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Sébastien Villemot c3d91d5ce8
Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 
If a solution corresponding to 100% of the shock can’t be found in the first
informational period, marginal linearization will be performed to extrapolate a
solution.

However, in subsequent informational periods, this extrapolated solution cannot
be used for the initial conditions of endogenous variables, because the initial
conditions are not a true solution of the nonlinear model. For those subsequent
informational periods, the correct approach is to compute the two solutions
needed for marginal linearization using as initial conditions the values
obtained in the same two solutions for the previous informational
periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
 		2023-11-28 16:26:49 +01:00
..
AIM Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
TeX testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
analytic_derivatives Merge branch 'more_globals' into 'master' 2023-10-03 12:48:34 +00:00
arima testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
auxiliary_variables adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
bgp Bump minimal required version of MATLAB to R2018b 2023-11-22 16:00:04 +01:00
block_bytecode New “static_mfs” option to the “model” block (and the “model_options” command) 2023-10-16 11:57:02 -04:00
bvar_a_la_sims Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
conditional_forecasts testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
conditional_variance_decomposition Variance decomposition with pruning: add unit test 2023-09-08 07:02:43 +02:00
csv Added unitary test for name2tex routine. 2013-11-22 16:53:02 +01:00
data testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
dates testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
decision_rules Testsuite: move some files for more consistency in tests file structure 2023-10-23 17:00:01 +02:00
deprecated Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
deterministic_simulations Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy 2023-11-28 16:26:49 +01:00
differentiate_forward_vars Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
discretionary_policy testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
dsge-var testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
dynare-command-options Testsuite: use whitespace-separated syntax for options in .mod file 2020-01-24 16:01:17 +01:00
ecb Add error flag (new output) to simul_backward_model routine. 2023-04-05 11:09:59 +02:00
ep Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
epilogue introduce changes to epilogue block 2019-12-11 16:30:37 +01:00
equation_tags testsuite: clean up main folder 2023-03-17 10:35:00 -04:00
estimation Testsuite: increase tolerance for estimation/fs2000_model_comparison.mod 2023-11-23 22:07:49 +01:00
exogenous-observed-variables Added declaration of observed exogenous variables. 2017-03-22 09:41:09 +01:00
expectations Remove global variables from user-defined steady state files 2019-11-26 17:05:14 +01:00
external_function Octave 7 compatibility fix: increase test tolerance 2022-04-15 14:33:02 +02:00
filter_step_ahead testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
forecast testsuite: clean up main folder 2023-03-17 10:35:00 -04:00
fs2000 testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
gradient testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
gsa gsa: reduce sample size of tests 2023-10-01 18:04:35 +02:00
histval_initval_file Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
identification 🐛 identification do plots and display results only for nonempty objects 2022-07-26 10:26:13 +02:00
initval_file Refactoring of initval_file and histval_file 2020-05-14 16:45:54 +02:00
irfs Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
kalman Testsuite: switch back to mode_compute=4 in lyapunov/fs2000_lyap.mod 2023-11-24 11:49:28 +01:00
kalman_filter_fast fs2000: remove asymptote in prior for rho, which caused corner solutions 2023-09-20 12:55:30 +02:00
kalman_filter_smoother testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
kalman_initial_state testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
kalman_steady_state Remove workaround for errors in MEX files 2020-01-10 18:33:11 +01:00
kronecker Fix and update unit tests for local_state_space_iteration_2. 2022-05-13 12:13:46 +02:00
lmmcp Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
log_transform Testsuite: remove the simul/ folder, and move its files under {deterministic,stochastic}_simulations/ 2023-06-12 14:14:53 +02:00
loglinear Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
ls2003 Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
macro_processor Macro-variables defined without a value are now set to “true” 2022-06-16 16:52:50 +02:00
measurement_errors fs2000_corr_ME.mod: switch to simulated, longer data set 2023-10-11 09:26:04 -04:00
minimal_state_space_system testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
