Commit Graph

608 Commits (5aefe283d219c3a933d0cae6dcf139f5a21e7527)

Author SHA1 Message Date
Stéphane Adjemian (Scylla) 5aefe283d2 Changed the output of the preprocessor according to commit 9c0cfe4200029f60af18cec34e3efc220a00b7d6 (change in the calling sequence
of the check command).
2011-09-17 12:53:38 +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 25c80c45a3 svar: constants is not yet supported 2011-09-15 18:15:54 -04:00
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 f42bb46370 MS-SBVAR: support xls datafile 2011-09-15 18:03:12 -04:00
Houtan Bastani db8905f9ef MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani e94ea4839e fix typo 2011-09-15 18:02:38 -04:00
Houtan Bastani 9207896a6b MS-SBVAR: add keywords for freq option 2011-09-15 18:02:07 -04:00
Houtan Bastani e5a98735f6 MS-SBVAR bugfix: allow data_obs_nbr to accept an int argument 2011-09-14 15:04:26 -04:00
Houtan Bastani 08ab51f0d0 MS-SBVAR bugfix: reinitialize drop if necessary 2011-09-14 14:28:28 -04:00
Houtan Bastani 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
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 db8e953228 remove unused token 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 5fcb759749 MS-SBVAR: remove arguments to cross_restrictions and contemp_reduced_form 2011-09-14 11:53:45 -04:00
Houtan Bastani 3f689a5076 remove upper/lower_cholesky options from ms_estimation and sbvar 2011-09-13 11:45:42 -04:00
Houtan Bastani 44396d0bac remove load_mh_file option from ms-sbvar code 2011-09-12 16:29:57 -04:00
Houtan Bastani cdfd5c7e76 sbvar: deprecate restriction_fname 2011-09-09 13:27:01 -04:00
Sébastien Villemot 237fffe05d Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Houtan Bastani 043de353fc bugfix: sign operator for compiled static file 2011-08-30 16:12:00 +02:00
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 5dc9092723 cosmetic: simplify jacobianHelper, hessianHelper and sparseHelper functions and fix spacing in dynamic file 2011-08-19 16:59:18 +02:00
Houtan Bastani 31ff8da853 remove unused variables from preprocessor 2011-08-19 16:59:12 +02:00
Houtan Bastani ab589aaaa8 output derivatives of static model when identification is present (closes #127) 2011-08-19 16:58:44 +02:00
Houtan Bastani 5c48733f55 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Sébastien Villemot 3cd223f529 Merge remote-tracking branch 'houtanb/master' 2011-08-17 15:55:24 +02:00
Houtan Bastani 973105ace3 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Ferhat Mihoubi 94e113b7a5 correct a bug during the state variables detection 2011-08-11 14:15:51 +02:00
Houtan Bastani 7a23e4e332 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +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
Houtan Bastani d8c0162e26 bug fix: add parenthesis around STEADY_STATE output in case it contains an expression 2011-08-08 18:49:18 +02:00
Houtan Bastani 2d5f22394f MS-SBVAR: preprocessor bug fixes 2011-08-04 00:40:26 +02:00
Houtan Bastani 6a0f8b4d93 MS-SBVAR: bug fix 2011-08-03 11:10:57 +02:00
Michel Juillard 7a70facdea MS-SBVAR: correcting bug in handling of exclusion of constants. Changed options_.ms.Qi and options_.ms.Ri from 3 dimension arrays into cellarray of matrices. 2011-08-02 10:49:50 +02:00
Michel Juillard 7e20a92e70 bug correction for exculsion_constants 2011-08-01 10:50:07 +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 c6a33a96f1 remove writing of getPowerDeriv M function from block code functions 2011-07-25 10:21:02 +02:00
Michel Juillard 4d4456b8d6 adding creation of <fname>_set_auxiliary_variables.m containing recursive definition of auxiliary variables 2011-07-24 20:56:30 +02:00
Houtan Bastani 1e4c0852f6 bug fix: getPowerDeriv not accessible from modfile.m 2011-07-19 14:35:35 +02:00
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