Commit Graph

119 Commits (255d64e6d1f4ff67d3c22f8614178110180e830f)

Author SHA1 Message Date
Houtan Bastani 8d369bd710 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Houtan Bastani 9cbaf6200a ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 37bfa41518 ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani f9f745716d ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 9771e68875 preprocessor: removed unused token 2011-12-21 12:21:30 +01:00
Houtan Bastani 744b5abf1e preprocessor: add symbol.options statement 2011-12-21 12:21:30 +01:00
Houtan Bastani 1d68887387 preprocessor: add subsamples statement 2011-12-21 12:21:30 +01:00
Houtan Bastani 29d8028fc4 preprocessor: add prior statement 2011-12-21 12:21:29 +01:00
Houtan Bastani 1c733dd55f preprocessor: add data command 2011-12-21 12:21:29 +01:00
Houtan Bastani b89eb4931c preprocessor: add set_time command 2011-12-21 12:21:29 +01:00
Michel Juillard 4f881cc826 added options_.sub_draws in estimation for controlling the number of draws used in
computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
Michel Juillard b91dd27096 fixing more problems with steady state refactoring 2011-10-13 17:14:41 +02:00
Michel Juillard 4befcde035 ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
Houtan Bastani 5edaa0d4b7 preprocessor: remove unused token 2011-10-10 16:56:46 +02:00
Houtan Bastani b9c9b784a1 MS-SBVAR: remove estimation_file_tag option 2011-10-07 11:57:53 +02:00
Sébastien Villemot 068b74ae6e Merge remote-tracking branch 'ferhat/master' 2011-09-16 16:21:10 +02:00
Ferhat Mihoubi 7942eaba59 Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver. 2011-09-16 16:16:14 +02:00
Houtan Bastani bd2cd16bf0 MS-SBVAR: add specification option 2011-09-15 18:03:39 -04:00
Houtan Bastani cacd1a27f7 aesthetic fix 2011-09-15 18:03:30 -04:00
Houtan Bastani 8e366e3bcd MS-SBVAR: change syntax for proposal_type option 2011-09-15 18:03:22 -04:00
Houtan Bastani 9207896a6b MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Houtan Bastani 07a0b1bbfa remove unused option 2011-09-14 12:04:47 -04:00
Houtan Bastani f4bd48eb45 MS-SBVAR: fix processing for ms_estimation 2011-09-14 11:53:45 -04:00
Houtan Bastani d43cb40752 remove unused varlist option 2011-09-14 11:53:45 -04:00
Houtan Bastani a70e25b182 MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument 2011-09-14 11:53:45 -04:00
Houtan Bastani 3de20c4d76 ms-sbvar: change error_bands option to no_error_bands as the default is on 2011-08-23 13:43:24 +02:00
Houtan Bastani 973105ace3 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Houtan Bastani 3af111abe7 MS-SBVAR: input options that allow code to be called with previous output files 2011-08-10 18:22:53 +02:00
Michel Juillard 6d549cc66f added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Michel Juillard dcf5273b26 adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani 81a49656fc dynare_sensitivity: added new options 2011-07-08 11:12:13 +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 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 d6acd924c4 identification: add new options 2011-04-29 11:51:18 +02:00
Houtan Bastani 6abb077ef9 dynare_sensitivity interface: remove unused option 2011-04-27 14:33:50 +02:00
Houtan Bastani 5b8cf01d48 dynare_sensitivity: removed unused option trans_ident from preprocessor 2011-04-27 08:40:46 +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 c2dc34c79e IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Michel Juillard 8adee6b673 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Sébastien Villemot 0cad026db7 Preprocessor: fix bug introduced in 412e8a7da0f1ceed51a5c8d88c27a9733b4daccb
The transpose sign (single quote) was no longer recognized in native statements
2011-02-21 16:31:51 +01:00
Sébastien Villemot 7e842867af Preprocessor: fix problem with "%" sign inside string in native statements 2011-02-21 11:33:22 +01:00
Sébastien Villemot 60b70df4c1 Updated copyright notices 2011-02-04 17:27:33 +01:00
Michel Juillard e57cfd6539 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Michel Juillard ca73c1bd88 removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method. 2011-01-04 10:16:38 +01:00
Houtan Bastani a7fc3361ac trend_var, growth_factor, deflator: stationarize a nonstationary model and test 2010-10-18 16:07:42 +02:00
Sébastien Villemot 1910d02e74 Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33aea0965d9baa9b4c66d0c875fa0aa7d0 and 6582341799d35e80c59f6f3559dbd18e70443747) 2010-08-30 14:37:48 +02:00
Sébastien Villemot 705b14f5c3 Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens 2010-08-30 14:16:07 +02:00
Houtan Bastani 5a9f972cc1 DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement 2010-06-22 10:38:43 +02:00