Commit Graph

613 Commits (16f550a9863c29b9d42d8f1b53b235a75c2c1cfb)

Author SHA1 Message Date
Michel Juillard ed81eb22e9 MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option 2011-07-14 21:10:01 +02:00
Houtan Bastani 4973ee893d add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Michel Juillard 19065506c0 ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR 2011-07-12 14:31:19 +02:00
Michel Juillard 1673cfeed8 ms-sbvar: correcting bug with restriction of lagged variables 2011-07-12 14:30:07 +02:00
Houtan Bastani 81a49656fc dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Houtan Bastani b93bbebabd fix typo 2011-07-07 15:15:44 +02:00
Houtan Bastani 4197d3008d preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani 3ac4d5ebf9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Sébastien Villemot d2696ca2f0 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Sébastien Villemot 06f7d23e90 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Ferhat Mihoubi 53fe3fe8ed - Compute :
+ the number of static, lag, lead and both variables,
  + the lead_lag_incidence matrix for variables related to previous blocks
  + the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for  estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Michel Juillard 7433d140f7 discretionary_policy: fixing bug in preprocessor requirements 2011-06-18 06:53:00 +02:00
Sébastien Villemot 989e1917ec Build system: add boost includes for macroprocessor 2011-06-13 10:23:55 +02:00
Houtan Bastani 3023aa2c13 Allow commandline defines with string values 2011-06-10 13:25:16 +02:00
Sébastien Villemot 2fcdf21f6e Merge remote-tracking branch 'ferhat/master' 2011-06-10 12:45:52 +02:00
Ferhat Mihoubi af1e4837b8 - correction of the bug in normalization process for expressions of the form a^x (Ticket #186)
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani 7eade47160 external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile 2011-06-10 11:09:43 +02:00
Sébastien Villemot 786d89b0e2 Preprocessor: fixed bug with native MATLAB statements (for example something
like "x = { 'foo' 'bar' };" was incorrectly passed on to MATLAB)
2011-06-09 15:15:16 +02:00
Houtan Bastani 6e015f9bd4 ParallelDynare: set weights for all nodes in preprocessor 2011-06-09 14:44:58 +02:00
Michel Juillard 7a9bb51caf MS-SBVAR: updating options for command SBVAR 2011-06-03 14:06:15 +02:00
Houtan Bastani 241b6efd98 clean up sbvar code 2011-05-31 16:07:05 +02:00
Houtan Bastani ba7ad522a5 removed extraneous flag 2011-05-30 17:46:35 +02:00
Houtan Bastani f6543191ee bug fix: add sbvar options back to global_initialization 2011-05-30 17:46:11 +02:00
Michel Juillard b65bb7e2c3 MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions. 2011-05-30 15:54:46 +02:00
Michel Juillard 007b37f19b updating one comment 2011-05-27 22:09:54 +02:00
Michel Juillard 330e1acb89 numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,... 2011-05-24 16:02:42 +02:00
Michel Juillard f9287ac796 renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy 2011-05-24 16:02:42 +02:00
Houtan Bastani 4c71c49f39 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Houtan Bastani 28c59fae51 SWZ: updates for irf, forecast and variance decomposition mex calls 2011-05-20 14:34:26 +02:00
Houtan Bastani 48c7ee6788 SWZ: changes for new code 2011-05-13 17:23:41 +02:00
Houtan Bastani e95699ffeb cosmetic change 2011-05-11 11:58:33 +02:00
Michel Juillard 912b22d0e9 correcting bug in forcing real values for complex elements of Jacobian in static model 2011-05-11 07:32:00 +02:00
Sébastien Villemot 282f34b2d3 Preprocessor: adopt a more consistent behavior when no computing task is requested 2011-05-03 11:28:43 +02:00
Houtan Bastani d6acd924c4 identification: add new options 2011-04-29 11:51:18 +02:00
Sébastien Villemot 54c5d256c0 Preprocessor: tentative fix for testsuite crash in block/bytecode 2011-04-28 10:41:43 +02:00
Sébastien Villemot fc15cd2583 Preprocessor: cosmetic change 2011-04-28 10:39:59 +02:00
Houtan Bastani 6abb077ef9 dynare_sensitivity interface: remove unused option 2011-04-27 14:33:50 +02:00
Sébastien Villemot 6c37f6def8 Preprocessor: use NaN() for initializing vector of parameters 2011-04-27 12:07:13 +02:00
Houtan Bastani 5b8cf01d48 dynare_sensitivity: removed unused option trans_ident from preprocessor 2011-04-27 08:40:46 +02:00
Houtan Bastani e50139e6ce dynare_sensitivity interface: bug fix 2011-04-22 11:35:05 +02:00
Houtan Bastani eea358eae7 identification: added advanced and max_dim_cova_group to the preprocessor 2011-04-20 12:14:47 +02:00
Houtan Bastani d0d9fde6af bug fix: allow use of external functions with model local variables 2011-04-12 16:42:56 +02:00
Houtan Bastani 95a6ae6abb fixed typo 2011-04-12 16:42:55 +02:00
Houtan Bastani e5798c5946 bug fix: writeOutput calls from within writeOutput were losing tef_terms info 2011-04-12 16:42:55 +02:00
Houtan Bastani 1d6d94818d bug fix: nonstationary vars and tex names 2011-04-08 13:37:05 +02:00
Houtan Bastani c2dc34c79e IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani c209c1cdbf implement the possibility of passing macro-processor defines on the command-line (ticket 171) 2011-03-29 18:18:46 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani be236c6402 code cleanup 2011-03-28 11:34:42 +02:00
Houtan Bastani d2a6f0f42c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00