1. 20 Jun, 2013 1 commit
  2. 12 Jun, 2013 1 commit
  3. 30 May, 2013 1 commit
  4. 17 May, 2013 1 commit
    • Johannes Pfeifer 's avatar
      Fix bug in dsge_likelihood for univariate_kalman_filter · 115b1623
      Johannes Pfeifer authored
      ÿÿÿ
      
      Lines 399-418 set the measurement covariance matrix and save it to H1.
      If it is diagonal, it is not recomputed again as
      correlated_errors_have_been_checked is 0. In that case, lines 654-675
      are not entered and univariate_kalman_filter tries to use the old H, but
      it was named H1 before, leading to a crash. Changing the name of the
      matrix H in lines 654-682 to H1 assures that univariate_kalman_filter
      uses the correctly updated matrix of the
      ~correlated_errors_have_been_checked and the previously computed H1 in
      the other cases.
      115b1623
  5. 02 May, 2013 1 commit
  6. 26 Apr, 2013 1 commit
  7. 18 Apr, 2013 1 commit
  8. 18 Mar, 2013 1 commit
  9. 17 Mar, 2013 1 commit
    • Johannes Pfeifer 's avatar
      Add endogenous priors · a090a7c3
      Johannes Pfeifer authored
      Add option and code for endogenous priors according to
      Christiano/Trabandt/Walentin 2011, JEDC. Still needs to be integrated to
      manual and pre-processor.
      a090a7c3
  10. 24 Oct, 2012 1 commit
  11. 01 Oct, 2012 2 commits
  12. 27 Sep, 2012 1 commit
  13. 26 Sep, 2012 1 commit
  14. 14 Sep, 2012 3 commits
  15. 28 Aug, 2012 1 commit
  16. 21 Aug, 2012 1 commit
  17. 06 Aug, 2012 1 commit
  18. 02 Aug, 2012 2 commits
  19. 05 Jul, 2012 1 commit
    • Marco Ratto's avatar
      Fix problem with models where steadystate files change parameter values. · ed4d3734
      Marco Ratto authored
      1) allow to compute derivatives starting from NUMERICAL derivatives of jacobian and steady state: this has a minor cost in accuracy and allow apply without errors identification and estimation with numerical derivatives;
      2) added trap in dynare_estimation_init: if steadystate changes param values, automaticly shifts to numerical derivs of jacoban and steady state +  analytic derivatives of all the rest;
      3) bug fixes for 2nd order derivatives w.r.t. model parameters;
      ed4d3734
  20. 04 Jul, 2012 1 commit
    • Stéphane Adjemian's avatar
      Removed prior_penalty in dsge_likelihood. · 379972d7
      Stéphane Adjemian authored
      If options_.prior_trunc is set to zero (the default is strictly positive) then prior_correction is infinite because the prior density is zero (this is not true for the uniform prior)... This does not help the optimizer. Even if we do not fall in this case (because options_.prior_trunc>0 or becuase only uniform priors are used for the bounded parameters) the meaning of this correction is unclear.
      379972d7
  21. 14 Jun, 2012 1 commit
  22. 11 Jun, 2012 1 commit
  23. 08 Jun, 2012 5 commits
  24. 07 Jun, 2012 1 commit
  25. 06 Jun, 2012 1 commit
  26. 31 May, 2012 1 commit
  27. 29 Apr, 2012 2 commits
  28. 20 Apr, 2012 1 commit
    • Ferhat's avatar
      - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and... · eed54fb0
      Ferhat authored
      - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
      - Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
      - Updates the reference manual
      eed54fb0
  29. 06 Mar, 2012 1 commit
  30. 22 Jan, 2012 2 commits