Commit Graph

57 Commits (master)

Author SHA1 Message Date
Stéphane Adjemian (Argos) 60ef6eb134
Fix path on dynare.adjemian.eu. 2023-11-15 16:04:04 +01:00
Stéphane Adjemian (Argos) f38b87a8e5
Slides for Ispra 2022 workshop. 2023-11-15 15:45:41 +01:00
Stéphane Adjemian (Charybdis) a151225fb3 Added Makefile, changed permissions. 2016-10-10 10:37:47 +02:00
Stéphane Adjemian (Hermes) a5fd67ddf8 Set integration algorithm. 2016-06-23 14:30:02 +02:00
Stéphane Adjemian (Hermes) 67eb8f1902 Fixed typo introduced in previous commit. 2016-06-23 14:21:51 +02:00
Stéphane Adjemian (Hermes) 9a03b29a10 Added missing option for setting SEP order. 2016-06-23 14:05:41 +02:00
Stéphane Adjemian (Hermes) 32680efeed Added missing call to steady. 2016-06-23 13:59:50 +02:00
Stéphane Adjemian (Hermes) 8c1816bf11 Fixed initial condition issue.
Trigger the computation of the steady state.
2016-06-23 12:37:12 +02:00
Stéphane Adjemian (Hermes) 8cdf3dfb4a Fixed the number of quadrature nodes in rbc*.mod (3 instead of 5). 2016-06-23 11:57:09 +02:00
Stéphane Adjemian (Hermes) b1caeba9fa Added mod files for tensor base sep or order 0 to 5. 2016-06-23 11:57:09 +02:00
Stéphane Adjemian ce1ac9ebc2 Added missing Lagrange multiplier in Euler equation. 2016-06-21 07:52:19 +00:00
Stéphane Adjemian (Hermes) 2f9adec224 Fixed colours. 2016-06-21 00:07:21 +02:00
Stéphane Adjemian (Hermes) f7a5f36068 Added dynare as a submodule. 2016-06-20 08:11:51 +02:00
Stéphane Adjemian (Lupi) 6238770116 Updated .gitignore file. 2016-06-20 07:22:19 +02:00
Stéphane Adjemian (Lupi) 31fb02ef01 Changed calibration of delta...
And added commands for stochastic extended path.
2016-06-20 07:21:23 +02:00
Stéphane Adjemian (Charybdis) 92164bd842 Removed unused scripts (old PEA scripts). 2016-05-11 15:44:58 +02:00
Stéphane Adjemian (Charybdis) 050323ceb7 Use Hermite polynomials in PEA (rbc-simple). 2016-05-11 15:39:14 +02:00
Stéphane Adjemian (Charybdis) 5a932ecb6c Updated submodule. 2016-05-10 22:43:27 +02:00
Stéphane Adjemian (Charybdis) cae6c36278 Updated submodule (Hermite polynomials). 2016-05-10 16:41:47 +02:00
Stéphane Adjemian (Charybdis) c32a590115 Updated submodule. 2016-05-09 16:59:55 +02:00
Stéphane Adjemian (Charybdis) 664844c714 Added submodule (for global approximation routines). 2016-05-09 16:13:08 +02:00
Stéphane Adjemian (Charybdis) 88b1af1f7c Added mod files (rbcii). 2016-04-29 22:54:45 +02:00
Stéphane Adjemian (Charybdis) caefb3a6c5 Added missing mod file for PEA-1. 2016-04-29 22:52:17 +02:00
Stéphane Adjemian (Charybdis) 6ed585a3a3 Added PEA-3 in rbcii-simple. 2016-04-29 22:51:00 +02:00
Stéphane Adjemian (Charybdis) 5fbf944445 Initialize PEA-2 with PEA-1. 2016-04-29 22:50:22 +02:00
Stéphane Adjemian (Charybdis) 4b2b2b2592 Added loop to compute time series on last iteration. 2016-04-29 22:48:39 +02:00
Stéphane Adjemian (Charybdis) 1859d008a8 Changed timing.
