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162 Commits (8c0e8aa672ff6f35a2481895dc50030a5220d251)

Author SHA1 Message Date
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
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 d6acd924c4 identification: add new options 2011-04-29 11:51:18 +02:00
Houtan Bastani 6abb077ef9 dynare_sensitivity interface: remove unused option 2011-04-27 14:33:50 +02:00
Houtan Bastani 5b8cf01d48 dynare_sensitivity: removed unused option trans_ident from preprocessor 2011-04-27 08:40:46 +02:00
Houtan Bastani e50139e6ce dynare_sensitivity interface: bug fix 2011-04-22 11:35:05 +02:00
Houtan Bastani eea358eae7 identification: added advanced and max_dim_cova_group to the preprocessor 2011-04-20 12:14:47 +02:00
Houtan Bastani c2dc34c79e IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Sébastien Villemot b8a3444f3f Remove deprecated 'simul_seed' option from manual and MOD-file grammar 2011-03-21 12:54:25 +01:00