c709053202
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
c50cd383c0
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
823d5a51a6
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
b3f3619ca8
Allow infinite values in threshold_reform option of GSA
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Closes : #266
2012-11-16 11:08:49 +01:00
d8cbb55ee7
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
bc4a2bffe4
bug fix: none instead of pdf to graph_format
2012-10-31 16:16:45 +01:00
4509136dba
bug fix: remove previous declaration of NONE as token in flex
2012-10-31 15:59:12 +01:00
d01d952a6f
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
39d68a9614
ms-sbvar bug fix: store no_create_init as number instead of string
2012-09-26 18:07:49 +02:00
514db5f801
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
25e042f67a
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
156b86665b
Allow back "dr" in variable names
2012-07-02 10:11:32 +02:00
d80d7aa1e7
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
683fdae2ad
Fix option simul_replic
2012-06-26 17:01:13 +02:00
f60aedd095
fixing bug in discretionary_policy and implementing option solve_maxit
2012-06-19 14:08:45 +02:00
7442179a65
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
16239fd665
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
6fb2562f13
Preprocessor iface to extended_path
2012-06-08 17:36:32 +02:00
dc8907d472
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
35bf1d5ec2
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
c19f62b2e3
Bison/Flex files: do not load C++ mode under Emacs
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It is better to use bison-mode and flex-mode (see the wiki)
2012-06-04 11:59:35 +02:00
381c6aeee8
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
73b4052f2b
first implementation of transform_logpow. It creates too many auxilary
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variables and probably violates Jensen inequality in some cases.
2012-05-23 15:09:33 +02:00
2fbd5d33c6
fixed issues relative to homotopy (type I) when the user wants to
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continue after homotopy fails. Option stop_on_error is removed. Option
homotopy_force_continue is added.
2012-05-17 17:27:07 +02:00
7221aa486f
added check_options are the same as steady_options. Added option
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nocheck to 'check' in test fs2000/fs2000a as there is a unit root and
the user provided _steadystate.m doesn't solve the static equations
2012-04-24 10:32:59 +02:00
30e0b81643
fixed problems with trying to make homotopy robust to problems in one run.
2012-04-23 16:57:46 +02:00
3172022bbf
computing shock_decomposition for calibrated models
2012-04-21 21:37:52 +02:00
500499f5d8
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
8001e19b9e
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
60fb8aeaae
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
36a56199c4
estimation: introduce options = options syntax
2012-03-30 15:37:15 +02:00
c9aa2d7b23
estimation: introduce prior = prior syntax
2012-03-30 15:37:15 +02:00
d459b0ea7b
estimation: rewrite subsamples statement as an actual statement
2012-03-28 18:51:52 +02:00
ad8096edb8
estimation: add subsamples for std / corr, prior / options statements & simplify code
2012-03-27 13:03:09 +02:00
5f707cc795
estimation: add truncate and median options to prior statement
2012-03-15 14:33:02 +01:00
ea0b176395
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
894ff9c1e7
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
fb0b0ae4ce
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
ffb5119807
Adds fixed point solvers for Sylvester and Lyapunov equations
2012-03-06 12:03:23 +01:00
23f9c5e418
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
f61f3ebf35
Add kalman_algo option to identification and dynare_sensitivity
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Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
c22022cfb0
preprocessor: added back prior names w/o _pdf and fixed check and write
2011-12-30 17:09:45 +01:00
d2c03a206b
preprocessor: enumerate prior distributions
2011-12-30 15:41:51 +01:00
8d369bd710
ms-sbvar: add restrictions option
2011-12-23 18:22:41 +01:00
c62d52a576
preprocessor: bug fix in setting prior_variance
2011-12-23 18:22:40 +01:00
8c87ba38a4
preprocessor: allow vec_value to accept commas
2011-12-21 12:21:30 +01:00
9cbaf6200a
ms-sbvar: remove regime argument and support duration=array
2011-12-21 12:21:30 +01:00
37bfa41518
ms-sbvar: replace state with regime
2011-12-21 12:21:30 +01:00
f9f745716d
ms-sbvar: replaced number_of_states with number_of_regimes
2011-12-21 12:21:30 +01:00