Consistency with Dynare's timing.
2016-04-29 22:47:48 +02:00
Stéphane Adjemian (Charybdis) cc75416fcf PEA. Initialization with SEP time series. 2016-04-29 22:46:32 +02:00
Stéphane Adjemian(Charybdis) 983946ce19 Added mod file.
Generates SEP data for the report.
2016-04-29 22:19:10 +02:00
Stéphane Adjemian(Charybdis) d1f46ca698 Cosmetic change. 2016-04-29 22:12:52 +02:00
Stéphane Adjemian(Charybdis) 9efcc8a12a Added constrained/unconstrained consuptions and fixed bugs. 2016-04-29 22:12:01 +02:00
Stéphane Adjemian(Charybdis) 8905759731 Added RBC model with OBC on investment. 2016-04-22 16:01:46 +02:00
Stéphane Adjemian(Charybdis) a5c7bf50ea Addded routines for computing weigthing matrix.
DHM accuracy statistic use a long run covariance matrix estimate as a
weighting matrix.
2016-04-22 12:28:44 +02:00
Stéphane Adjemian(Charybdis) 496c727ae5 Updated .gitignore file. 2016-04-22 12:28:15 +02:00
Stéphane Adjemian(Charybdis) 5a8467b00e Added RBC model.
With CD technology.
2016-04-22 12:27:40 +02:00
Stéphane Adjemian(Charybdis) 460879ab2f Added matlab2tikz as a submodule. 2016-04-22 09:15:37 +02:00
Stéphane Adjemian(Charybdis) 16f4f520df Added two routines for PEA.
The first routine, pea_iteration, updates the reduced form parameters
using NLS regression. The second one, pea_objective, can be used to
identify the reduced form parameters by minimizing a quadratic
objective (formed with reduced form parameters variations).
2016-04-21 11:38:59 +02:00
Stéphane Adjemian(Charybdis) 7daad1c655 Removed endogenous lambda stuff.
Finally it is much safer to keep lambda constant across iterations.
2016-04-21 11:29:38 +02:00
Stéphane Adjemian(Charybdis) 33cdbe7ccc Fixed bug in PEA model.
Misplaced parenthesis.
2016-04-21 11:29:06 +02:00
Stéphane Adjemian(Charybdis) bf6fb93e17 Changed calibration in RBC model (with CES technology). 2016-04-21 11:28:11 +02:00
Stéphane Adjemian(Charybdis) 89c872f27e Updated .gitignore for files generated by pdflatex. 2016-04-13 10:01:23 +02:00
Stéphane Adjemian(Charybdis) 2200c37ce6 Added slides. 2016-04-13 09:58:53 +02:00
Stéphane Adjemian(Charybdis) c52b04b16f Added missing dynare configuration. 2016-04-07 14:40:48 +02:00
Stéphane Adjemian(Charybdis) 094888c21a Added noclearall option when calling dynare. 2016-04-07 14:10:57 +02:00
Stéphane Adjemian(Charybdis) 1a5810c9a8 Broke main script into small scripts.
For parallelization with a Makefile.
2016-04-07 13:06:06 +02:00
Stéphane Adjemian(Charybdis) 667811867f Improved portability of the project. 2016-04-06 17:34:08 +02:00
Stéphane Adjemian(Charybdis) 1932c40d2c Added SEP simulations, changed main script name. 2016-04-06 17:16:12 +02:00
Stéphane Adjemian(Charybdis) b3e25ccc99 Changed rule for adapting lambda. 2016-04-06 15:48:06 +02:00
Stéphane Adjemian(Charybdis) a3651a0340 Improved PEA solver...
By endogenizing the value of the lambda (the parameter controlling the
update the reduced form model for expectations).
2016-04-06 14:47:21 +02:00
Stéphane Adjemian(Charybdis) 9811faba01 Cosmetic changes. 2016-04-06 14:45:57 +02:00