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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
..
trend-component-1 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-1-mce Preprocessor: remove unused steady_state_growth option to pac_model 2021-09-22 16:27:48 +02:00
trend-component-2 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-2-mce Preprocessor: remove unused steady_state_growth option to pac_model 2021-09-22 16:27:48 +02:00
trend-component-3 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-4 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-5 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-6 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-7 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-8-mc-iterative-ols Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-8-mc-nls Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-9 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-10 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-11 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-12 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-13a Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-13b Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-14 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-15 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-16 Testsuite / pac: Octave compatibility fix 2021-02-04 16:01:35 +01:00
trend-component-17 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-18 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-19 Allow for lags on endogenous variable in growth option of pac_model. 2019-01-28 11:25:30 +01:00
trend-component-19-growth-lin-comb Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-20-1 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-20-2 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-20-3 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-20-4 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-21 Testsuite / pac: Octave compatibility fix 2021-02-04 16:01:35 +01:00
trend-component-22 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-23 Testsuite / pac: Octave compatibility fix 2021-02-04 16:01:35 +01:00
trend-component-24 Testsuite / pac: Octave compatibility fix 2021-02-04 16:01:35 +01:00
trend-component-25 Testsuite / pac: Octave compatibility fix 2021-02-04 16:01:35 +01:00
trend-component-26 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-27 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-28 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
trend-component-29 Testsuite: fix repeated typo in equation name 2020-09-18 17:40:44 +02:00
trend-component-30 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
trend-component-31 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
var-0 Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
var-1 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
var-2 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
var-3 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
var-4 Testsuite: rename all test files that have the name “example.mod” 2021-01-15 17:19:41 +01:00
var-5 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
var-6 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
var-7 Re-implement PAC equations. 2021-11-24 16:40:35 +01:00
var-8 PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
var-8e PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
var-9 PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
var-9e PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
var-10e PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
var-11e PAC decomposition between stationary and non-stationary components. 2021-12-17 12:17:13 +01:00
.gitignore Add missing exceptions to .gitignore 2019-09-26 15:19:26 +02:00
README.md Add 'tests/pac/' from commit '72dda0e3ebdb46b741e484f2e2f2155d02c59815' 2018-09-06 23:35:53 +02:00
run_all_tests.m Add structural VAR as an auxiliary model for VAR based expectations and PAC expectations. 2021-07-16 10:25:18 +02:00

README.md

Collection of *.mod files for testing the PAC routines in Dynare. To run all the tests sequentially and check that all the *.mod files pass the tests, just use the matlab function in the base directory:

>> run_all_tests()

If all goes well, the output should terminate with something like:

Testsuite results (PAC model):

var-1		             PASS (2.0479s)
var-2		             PASS (1.9601s)
var-3		             PASS (1.9826s)
var-4		             PASS (2.0079s)
trend-component-1		 PASS (2.2214s)
trend-component-2		 PASS (2.2195s)
trend-component-3		 PASS (2.3003s)
trend-component-4		 PASS (10.5143s)
trend-component-5		 PASS (2.1538s)
trend-component-6		 PASS (2.4203s)
trend-component-7		 PASS (2.7112s)
trend-component-9		 PASS (2.2164s)
trend-component-10		 PASS (2.2593s)
trend-component-11		 PASS (0.69409s)
trend-component-12		 PASS (2.2663s)
trend-component-13a		 PASS (0.4119s)
trend-component-13b		 PASS (0.39554s)