9771e68875
preprocessor: removed unused token
2011-12-21 12:21:30 +01:00
744b5abf1e
preprocessor: add symbol.options statement
2011-12-21 12:21:30 +01:00
6ea0dd59e4
preprocessor: allow symbol.subsample=symbol.subsample
2011-12-21 12:21:30 +01:00
1d68887387
preprocessor: add subsamples statement
2011-12-21 12:21:30 +01:00
29d8028fc4
preprocessor: add prior statement
2011-12-21 12:21:29 +01:00
1c733dd55f
preprocessor: add data command
2011-12-21 12:21:29 +01:00
b89eb4931c
preprocessor: add set_time command
2011-12-21 12:21:29 +01:00
4f881cc826
added options_.sub_draws in estimation for controlling the number of draws used in
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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
8dde155e28
ms-sbvar: adding missing case for linear restriction
2011-11-07 15:47:16 +01:00
7854b06743
ms-sbvar: correcting bugs in specification of linear restrictions
2011-11-07 12:26:20 +01:00
b8dcb71b78
ms-sbvar: fixing more bugs in linear restrictions
2011-11-06 17:45:19 +01:00
b75d0e733f
Remove unused expectation syntax
2011-10-26 14:30:47 +02:00
b91dd27096
fixing more problems with steady state refactoring
2011-10-13 17:14:41 +02:00
4befcde035
ms-sbvar: introduced more general restriction syntax for
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identification; added an example; still necessary to add error message
when restrictions are invalid
2011-10-12 21:47:59 +02:00
5edaa0d4b7
preprocessor: remove unused token
2011-10-10 16:56:46 +02:00
b9c9b784a1
MS-SBVAR: remove estimation_file_tag option
2011-10-07 11:57:53 +02:00
068b74ae6e
Merge remote-tracking branch 'ferhat/master'
2011-09-16 16:21:10 +02:00
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
25c80c45a3
svar: constants is not yet supported
2011-09-15 18:15:54 -04:00
bd2cd16bf0
MS-SBVAR: add specification option
2011-09-15 18:03:39 -04:00
cacd1a27f7
aesthetic fix
2011-09-15 18:03:30 -04:00
8e366e3bcd
MS-SBVAR: change syntax for proposal_type option
2011-09-15 18:03:22 -04:00
f42bb46370
MS-SBVAR: support xls datafile
2011-09-15 18:03:12 -04:00
9207896a6b
MS-SBVAR: add keywords for freq option
2011-09-15 18:02:07 -04:00
e5a98735f6
MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument
2011-09-14 15:04:26 -04:00
e8e2bf8f14
MS-SBVAR bug fix: options_.ms.mh_replic instead of options_.mh_replic and options_.ms.drop instead of options_.drop
2011-09-14 14:28:21 -04:00
07a0b1bbfa
remove unused option
2011-09-14 12:04:47 -04:00
f4bd48eb45
MS-SBVAR: fix processing for ms_estimation
2011-09-14 11:53:45 -04:00
db8e953228
remove unused token
2011-09-14 11:53:45 -04:00
d43cb40752
remove unused varlist option
2011-09-14 11:53:45 -04:00
a70e25b182
MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
2011-09-14 11:53:45 -04:00
5fcb759749
MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form
2011-09-14 11:53:45 -04:00
3f689a5076
remove upper/lower_cholesky options from ms_estimation and sbvar
2011-09-13 11:45:42 -04:00
44396d0bac
remove load_mh_file option from ms-sbvar code
2011-09-12 16:29:57 -04:00
cdfd5c7e76
sbvar: deprecate restriction_fname
2011-09-09 13:27:01 -04:00
237fffe05d
Allow non-integer values for hp_filter parameter
2011-09-08 17:29:49 +02:00
3de20c4d76
ms-sbvar: change error_bands option to no_error_bands as the default is on
2011-08-23 13:43:24 +02:00
973105ace3
preprocessor: add absolute value and signum
2011-08-16 14:52:35 +02:00
3af111abe7
MS-SBVAR: input options that allow code to be called with previous output files
2011-08-10 18:22:53 +02:00
2d5f22394f
MS-SBVAR: preprocessor bug fixes
2011-08-04 00:40:26 +02:00
6a0f8b4d93
MS-SBVAR: bug fix
2011-08-03 11:10:57 +02:00
6d549cc66f
added possibility to do conditional forecast with a calibrated model + bug correction + new test file
2011-07-30 20:19:15 +02:00
dcf5273b26
adding "exclusion constants" to svar identification
2011-07-29 18:11:50 +02:00
ed81eb22e9
MS-SBVAR: corrected bug in COEFFICIENTS_PRIOR_HYPERPARAMETERS option
2011-07-14 21:10:01 +02:00
4973ee893d
add irf_shocks option to estimation
2011-07-12 16:32:37 +02:00
19065506c0
ms-sbvar: adding coefficients_prior_hyperparameters option to SBVAR
2011-07-12 14:31:19 +02:00
81a49656fc
dynare_sensitivity: added new options
2011-07-08 11:12:13 +02:00
3ac4d5ebf9
preprocessor: add identification option lik_init
2011-06-23 11:13:35 +02:00
7a9bb51caf
MS-SBVAR: updating options for command SBVAR
2011-06-03 14:06:15 +02:00
f6543191ee
bug fix: add sbvar options back to global_initialization
2011-05-30 17:46:11 +02:00
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
Ferhat Mihoubi
Sébastien Villemot
Houtan Bastani
Stéphane Adjemian (Charybdis)
Houtan Bastani
Sébastien Villemot
Michel Juillard
Ferhat
Michel Juillard
Michel Juillard