missing Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
model-inversion varmodel.mod: use explicit seed to prevent pathological case 2022-09-16 15:13:16 +02:00
model_diagnostics testsuite: add integration test for model_diagnostics with block 2023-03-17 12:20:30 -04:00
model_info model_info.m: fix display of block decomposition 2023-01-03 16:17:43 +01:00
moments tests/moments/fs2000_post_moments.mod: increase tolerance under Octave 2023-11-15 15:16:06 +01:00
ms-dsge preprocessor: add joint prior syntax, #824 2015-03-03 15:08:33 +01:00
ms-sbvar MATLAB R2021a compatibility: rename datafile for ms-sbvar tests 2021-03-17 17:41:27 +01:00
observation_trends_and_prefiltering testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
occbin Bump minimal required version of MATLAB to R2018b 2023-11-22 16:00:04 +01:00
on-the-fly Fix test files following change in the preprocessor when there is no parameter or exogenous 2019-04-30 16:42:53 +02:00
optimal_policy testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
optimizers testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
pac Drop autoconf/automake build system 2023-09-20 15:33:44 +02:00
parallel testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
partial_information Partial information: converted files to UNIX EOL convention 2010-03-24 12:14:41 +01:00
particle testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
partitioning Use cells of strings instead of char arrays. 2018-01-09 22:30:01 +01:00
path/lcp adding hook for PATH solver 2016-05-31 12:10:12 +02:00
pi2004 testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
preprocessor_checks model_replace, model_remove: allow selecting an equation with several (conjunct) tags 2023-11-15 12:08:21 +01:00
prior_posterior_function testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
recursive testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
reporting Reporting is no longer a submodule 2023-11-17 12:08:56 +01:00
risky_ss New option “non_zero” to the “resid” command 2022-03-01 14:26:16 +01:00
shock_decomposition testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
smoother2histval testsuite: use silent_optimizer option to not clutter meson log-file 2023-10-01 18:04:16 +02:00
solve_algo_12_14 Design and performance improvement to solve_algo={12,14} 2022-11-30 14:47:57 +01:00
solver-test-functions Fix definition of the Rosenbrock function. 2022-03-25 19:42:40 +01:00
stat_functions testsuite: clean up main folder 2023-03-17 10:35:00 -04:00
steady_state New option “from_initval_to_endval” to “homotopy_setup” block 2023-10-10 13:19:12 -04:00
steady_state_operator Testsuite: replace “simul” by “perfect_foresight_setup” + “perfect_foresight_solver” 2023-02-06 15:42:34 -05:00
stochastic-backward-models Change nonlinear solvers in some integration tests. 2022-03-25 19:42:40 +01:00
stochastic_purely_backward add test case for purely backward model 2016-04-16 17:21:42 +02:00
stochastic_purely_forward Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
stochastic_simulations Testsuite: move some files for more consistency in tests file structure 2023-10-23 17:00:01 +02:00
trend-component-and-var-models Make the detection of the target in PAC equation more robust. 2020-07-24 17:36:31 +02:00
trend_var Use Unicode copyright symbol (in UTF-8 encoding) in all source files 2022-04-13 14:54:25 +02:00
utils Testsuite: factorization between MATLAB and Octave 2023-09-26 15:59:38 +02:00
var-expectations Fix integration tests. 2023-03-06 17:17:31 +01:00
write Added the possibility to tag a varexo variable as an observed variable. 2019-03-07 15:31:34 +01:00
contribs.m Make debug mode easier to use. 2023-10-26 14:59:12 +02:00
cyclereduction.m Testsuite: remove useless debug mode from several .m tests 2023-11-17 12:13:36 +01:00
histval_initval_file_unit_tests.m Bump minimal required version of MATLAB to R2018b 2023-11-22 16:00:04 +01:00
logarithmicreduction.m Testsuite: remove useless debug mode from several .m tests 2023-11-17 12:13:36 +01:00
nonlinearsolvers.m Testsuite: remove useless debug mode from several .m tests 2023-11-17 12:13:36 +01:00
riccatiupdate.m Testsuite: remove useless debug mode from several .m tests 2023-11-17 12:13:36 +01:00
run_all_unit_tests.m Bump minimal required version of Octave to 7.1.0 2023-11-22 17:46:13 +01:00
run_block_bytecode_tests.m Testsuite: factorization between MATLAB and Octave 2023-09-26 15:59:38 +02:00
run_kronecker_tests.m Meson build system: testsuite now fully implemented 2023-09-20 13:55:55 +02:00
run_mod_file.m Testsuite: fix workaround for TeX option with MATLAB R2014a 2023-09-28 15:17:00 +02:00
run_reporting_tests.m Testsuite: factorization between MATLAB and Octave 2023-09-26 15:59:38 +02:00
sandbox.mod Bug fixes. 2023-10-26 18:25:35 +02:00
simulateddata.m Bug fixes. 2023-10-26 18:25:35 +02:00
test_aggregate_routine_1_2.m Test suite: remove unused field in .trs files 2022-11-30 10:26:28 +01:00
test_aggregate_routine_1_2_3.m Test suite: remove unused field in .trs files 2022-11-30 10:26:28 +01:00