Commit Graph

55 Commits (fe7c01675afa092629b8702ff27c1e3d4163f3ab)

Author SHA1 Message Date
michel 558dd91156 v4.1: removed error when a variable isn't present at the current period in the model
modified header


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2523 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:32:58 +00:00
michel ff473fedfd v4.1: adding penalty when Jacobian is complex
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2522 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-03-26 09:03:08 +00:00
stepan 52458e94ff v4.1:: Removed the test for complex matrices E and D. Added a test for
complex numbers in the jacobian matrix.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2432 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 17:49:28 +00:00
stepan 5f02e69a67 v4.1:: Added a test for complex numbers in matrices E and D before the
call to mjdgges.


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2430 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-02-19 15:37:55 +00:00
michel d44ee7fe6d corrected bug for backward models with lags on more than one period
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2311 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-12-12 16:17:23 +00:00
adjemian 7ab0fab21c Added missing semi colon.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2012 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-09-01 11:19:04 +00:00
sebastien db50368418 v4 matlab: fixed some existing copyright headers (and some other minor header issues)
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1974 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-08-01 12:40:33 +00:00
george 827261166c Added use of G Anderson AIM - see Readme.txt in the new AIM subdirectory.
DR1 tries to invoke AIM if options_.useAIM == 1 is set.
for start, options_.useAIM = 0 is set by default in global_initialization.m so that system uses mjdgges by default. 
If AIM is to be used, options_.useAIM = 1 needs to be set either in the model <>.mod file, before invoking, estimate and/or stoch_simul, or by issuing appropriate command for estimate and/or stoch_simul. 

However, if other exceptions occur and aimcode is higher than 5, the system resets options_.useAIM = 0 tries to use mjdgges instead.

GP July '08

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1967 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-28 09:53:36 +00:00
adjemian b99a83d1be Moved use_qzdiv in options_ (defined in global_initialization.m), so that we do not have to test the mjdgges file and define use_qzdiv each time dr1.m is called.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1940 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-08 14:29:11 +00:00
sebastien e9be36f6ad v4 octave: fixed a problem with infinite eigenvalues in dr1.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1926 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-04 09:57:01 +00:00
michel d0b87d6c32 corrections to optimal policy code required by making M_, options_, oo_ and it_ local
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1914 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-07-02 07:42:50 +00:00
sebastien e08cad8265 v4: merged Octave branch into trunk
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1899 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-24 18:20:48 +00:00
adjemian 2dab221499 Removed global structures in dr1.m + Indentation in dr1.m + Changed header in dr1.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1881 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-19 09:45:28 +00:00
sebastien 75fb140b5c v4 matlab+preprocessor:
* removed global variables from "static" and "dynamic" files (in standard and USE_DLL modes only)
* added extra arguments when those functions are called from M-files


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1859 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-06-06 14:01:02 +00:00
adjemian e85af5dc11 Added a dynare configuration routine and bug corrections.
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1826 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-05-16 08:18:37 +00:00
michel ee8b3fee5e v4: removed use of ordqz and reinstated 2007b/mjdgges.mexw32
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1619 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-18 19:59:10 +00:00
michel 4043406781 v4 dr1.m: added use of options_.qz_criterium with ordqz. Important for models with unit root
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1544 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-07 15:59:43 +00:00
michel 0eb81a979a v4: uses Matlab ordqz instead of mjdgges if it exist. Makes mjdgges.mexw32/a64 redundant in mex/2007b
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1542 ac1d8469-bf42-47a9-8791-bf33cf982152
2008-01-05 17:30:12 +00:00
assia 01f0f35314 header updated
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
adjemian 13241ddc68 Removed useless conditions.
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
adjemian 47a3549a81 Deleted call to different versions of gensylv.
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
michel 22247c809f v4: correcting bug with deterministic exogenous variables in stochastic models
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
michel 5a7379091d v4 dr.m: changed the test for identifying operating system
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
michel 1e226a9783 v4 dr1: corrected typo in 'computer == 'PCWIN'
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
michel b5669458e6 v4: under Windows, kronecker dlls are only available for version 2007b
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
adjemian 7823073f6c Added calls to mex files in dr1 + Correction of bugs.
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
michel 7152bfb6e5 call gensylv75() for Matlab release 2007b
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
adjemian 14e1a06d06 Bug correction (Second order solution for big models).
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
adjemian f5f4ecea26 Bug correction (Second order solution for big models)
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
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
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 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
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
michel 1babb208f6 v3+v4 dr1.m: corrected name collision in dimensions of zx
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1009 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-11-01 09:09:44 +00:00
michel 8fa53ec34b v4: fixed eignevalues for deterministic problems
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1006 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-29 17:28:57 +00:00
sebastien e652d51fb9 v4 dr1.m: removed double call to gensylv
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@975 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-10-12 08:34:25 +00:00
adjemian ae9416c6a5 Removed rawdata = log(rawdata) if option_.loglinear = 1
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@823 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-07-18 12:28:12 +00:00
michel ac5a09a233 v4: cleanup unused function
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@780 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-06-02 07:42:00 +00:00
adjemian 86c84dd919 missing ;
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@775 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-05-23 19:42:56 +00:00
michel 2472657355 v4 dr.1: corrected fu bug in backward models
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@595 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-13 15:50:32 +00:00
michel 71a4fd49c8 v4: bugs in trend_coeff, steady state; changed handling of penalty by csminwel
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@590 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-08 08:39:00 +00:00
michel 89f1118b49 v4: corrected stoch_simul for iter_\ncorrected backward models in dr1.m\nadded datatomfile.m and transition_matrix.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@581 ac1d8469-bf42-47a9-8791-bf33cf982152
2006-01-06 15:12:00 +00:00
adjemian c904b16ece Do not print gx1!
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@515 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-11-11 14:29:40 +00:00
michel 9550d6f798 v4: added test exist('gensylv')
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@479 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-10-03 09:45:26 +00:00
michel a7c77a4a38 v4: correcting bug in kperiod lead in dr1.m
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@469 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-30 15:04:11 +00:00
michel bbf1729f9b v4: added dr_ as global in stoch_simul
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@468 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-30 15:02:43 +00:00
michel d6a008b7c3 changed elimination of static variables
git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@463 ac1d8469-bf42-47a9-8791-bf33cf982152
2005-09-27 20:22:05 +00:00