Sébastien Villemot
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dbec61ba62
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Preprocessor: handle underflows and overflows as MATLAB and Octave do
i.e. don't fail when they happen and instead return 0 or Inf
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2012-07-12 12:46:22 +02:00 |
Sébastien Villemot
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6fb2562f13
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Preprocessor iface to extended_path
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2012-06-08 17:36:32 +02:00 |
Sébastien Villemot
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381c6aeee8
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Add new command "calib_smoother"
Closes: #233
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2012-05-30 16:28:29 +02:00 |
Michel Juillard
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73b4052f2b
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first implementation of transform_logpow. It creates too many auxilary
variables and probably violates Jensen inequality in some cases.
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2012-05-23 15:09:33 +02:00 |
Houtan Bastani
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d5b8adedac
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estamiton: check variable types in copy statements
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2012-04-04 10:43:29 +02:00 |
Houtan Bastani
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5e68f15f04
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estimation: clear subsamples substructure whenever a subsamples copy statement is encountered
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2012-04-03 18:33:24 +02:00 |
Houtan Bastani
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2cf488ca42
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estimation: clear subsamples substructure whenever a subsamples statement is encountered
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2012-04-03 18:33:23 +02:00 |
Houtan Bastani
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36a56199c4
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estimation: introduce options = options syntax
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2012-03-30 15:37:15 +02:00 |
Houtan Bastani
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c9aa2d7b23
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estimation: introduce prior = prior syntax
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2012-03-30 15:37:15 +02:00 |
Houtan Bastani
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d459b0ea7b
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estimation: rewrite subsamples statement as an actual statement
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2012-03-28 18:51:52 +02:00 |
Houtan Bastani
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2ac49123d6
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estimation: add subsample name to index
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2012-03-27 13:03:10 +02:00 |
Houtan Bastani
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ad8096edb8
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estimation: add subsamples for std / corr, prior / options statements & simplify code
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2012-03-27 13:03:09 +02:00 |
Houtan Bastani
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b3e2823c82
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estimation: fixes to options statement
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2012-03-09 11:47:25 +01:00 |
Ferhat Mihoubi
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6e75fc31ca
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Error message for external function provides more details
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2012-03-06 11:33:02 +01:00 |
Houtan Bastani
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631924ef16
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bug fix: quotes in warnings do not comply with Matlab disp
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2012-02-10 17:05:37 +01:00 |
Houtan Bastani
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e4916a1d84
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preprocessor: display a summary of preprocessor warnings at the end of a Dynare run
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2012-01-30 10:44:14 +01:00 |
Houtan Bastani
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d2c03a206b
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preprocessor: enumerate prior distributions
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2011-12-30 15:41:51 +01:00 |
Houtan Bastani
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c62d52a576
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preprocessor: bug fix in setting prior_variance
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2011-12-23 18:22:40 +01:00 |
Houtan Bastani
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9cbaf6200a
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ms-sbvar: remove regime argument and support duration=array
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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37bfa41518
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ms-sbvar: replace state with regime
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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f9f745716d
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ms-sbvar: replaced number_of_states with number_of_regimes
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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744b5abf1e
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preprocessor: add symbol.options statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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6ea0dd59e4
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preprocessor: allow symbol.subsample=symbol.subsample
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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1d68887387
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preprocessor: add subsamples statement
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2011-12-21 12:21:30 +01:00 |
Houtan Bastani
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29d8028fc4
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preprocessor: add prior statement
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
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1c733dd55f
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preprocessor: add data command
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2011-12-21 12:21:29 +01:00 |
Houtan Bastani
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b89eb4931c
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preprocessor: add set_time command
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2011-12-21 12:21:29 +01:00 |
Michel Juillard
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a1a42b69ee
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unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck
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2011-11-20 20:16:02 +01:00 |
Michel Juillard
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7854b06743
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ms-sbvar: correcting bugs in specification of linear restrictions
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2011-11-07 12:26:20 +01:00 |
Michel Juillard
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b8dcb71b78
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ms-sbvar: fixing more bugs in linear restrictions
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2011-11-06 17:45:19 +01:00 |
Michel Juillard
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99075d38c8
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ms-sbvar: fixing bug in linear restrictions
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2011-11-05 21:36:36 +01:00 |
Houtan Bastani
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b75d0e733f
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Remove unused expectation syntax
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2011-10-26 14:30:47 +02:00 |
Sébastien Villemot
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895f8a25bd
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Clean-up last remnants of unit_root_vars (Closes: #167)
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2011-10-14 16:22:47 +02:00 |
Michel Juillard
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4befcde035
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ms-sbvar: introduced more general restriction syntax for
identification; added an example; still necessary to add error message
when restrictions are invalid
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2011-10-12 21:47:59 +02:00 |
Houtan Bastani
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e94ea4839e
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fix typo
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2011-09-15 18:02:38 -04:00 |
Houtan Bastani
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973105ace3
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preprocessor: add absolute value and signum
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2011-08-16 14:52:35 +02:00 |
Houtan Bastani
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6a0f8b4d93
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MS-SBVAR: bug fix
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2011-08-03 11:10:57 +02:00 |
Michel Juillard
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dcf5273b26
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adding "exclusion constants" to svar identification
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2011-07-29 18:11:50 +02:00 |
Houtan Bastani
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b93bbebabd
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fix typo
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2011-07-07 15:15:44 +02:00 |
Michel Juillard
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b65bb7e2c3
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MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
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2011-05-30 15:54:46 +02:00 |
Michel Juillard
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f9287ac796
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renamed ramsey_policy_discount_factor by optimal_policy_discount_factor because it is also used by discretionary_policy
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2011-05-24 16:02:42 +02:00 |
Houtan Bastani
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48c7ee6788
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SWZ: changes for new code
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2011-05-13 17:23:41 +02:00 |
Houtan Bastani
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1d6d94818d
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bug fix: nonstationary vars and tex names
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2011-04-08 13:37:05 +02:00 |
Houtan Bastani
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c2dc34c79e
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IRF: add an option to limit the exogenous shocked in the computations (ticket 114)
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2011-03-31 17:04:16 +02:00 |
Houtan Bastani
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be4c5c92ef
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ramsey_policy: allow discount factor to be an expression
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2011-03-29 18:18:32 +02:00 |
Houtan Bastani
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212ac6b452
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fixed typo
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2011-03-22 10:38:58 +01:00 |
Michel Juillard
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8adee6b673
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adding discretionary policy for linear quadratic models, thanks to code provided by Junior
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2011-03-13 21:19:55 +01:00 |
Sébastien Villemot
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47b828489b
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Preprocessor: more explicit error message when users enter invalid floating
point numbers (like "1e-10000")
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2011-02-16 11:08:40 +01:00 |
Sébastien Villemot
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89118b86a2
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Preprocessor: fix error message for conditional_forecast_paths
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2011-02-07 11:51:13 +01:00 |
Sébastien Villemot
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d264b7b2e3
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Reindentation of the preprocessor
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2011-02-04 16:25:38 +01:00 |