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Dóra Kocsis
dynare
Commits
99da257e
Commit
99da257e
authored
Oct 12, 2011
by
Sébastien Villemot
Browse files
Merge remote-tracking branch 'houtanb/master'
parents
2b37eae3
4c1fe625
Changes
38
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matlab/ms-sbvar/ms_irf.m
View file @
99da257e
function
[
options_
,
oo_
]
=
ms_irf
(
varlist
,
M_
,
options_
,
oo_
)
%function
ms_irf(
)
% M
S-
SBVAR Impulse Response Function
function
[
options_
,
oo_
]
=
ms_irf
(
varlist
,
M_
,
options_
,
oo_
)
%
function
[options_, oo_]=ms_irf(varlist, M_, options_, oo_
)
% M
arkov-switching
SBVAR
:
Impulse Response Function
%
% INPUTS
% varlist: (chararray) list of selected endogenous variables
...
...
matlab/ms-sbvar/ms_mardd.m
View file @
99da257e
...
...
@@ -6,6 +6,23 @@ function ms_mardd(options_)
%
%
Tao
Zha
,
September
1999.
Quick
revisions
,
May
2003.
Final
revision
,
September
2004.
%
Copyright
(
C
)
2011
Dynare
Team
%
%
This
file
is
part
of
Dynare
.
%
%
Dynare
is
free
software
:
you
can
redistribute
it
and
/
or
modify
%
it
under
the
terms
of
the
GNU
General
Public
License
as
published
by
%
the
Free
Software
Foundation
,
either
version
3
of
the
License
,
or
%
(
at
your
option
)
any
later
version
.
%
%
Dynare
is
distributed
in
the
hope
that
it
will
be
useful
,
%
but
WITHOUT
ANY
WARRANTY
;
without
even
the
implied
warranty
of
%
MERCHANTABILITY
or
FITNESS
FOR
A
PARTICULAR
PURPOSE
.
See
the
%
GNU
General
Public
License
for
more
details
.
%
%
You
should
have
received
a
copy
of
the
GNU
General
Public
License
%
along
with
Dynare
.
If
not
,
see
<
http
://
www
.
gnu
.
org
/
licenses
/>.
msstart2
%
start
the
program
in
which
everyhting
is
initialized
through
msstart2
.
m
if
~
options
_.
ms
.
indxestima
warning
(
'
'
)
...
...
matlab/ms-sbvar/ms_sbvar_setup.m
View file @
99da257e
function
ms_sbvar_setup
(
options_
)
%function ms_sbvar_setup()
%
function ms_sbvar_setup(
options_
)
% does the general file initialization for ms sbvar
%
% INPUTS
...
...
matlab/ms-sbvar/ms_simulation.m
View file @
99da257e
function
[
options_
,
oo_
]
=
ms_simulation
(
M_
,
options_
,
oo_
)
%function
ms_simulation(
)
% M
S Sbvar
Simulation
%
function
[options_, oo_]=ms_simulation(M_, options_, oo_
)
% M
arkov-switching SBVAR:
Simulation
%
% INPUTS
% M_: (struct) model structure
...
...
matlab/ms-sbvar/ms_variance_decomposition.m
View file @
99da257e
function
[
options_
,
oo_
]
=
ms_variance_decomposition
(
M_
,
options_
,
oo_
)
%function ms_variance_decomposition()
% M
S-
SBVAR Variance Decomposition
%
function
[options_, oo_]=
ms_variance_decomposition(
M_, options_, oo_
)
% M
arkov-switching
SBVAR
:
Variance Decomposition
%
% INPUTS
% M_: (struct) model structure
...
...
matlab/ms-sbvar/ms_write_markov_file.m
View file @
99da257e
function
ms_write_markov_file
(
fname
,
options
)
function
ms_write_markov_file
(
fname
,
options
)
% function ms_write_markov_file(fname, options)
%
% INPUTS
% fname: (string) name of markov file
% options: (struct) options
%
% OUTPUTS
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n_chains
=
length
(
options
.
ms
.
ms_chain
);
nvars
=
size
(
options
.
varobs
,
1
);
...
...
matlab/ms-sbvar/ms_write_mhm_input.m
View file @
99da257e
function ms_write_mhm_input(fname,options_ms)
function
ms_write_mhm_input
(
fname
,
options_ms
)
% function ms_write_mhm_input(fname, options_ms)
%
% INPUTS
% fname: (string) filename
% options_ms: (struct) options
%
% OUTPUTS
% none
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
fh
=
fopen
(
fname
,
'w'
);
...
...
matlab/ms-sbvar/msstart2.m
View file @
99da257e
...
...
@@ -12,6 +12,23 @@
%
% February 2004
% Copyright (C) 2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% ** ONLY UNDER UNIX SYSTEM
%path(path,'/usr2/f1taz14/mymatlab')
...
