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139 Commits (9bc6945b1090aacf4ac8ca7710332c1aa95c7273)

Author SHA1 Message Date
Houtan Bastani 9bc6945b10 aesthetic fix: remove commented code 2012-01-04 14:42:06 +01:00
Houtan Bastani e8e84b970b bug_fix: missing exit statement 2012-01-04 14:42:06 +01:00
Houtan Bastani 83b6b0145d bug_fix: add missing assertion 2012-01-04 14:42:06 +01:00
Houtan Bastani d865c0f4d6 ms-sbvar: enforce consecutive chain numbers for markov_switching 2012-01-04 14:42:06 +01:00
Houtan Bastani 633eb15f9a preprocessor: check size of domain argument 2012-01-02 22:44:50 +01:00
Houtan Bastani c22022cfb0 preprocessor: added back prior names w/o _pdf and fixed check and write 2011-12-30 17:09:45 +01:00
Houtan Bastani d2c03a206b preprocessor: enumerate prior distributions 2011-12-30 15:41:51 +01:00
Houtan Bastani 6b056640e1 preprocessor: remove unnecessary class prefix 2011-12-30 15:41:51 +01:00
Houtan Bastani e18eb880f0 fix typo 2011-12-30 15:41:51 +01:00
Houtan Bastani 8d369bd710 ms-sbvar: add restrictions option 2011-12-23 18:22:41 +01:00
Sébastien Villemot 340a9fb5d0 Initialize empirical simulations with information provided in histval 
Closes: #195, #157
 2011-12-21 18:37:45 +01:00
Houtan Bastani 9cbaf6200a ms-sbvar: remove regime argument and support duration=array 2011-12-21 12:21:30 +01:00
Houtan Bastani 37bfa41518 ms-sbvar: replace state with regime 2011-12-21 12:21:30 +01:00
Houtan Bastani f9f745716d ms-sbvar: replaced number_of_states with number_of_regimes 2011-12-21 12:21:30 +01:00
Houtan Bastani 744b5abf1e preprocessor: add symbol.options statement 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
Sébastien Villemot 93ee14c7ad Preprocessor: fix forecast command 
It was broken since the renaming of forecast.m in
8f1326e2f84543cadce311048640856665025469
 2011-12-14 10:35:25 +01:00
Michel Juillard a1a42b69ee unit_root_vars now sets the options_.diffuse_filter and options_.steadystate.nocheck 2011-11-20 20:16:02 +01:00
Houtan Bastani b8c22d128f MS-SBVAR: argument check for ms_compute_probabilities 2011-10-26 11:33:18 +02:00
Sébastien Villemot 895f8a25bd Clean-up last remnants of unit_root_vars (Closes: #167) 2011-10-14 16:22:47 +02:00
Michel Juillard 8c0e8aa672 ms-sbvar: correcting bug introduced in commit 90e4d4027290b6dddc3b8efba444e10240140b3b 2011-10-13 13:34:28 +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
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
Houtan Bastani db8905f9ef MS-SBVAR: change default for drop option 2011-09-15 18:02:48 -04:00
Houtan Bastani 08ab51f0d0 MS-SBVAR bugfix: reinitialize drop if necessary 2011-09-14 14:28:28 -04:00
Houtan Bastani 5c48733f55 output mex file for static model (closes #183) 2011-08-19 16:57:27 +02:00
Houtan Bastani 7a23e4e332 MS-SBVAR: reinitialize options before calls to mssbvar functions 2011-08-10 18:23:01 +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 dcf5273b26 adding "exclusion constants" to svar identification 2011-07-29 18:11:50 +02:00
Houtan Bastani 4973ee893d add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Michel Juillard 1673cfeed8 ms-sbvar: correcting bug with restriction of lagged variables 2011-07-12 14:30:07 +02:00
Houtan Bastani 4197d3008d preprocessor: remove initialization of option to make conisistent 2011-06-23 11:53:15 +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
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
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 eea358eae7 identification: added advanced and max_dim_cova_group to the preprocessor 2011-04-20 12:14:47 +02:00
Houtan Bastani be4c5c92ef ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Houtan Bastani d2a6f0f42c Implement explicit writing of first order conditions of Ramsey problem (ticket #5) 2011-03-24 17:17:15 +01:00
Michel Juillard 8adee6b673 adding discretionary policy for linear quadratic models, thanks to code provided by Junior 2011-03-13 21:19:55 +01:00
Houtan Bastani f8a717b496 bug fix: check that osr, osr_params and optim_weights appear together 2011-03-03 16:31:36 +01:00
Houtan Bastani d430ea8e43 bug fix: check that planner_objective and ramsey_policy statements appear together 2011-03-03 16:31:33 +01:00
Houtan Bastani 73066865db SWZ: remove instances of swz throughout 2011-02-22 15:06:38 +01:00
Sébastien Villemot d264b7b2e3 Reindentation of the preprocessor 2011-02-04 16:25:38 +01:00