihoubi
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b4b2f21695
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The theoretical autocovariances can be computed with block option
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2011-08-11 14:15:50 +02:00 |
Ferhat Mihoubi
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567ef44f6d
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- Corrects the simulation period for a forward looking system
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2011-08-11 14:15:49 +02:00 |
Houtan Bastani
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c1ffa446e2
|
add missing semicolons
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2011-08-10 18:23:08 +02:00 |
Houtan Bastani
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8ac06f9319
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MS-SBVAR: reinitialize options before calls to mssbvar functions
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2011-08-10 18:23:01 +02:00 |
Houtan Bastani
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0f001abbe4
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MS-SBVAR: input options that allow code to be called with previous output files
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2011-08-10 18:22:53 +02:00 |
Houtan Bastani
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676f201e5b
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MS-SBVAR: rework file cleaning
|
2011-08-10 18:22:37 +02:00 |
Houtan Bastani
|
99c657a619
|
MS-SBVAR: use dynare seed
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2011-08-09 16:40:36 +02:00 |
Houtan Bastani
|
64ba641add
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bug fix: add parenthesis around STEADY_STATE output in case it contains an expression
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2011-08-08 18:49:18 +02:00 |
Michel Juillard
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df58ef9552
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changin mh_drop behavior in adaptive_metropolis_hastings
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2011-08-05 10:55:28 +02:00 |
Michel Juillard
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a9a81f10eb
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adding metropolis_run_analysis. For now, this function plots the posterior and one chosen parameter during the Metropolis iterations
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2011-08-05 10:55:28 +02:00 |
Houtan Bastani
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588ecee275
|
MS-SBVAR: preprocessor bug fixes
|
2011-08-04 00:40:26 +02:00 |
Houtan Bastani
|
7a83b09842
|
MS-SBVAR: irf save bug fixes
|
2011-08-04 00:39:16 +02:00 |
Houtan Bastani
|
9ac3d6800d
|
MS-SBVAR: bug fix
|
2011-08-03 11:10:57 +02:00 |
Houtan Bastani
|
1fdb4eb233
|
removed unused ms-sbvar tests
|
2011-08-02 12:07:44 +02:00 |
Houtan Bastani
|
367013dfd0
|
add tests to Makefile
|
2011-08-02 11:58:27 +02:00 |
Michel Juillard
|
54b813d3d7
|
MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices.
|
2011-08-02 10:49:50 +02:00 |