...
matlab/ms-sbvar/msstart_setup.m
View file @
99da257e
%function []= msstart_setup(options_)
% Copyright (C) 2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
% ** ONLY UNDER UNIX SYSTEM
%path(path,'/usr2/f1taz14/mymatlab')
...
...
matlab/ms-sbvar/plot_ms_forecast.m
View file @
99da257e
function
plot_ms_forecast
(
M_
,
options_
,
forecast
,
title_
,
save_graph_formats
,
TeX
)
% function
[] =
plot_ms_forecast(
forecast,names
)
% function plot_ms_forecast(
M_,options_,forecast,title_,save_graph_formats,TeX
)
% plots the forecast from the output from a ms-sbvar
%
% INPUTS
...
...
matlab/ms-sbvar/plot_ms_irf.m
View file @
99da257e
function
plot_ms_irf
(
M_
,
options_
,
irf
,
names
,
title_
,
varlist
)
% function
[] =
plot_ms_irf(irf,names)
% function plot_ms_irf(
M_, options_,
irf,
names
, title_, varlist
)
% plots the impulse responses from the output from a ms-sbvar
%
% INPUTS
...
...
matlab/ms-sbvar/plot_ms_probabilities.m
View file @
99da257e
function
plot_ms_probabilities
(
computed_probabilities
,
options_
)
% function plot_ms_probabilities(computed_probabilities)
% function plot_ms_probabilities(computed_probabilities
, options_
)
% Plots the regime probablities for each graph
%
% INPUTS
...
...
matlab/ms-sbvar/plot_ms_variance_decomposition.m
View file @
99da257e
function
plot_ms_variance_decomposition
(
M_
,
options_
,
vd
,
title_
,
graph_save_formats
,
...
TeX
,
varargin
)
function
plot_ms_variance_decomposition
(
M_
,
options_
,
vd
,
title_
,
graph_save_formats
,
TeX
,
varargin
)
% function plot_ms_variance_decomposition(M_, options_, vd, title_, graph_save_formats,
TeX, varargin)
% plot the variance decomposition of shocks
%
% Inputs
...
...
matlab/ms-sbvar/set_file_tags.m
View file @
99da257e
function
[
options_
]
=
set_file_tags
(
options_
)
%function set_file_tags()
%
function
[options_]=
set_file_tags(
options_
)
% Sets the appropriate file tags for first type of mex function
%
% INPUTS
...
...
matlab/ms-sbvar/set_ms_estimation_file.m
View file @
99da257e
function
[
options_
,
oo_
]
=
set_ms_estimation_file
(
file_tag
,
options_
,
oo_
)
%function set_ms_estimation_file()
%
function
[options_, oo_]=
set_ms_estimation_file(
file_tag, options_, oo_
)
% Set options_.ms.free_param_file based on user input
%
% INPUTS
...
...
matlab/ms-sbvar/set_ms_simulation_file.m
View file @
99da257e
function
options_
=
set_ms_simulation_file
(
options_
)
%function set_ms_simulation_file()
%
function
options_=
set_ms_simulation_file(
options_
)
% Set options_.ms.mh_file based on user input
%
% INPUTS
...
...
preprocessor/DynareBison.yy
View file @
99da257e
...
...
@@ -161,7 +161,7 @@ class ParsingDriver;
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE SIMULATION_FILE_TAG FILE_TAG
%token NO_ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER NO_CREATE_INIT
%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR
%token FILTERED_PROBABILITIES
FILTERED
REAL_TIME_SMOOTHED
%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED
%token PROPOSAL_TYPE PROPOSAL_UPPER_BOUND PROPOSAL_LOWER_BOUND PROPOSAL_DRAWS USE_MEAN_CENTER
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
%token CONVERGENCE_STARTING_VALUE CONVERGENCE_ENDING_VALUE CONVERGENCE_INCREMENT_VALUE
...
...
preprocessor/DynareFlex.ll
View file @
99da257e
...
...
@@ -326,7 +326,6 @@ string eofbuff;
<DYNARE_STATEMENT>file_tag {return token::FILE_TAG;};
<DYNARE_STATEMENT>no_create_init {return token::NO_CREATE_INIT;};
<DYNARE_STATEMENT>simulation_file_tag {return token::SIMULATION_FILE_TAG;};
<DYNARE_STATEMENT>filtered {return token::FILTERED;}
<DYNARE_STATEMENT>horizon {return token::HORIZON;}
<DYNARE_STATEMENT>no_error_bands {return token::NO_ERROR_BANDS;}
<DYNARE_STATEMENT>error_band_percentiles {return token::ERROR_BAND_PERCENTILES;}
...
...
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