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Stéphane Adjemian (Ryûk) b297353b06
PAC decomposition between stationary and non-stationary components. 
The taget in PAC equation can be decomposed into an arbitrary number of components (variables
in the VAR auxiliary model).

TODO Iterative OLS estimation (which is not the preferred estimation routine).
TODO Decomposition in the routine evaluating the forecasts for each component.
 		2021-12-17 12:17:13 +01:00
..
+matlab/+namespace test for matlab namespace function in steady_state_model block. closes #1639 2019-10-09 16:39:33 +02:00
AIM Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
TeX estimated_params: fixes for new semantics 2021-12-16 15:38:09 +01:00
analytic_derivatives estimated_params: fixes for new semantics 2021-12-16 15:38:09 +01:00
arima fixed issues with estimation of non-stationary models. Option lik_init=2 2011-11-21 12:39:02 +01:00
auxiliary_variables adding test case with lagged exogenous variable (currently fails) 2012-12-04 10:46:44 +01:00
bgp Various Octave compatibility issues 2021-09-14 17:55:55 +02:00
block_bytecode Factorize test for normpdf(), normcdf(), erf() and trigonometric functions 2021-12-07 17:00:57 +01:00
bvar_a_la_sims Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
conditional_forecasts Save conditional forecast output in oo_. Closes: Dynare/dynare#1672 2019-11-29 15:25:05 +01:00
conditional_variance_decomposition Bump minimal Octave version to 6.2.0 2021-03-12 16:21:57 +01:00
csv Added unitary test for name2tex routine. 2013-11-22 16:53:02 +01:00
data Bump minimal MATLAB version to R2014a 2020-04-07 16:32:32 +02:00
dates Bump minimal MATLAB version to R2014a 2020-04-07 16:32:32 +02:00
decision_rules Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
deterministic_simulations Fix tests/deterministic_simulations/multiple_lead_lags/sim_endo_lead_lag.mod 2021-09-08 14:15:49 +02:00
differentiate_forward_vars Fix typos Makefile.am 2015-05-10 21:44:36 +02:00
discretionary_policy Testsuite: add calls to resid for optimal policy 2021-10-11 18:06:37 +02:00
dsge-var Various changes in tests/dsge-var mod files. 2013-11-17 12:55:56 +01:00
dynare-command-options Testsuite: use whitespace-separated syntax for options in .mod file 2020-01-24 16:01:17 +01:00
ecb PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
ep tests/ep/rbcii.mod: use supported mechanism for user-provided steady state file 2021-09-21 16:26:58 +02:00
epilogue introduce changes to epilogue block 2019-12-11 16:30:37 +01:00
estimation estimated_params: fixes for new semantics 2021-12-16 15:38:09 +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 Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
filter_step_ahead Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
first_order added code to optionally run cycle_reduction algorithm on GPU. Added 2012-07-20 17:06:12 +02:00
forecast Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
fs2000 Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
gradient Replace initval blocks by steady_state_model blocks in fs2000 unit tests 2015-06-07 17:11:39 +02:00
gsa Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
histval_initval_file ramst_initval_file.mod: move to non-deprecated syntax 2021-09-22 09:56:33 +02:00
homotopy Rollback introduction of +get and +set folders 2019-12-19 17:20:38 +01:00
identification Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
initval_file Refactoring of initval_file and histval_file 2020-05-14 16:45:54 +02:00
irfs Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
julia/rbc Fixes for julia 0.6.x. 2018-03-10 16:05:14 +01:00
k_order_perturbation Drop the dynare_simul_ MEX in favour of the new Fortran k_order_simul MEX 2021-11-26 17:37:53 +01:00
kalman block_kalman_filter: add integration tests 2021-08-17 14:26:58 +02:00
kalman_filter_fast fixed saving of pseudo_data variables 2019-04-18 18:03:57 +02:00
kalman_filter_smoother Update testsuite Kalman Smoother name of data file 2021-12-15 10:26:38 +01:00
kalman_initial_state Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
kalman_steady_state Remove workaround for errors in MEX files 2020-01-10 18:33:11 +01:00
kronecker Testsuite: improve and integrate unit test for A·(B⊗C) MEX files 2021-06-14 15:28:34 +02:00
lmmcp Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
loglinear Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
ls2003 Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
