Commit Graph

575 Commits (7a23e4e332f06bb96f4d09274b9110e626bec5fc)

Author SHA1 Message Date
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
Houtan Bastani b93bbebabd fix typo 2011-07-07 15:15:44 +02:00
Houtan Bastani 4197d3008d preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +02:00
Houtan Bastani 3ac4d5ebf9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Sébastien Villemot d2696ca2f0 Preprocessor: factorize code common between StaticModel and DynamicModel, and put it in ModelTree 2011-06-22 11:56:07 +02:00
Sébastien Villemot 06f7d23e90 Preprocessor: fix crash when no computational task is required 2011-06-22 11:34:38 +02:00
Ferhat Mihoubi 53fe3fe8ed - Compute :
+ the number of static, lag, lead and both variables,
  + the lead_lag_incidence matrix for variables related to previous blocks
  + the index of reordered policy rule
for each block during the preprocessing step
- correct a bug in the comment related to first order derivatives in _dynamic.m file for a block decomposed model without bytcode
- avoid simplification of the Jacobian matrix (setting to zero all elements below the cutoff) for  estimated or stochastically simulated models: the cutoff option is set to 0.
2011-06-18 17:53:50 +02:00
Michel Juillard 7433d140f7 discretionary_policy: fixing bug in preprocessor requirements 2011-06-18 06:53:00 +02:00
Sébastien Villemot 989e1917ec Build system: add boost includes for macroprocessor 2011-06-13 10:23:55 +02:00
Houtan Bastani 3023aa2c13 Allow commandline defines with string values 2011-06-10 13:25:16 +02:00
Sébastien Villemot 2fcdf21f6e Merge remote-tracking branch 'ferhat/master' 2011-06-10 12:45:52 +02:00
Ferhat Mihoubi af1e4837b8 - correction of the bug in normalization process for expressions of the form a^x (Ticket #186)
- If a case is not handled, the equation is supposed to be impossible to normalize.
- comments added to describe the normalization process
2011-06-10 12:41:21 +02:00
Houtan Bastani 7eade47160 external_function: bug fix in writeParamsDerivativesFile, writeDynamicModel and writeStaticMFile 2011-06-10 11:09:43 +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 6e015f9bd4 ParallelDynare: set weights for all nodes in preprocessor 2011-06-09 14:44:58 +02:00
Michel Juillard 7a9bb51caf MS-SBVAR: updating options for command SBVAR 2011-06-03 14:06:15 +02:00
Houtan Bastani 241b6efd98 clean up sbvar code 2011-05-31 16:07:05 +02:00
Houtan Bastani ba7ad522a5 removed extraneous flag 2011-05-30 17:46:35 +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 007b37f19b updating one comment 2011-05-27 22:09:54 +02:00
Michel Juillard 330e1acb89 numbering names of Lagrange multipliers from 1 instead of 0: MULT_1, MULT_2,... 2011-05-24 16:02:42 +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
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 e95699ffeb cosmetic change 2011-05-11 11:58:33 +02:00
Michel Juillard 912b22d0e9 correcting bug in forcing real values for complex elements of Jacobian in static model 2011-05-11 07:32:00 +02:00
Sébastien Villemot 282f34b2d3 Preprocessor: adopt a more consistent behavior when no computing task is requested 2011-05-03 11:28:43 +02:00
Houtan Bastani d6acd924c4 identification: add new options 2011-04-29 11:51:18 +02:00
Sébastien Villemot 54c5d256c0 Preprocessor: tentative fix for testsuite crash in block/bytecode 2011-04-28 10:41:43 +02:00
Sébastien Villemot fc15cd2583 Preprocessor: cosmetic change 2011-04-28 10:39:59 +02:00
Houtan Bastani 6abb077ef9 dynare_sensitivity interface: remove unused option 2011-04-27 14:33:50 +02:00
Sébastien Villemot 6c37f6def8 Preprocessor: use NaN() for initializing vector of parameters 2011-04-27 12:07:13 +02:00