Houtan Bastani
|
6ea0dd59e4
|
preprocessor: allow symbol.subsample=symbol.subsample
|
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
|
8dde155e28
|
ms-sbvar: adding missing case for linear restriction
|
2011-11-07 15:47:16 +01:00 |
Michel Juillard
|
7854b06743
|
ms-sbvar: correcting bugs in specification of linear restrictions
|
2011-11-07 12:26:20 +01:00 |
Michel Juillard
|
b8dcb71b78
|
ms-sbvar: fixing more bugs in linear restrictions
|
2011-11-06 17:45:19 +01:00 |
Houtan Bastani
|
b75d0e733f
|
Remove unused expectation syntax
|
2011-10-26 14:30:47 +02:00 |
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
|
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
|
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
|
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
|
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 |
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
|
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 |
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 |
Houtan Bastani
|
81a49656fc
|
dynare_sensitivity: added new options
|
2011-07-08 11:12:13 +02:00 |
Houtan Bastani
|
3ac4d5ebf9
|
preprocessor: add identification option lik_init
|
2011-06-23 11:13:35 +02:00 |
Michel Juillard
|
7a9bb51caf
|
MS-SBVAR: updating options for command SBVAR
|
2011-06-03 14:06:15 +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
|
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 |