macro_processor Move macro_processor/example1_macro.mod to subfolder 2020-11-02 16:00:03 +01:00
measurement_errors estimated_params: fixes for new semantics 2021-12-16 15:38:09 +01:00
minimal_state_space_system Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
missing Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
moments estimated_params: fixes for new semantics 2021-12-16 15:38:09 +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
objectives test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
observation_trends_and_prefiltering Trend_diagnostics_MCMC_common.inc: do not store smoother results on disk 2021-01-27 17:42:15 +01:00
occbin occbin_write_regimes: distinguish between smoother and simulations 2021-12-07 12:41:34 +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 evaluate_planner_objective.m: initialize newly introduced options and fix naming 2021-12-07 13:56:01 +01:00
optimizers Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
pac PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
parallel Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
parser Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
partial_information Partial information: converted files to UNIX EOL convention 2010-03-24 12:14:41 +01:00
particle Testsuite: use default number of particles when comparing performance of the various state space iteration MEX 2021-10-21 16:34:22 +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 preprocessor: add dirname option to estimation. closes #910 2015-04-27 11:59:21 +02:00
prior_posterior_function Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
pruning Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
recursive Bump minimal MATLAB version to R2014a 2020-04-07 16:32:32 +02:00
reporting Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
risky_ss options_.risky_steadystate is an (undocumented) boolean value 2019-04-02 19:16:13 +02:00
second_order Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
shock_decomposition Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
simul Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
smoother2histval smoother2histval.m: undo logging 2021-09-17 14:43:50 +02:00
solver-test-functions Bug fixes (typos). 2021-07-23 19:44:16 +02:00
steady_state Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
steady_state_operator minor modifications to some test model files 2011-03-13 17:07:56 +01:00
stochastic-backward-models Removed shocks. 2019-02-04 10:04:33 +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 Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +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 secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
utils Testsuite: fix formula for maximum difference error test 2020-05-13 14:57:58 +02:00
var-expectations Fix constant in VAR and PAC expectations... 2021-07-21 18:02:11 +02:00
write Added the possibility to tag a varexo variable as an observed variable. 2019-03-07 15:31:34 +01:00
.gitignore tests/ep/rbcii.mod: use supported mechanism for user-provided steady state file 2021-09-21 16:26:58 +02:00
Makefile.am PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
comments.mod Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
dsge_base2.mod test suite: when saving use .mat file extension because Octave doesn’t add it by default 2016-09-23 18:49:51 +02:00
estim_param_in_shock_value_xfail.mod Renamed two integration tests (appended _xfail). 2015-06-03 12:24:28 +02:00
example1.mod preprocessor: submodule update: on-the-fly variable declaration in equation tags 2018-07-09 15:36:49 +02:00
example1_abs_sign.mod preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
example1_extra_exo_xfail.mod preprocessor: remove extra exogenous variables. closes #841 2017-01-27 22:48:17 +01:00
example1_irf_shocks.mod test for irf_shocks 2011-07-07 16:08:13 +02:00
example1_mlv.mod Preprocessor: fix crash in DataTree::operator=() with model local variables 2021-04-16 17:36:08 +02:00
example1_undeclared_vars_xfail.mod keep track of all times an undeclared variable is encountered 2017-01-27 20:36:26 +01:00
example1_use_dll.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
example1_varexo_det.mod added lag on 2 periods to test with auxiliary variables 2012-09-19 22:51:44 +02:00
example1_with_tags.mod Added a mod file test/example with equations tags. 2010-11-26 10:50:53 +01:00
example1long.mod Added integration test for nested parenthesis. 2017-01-04 23:23:41 +01:00
