Houtan Bastani
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8d369bd710
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ms-sbvar: add restrictions option
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2011-12-23 18:22:41 +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
|
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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9771e68875
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preprocessor: removed unused token
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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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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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4f881cc826
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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.
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2011-12-15 17:35:26 +01:00 |
Michel Juillard
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b91dd27096
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fixing more problems with steady state refactoring
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2011-10-13 17:14:41 +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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5edaa0d4b7
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preprocessor: remove unused token
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2011-10-10 16:56:46 +02:00 |
Houtan Bastani
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b9c9b784a1
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MS-SBVAR: remove estimation_file_tag option
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2011-10-07 11:57:53 +02:00 |
Sébastien Villemot
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068b74ae6e
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Merge remote-tracking branch 'ferhat/master'
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2011-09-16 16:21:10 +02:00 |
Ferhat Mihoubi
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7942eaba59
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Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
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2011-09-16 16:16:14 +02:00 |
Houtan Bastani
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bd2cd16bf0
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MS-SBVAR: add specification option
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2011-09-15 18:03:39 -04:00 |
Houtan Bastani
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cacd1a27f7
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aesthetic fix
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2011-09-15 18:03:30 -04:00 |
Houtan Bastani
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8e366e3bcd
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MS-SBVAR: change syntax for proposal_type option
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2011-09-15 18:03:22 -04:00 |
Houtan Bastani
|
9207896a6b
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MS-SBVAR: add keywords for freq option
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2011-09-15 18:02:07 -04:00 |
Houtan Bastani
|
07a0b1bbfa
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remove unused option
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2011-09-14 12:04:47 -04:00 |
Houtan Bastani
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f4bd48eb45
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MS-SBVAR: fix processing for ms_estimation
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2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
d43cb40752
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remove unused varlist option
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2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
a70e25b182
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MS-SBVAR: change bayesian_prior to no_bayesian_prior and remove argument
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2011-09-14 11:53:45 -04:00 |
Houtan Bastani
|
3de20c4d76
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ms-sbvar: change error_bands option to no_error_bands as the default is on
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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
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2011-08-10 18:22:53 +02:00 |
Michel Juillard
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6d549cc66f
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added possibility to do conditional forecast with a calibrated model + bug correction + new test file
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2011-07-30 20:19:15 +02:00 |
Michel Juillard
|
dcf5273b26
|
adding "exclusion constants" to svar identification
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2011-07-29 18:11:50 +02:00 |
Houtan Bastani
|
81a49656fc
|
dynare_sensitivity: added new options
|
2011-07-08 11:12:13 +02:00 |
Sébastien Villemot
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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
|
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
|
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 |
Michel Juillard
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8adee6b673
|
adding discretionary policy for linear quadratic models, thanks to code provided by Junior
|
2011-03-13 21:19:55 +01:00 |
Sébastien Villemot
|
0cad026db7
|
Preprocessor: fix bug introduced in 412e8a7da0f1ceed51a5c8d88c27a9733b4daccb
The transpose sign (single quote) was no longer recognized in native statements
|
2011-02-21 16:31:51 +01:00 |
Sébastien Villemot
|
7e842867af
|
Preprocessor: fix problem with "%" sign inside string in native statements
|
2011-02-21 11:33:22 +01:00 |
Sébastien Villemot
|
60b70df4c1
|
Updated copyright notices
|
2011-02-04 17:27:33 +01:00 |
Michel Juillard
|
e57cfd6539
|
adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
|
2011-01-18 19:31:59 +01:00 |
Michel Juillard
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ca73c1bd88
|
removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.
|
2011-01-04 10:16:38 +01:00 |
Houtan Bastani
|
a7fc3361ac
|
trend_var, growth_factor, deflator: stationarize a nonstationary model and test
|
2010-10-18 16:07:42 +02:00 |
Sébastien Villemot
|
1910d02e74
|
Preprocessor: fix line numbering problems due to native MATLAB statements (bug introduced in a0cd4b33aea0965d9baa9b4c66d0c875fa0aa7d0 and 6582341799d35e80c59f6f3559dbd18e70443747)
|
2010-08-30 14:37:48 +02:00 |
Sébastien Villemot
|
705b14f5c3
|
Preprocessor: in the lexer, "end;" now corresponds to 2 tokens (instead of one), for consistency with the other tokens
|
2010-08-30 14:16:07 +02:00 |
Houtan Bastani
|
5a9f972cc1
|
DSGE-VAR: introduce dsge_var and dsge_varlag options to estimation statement
|
2010-06-22 10:38:43 +02:00 |