example2.mod Make empirical moments independent of simul_replic by outputting first instead of later replication 2017-10-04 15:32:28 +02:00
example2long.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
example2long_use_dll.mod Storage of results: use subfolder 2021-07-23 14:12:17 +02:00
fs2000_ssfile.mod Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
fs2000_ssfile_aux.m Remove spurious indentation changes 2019-09-26 15:17:54 +02:00
histval_det.mod Histval block: 2010-10-20 14:47:03 +02:00
histval_initval_file_unit_tests.m Yet another batch of Octave compatibility fixes 2021-09-16 18:25:00 +02:00
histval_predetermined.mod Fix interaction of “predetermined_variables” with “histval” (preprocessor#47) 2020-03-02 17:10:58 +01:00
histval_sto.mod Store histval information for endogenous in M_.endo_histval 2011-12-28 11:35:22 +01:00
load_octave_packages.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
nonlinearsolvers.m Add unit tests (trust_region algorithm). 2021-07-23 19:44:16 +02:00
predetermined_variables.mod predetermined_variables: 2009-11-09 11:03:18 +00:00
ramst.mod Add missing file in c407b63e84 2018-11-16 18:37:20 +01:00
ramst2.mod support saving exogenous variables in `dynasave`, `dynasave`; fix bugs in `dynasave`; add test 2020-01-06 12:45:44 +01:00
ramst_a.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
ramst_model_edit.mod Various new model editing features 2021-12-15 17:33:01 +01:00
ramst_mshocks.mod Testsuite: compatibility fix for MATLAB R2014a 2021-01-19 16:14:25 +01:00
ramst_mshocks_vec.mod Testsuite: compatibility fix for MATLAB R2014a 2021-01-19 16:14:25 +01:00
ramst_normcdf_and_friends.inc Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh) 2021-12-07 18:04:56 +01:00
ramst_normcdf_and_friends_bytecode.mod Factorize test for normpdf(), normcdf(), erf() and trigonometric functions 2021-12-07 17:00:57 +01:00
ramst_normcdf_and_friends_mfile.mod Factorize test for normpdf(), normcdf(), erf() and trigonometric functions 2021-12-07 17:00:57 +01:00
ramst_normcdf_and_friends_use_dll.mod Factorize test for normpdf(), normcdf(), erf() and trigonometric functions 2021-12-07 17:00:57 +01:00
ramst_static_tag.mod Implement tags [static] and [dynamic] for equations 2013-04-11 17:11:35 +02:00
ramst_static_tag_block.mod Fix the use of [static]/[dynamic] equations with the “block” option 2020-12-07 16:24:13 +01:00
ramst_vec.mod allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
ramst_xfail.mod add xfail test for all_values_required 2012-11-07 18:13:42 +01:00
read_trs_files.sh Ensure that test summary is displayed even if there is a test failure 2018-09-14 15:21:39 +02:00
run_all_unitary_tests.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_block_byte_tests_matlab.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_block_byte_tests_octave.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_kronecker_tests.m Testsuite: improve and integrate unit test for A·(B⊗C) MEX files 2021-06-14 15:28:34 +02:00
run_m_script.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_o_script.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_reporting_test_matlab.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_reporting_test_octave.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_test_matlab.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
run_test_octave.m Use secure URL for link to GNU licenses 2021-06-09 17:35:05 +02:00
seeds.mod Testsuite: drop useless version check (we require at least MATLAB R2009b/7.9) 2020-01-14 11:26:06 +01:00
t_lag2.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2_check.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2_checka.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_lag2a.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
t_lag2b.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
t_periods.mod removed simul_seed option 2011-03-31 10:39:10 +02:00
t_periods_a.mod Converted MOD test files to Unix newline convention 2009-12-16 17:25:06 +00:00
t_sgu_ex1.mod Renamed tests/test.m as tests/fataltest.m. 2015-03-13 17:57:46 +01:00
test_aggregate_routine_1_2.m Added unitary tests for aggregate routine. 2019-10-02 10:41:32 +02:00
test_aggregate_routine_1_2_3.m Added unitary tests for aggregate routine. 2019-10-02 10:41:32 +02:00
test_matlab.mod copying tests from version 3 to version 4 2005-02-19 19:13:45 +00:00
variance_0.mod v4 tests: corrected several test files 2006-11-01 14:44:14 +00:00
walsh.mod test for matlab namespace function in steady_state_model block. closes #1639 2019-10-09 16:39:33 +02:00