- 12 Oct, 2011 1 commit
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MichelJuillard authored
generates <fname>_steadystate2.m returning parameters as well in case they have been modified by the user. Added several test cases.
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- 18 Sep, 2011 2 commits
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MichelJuillard authored
This reverts commit 8dc6b78d.
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MichelJuillard authored
intialize_dataset()
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- 14 Sep, 2011 1 commit
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Stéphane Adjemian authored
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- 13 Sep, 2011 1 commit
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Houtan Bastani authored
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- 31 May, 2011 1 commit
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Houtan Bastani authored
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- 30 May, 2011 3 commits
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Houtan Bastani authored
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Houtan Bastani authored
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MichelJuillard authored
MS-SBVAR: added automatic saving of graphs in <mod_name>/Output; added possibility to select endogenous variables for IRF plots; updated plot functions.
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- 24 May, 2011 1 commit
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MichelJuillard authored
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- 20 May, 2011 1 commit
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Houtan Bastani authored
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- 13 May, 2011 2 commits
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Houtan Bastani authored
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Jacob Smith authored
Adding Mex Functionality to work with new MS-SBVAR Code, includes Forecasting,IRF,Variance Decomposition, Plotting and new global settings
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- 10 May, 2011 1 commit
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Stéphane Adjemian authored
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- 06 May, 2011 1 commit
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Stéphane Adjemian authored
Added the possibility to initialize the estimated parameters to the prior mode instead of the (default) prior mean.
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- 24 Mar, 2011 1 commit
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MichelJuillard authored
removing useless 'd' output argument from the Kalman smoother functions. Removed global initialization of options_.diffuse_d. Fixed minor bugs in Kalman smoother functions.
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- 13 Mar, 2011 1 commit
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MichelJuillard authored
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- 10 Feb, 2011 1 commit
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Michel Juillard authored
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- 09 Feb, 2011 1 commit
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Michel Juillard authored
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- 04 Feb, 2011 1 commit
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Sébastien Villemot authored
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- 13 Jan, 2011 1 commit
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Michel Juillard authored
Initialize estim_params_ in global_estimation.m. Necessary for smoothing models with no estimated parameters.
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- 23 Dec, 2010 1 commit
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Michel Juillard authored
qz_criterium = 1+1e-6 - stoch_simul - osr - check - dynare_estimation_1 with lik_init =2 or 3 qz_criterium = 1+1e-6 for dynare_estimation_1 with lik_init = 1 This correct a bug in estimation and computation of the posterior distribution of moments of endogenous variables when the priors permit roots too close to 1.
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- 08 Dec, 2010 1 commit
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Michel Juillard authored
added choice of parameter set to shock_decomposition. This corrects a bug when shock_decomposition is requested after Metropolis iterations.
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- 26 Nov, 2010 2 commits
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Stéphane Adjemian (Charybdis) authored
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Stéphane Adjemian (Charybdis) authored
Added a routine for setting the random number generator and the seed, independantly of the version of matlab. Removed the calls to rand('state',x) in simult.m and added a test file. Still need to adapt the routines related to mcmc and swz.
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- 15 Nov, 2010 1 commit
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Stéphane Adjemian (Charybdis) authored
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag (--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and A_times_B_kronecker_C dlls accordingly.
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- 08 Oct, 2010 1 commit
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Marco Ratto authored
1) safe management of remote folder; 2) shh scp (and windows equivalent) commands are concentrated in the master; 3) management of remote crashes; 4) begin building option to interrupt remote processes; 5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
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- 01 Sep, 2010 1 commit
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Stéphane Adjemian (Scylla) authored
for the jumping distribution).
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- 25 Jun, 2010 1 commit
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Stéphane Adjemian (Scylla) authored
textbar (as in Octave). The user has to set options_.console_mode before the estimation command. Cosmetic changes in gmhmaxlik (mode_compute=6).
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- 22 Jun, 2010 1 commit
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Houtan Bastani authored
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- 25 May, 2010 1 commit
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Stéphane Adjemian (Charybdis) authored
(2) Speed improvement in second order simulations (replaced call to matlab's kron function by call to A_times_B_kronecker_C). (3) Removed useless globals. (4) Cosmetic changes and corrections on headers.
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- 27 Apr, 2010 1 commit
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Michel Juillard authored
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- 14 Apr, 2010 1 commit
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Sébastien Villemot authored
* give the possibility of calibrating measurement errors in the "shocks" blocks (only for observed endogenous variables) * M_.H is now initialized in the preprocessor * only one "varobs" statement is now accepted in a MOD file
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- 02 Apr, 2010 1 commit
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Michel Juillard authored
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- 23 Mar, 2010 1 commit
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Michel Juillard authored
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- 22 Mar, 2010 1 commit
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Michel Juillard authored
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- 15 Mar, 2010 1 commit
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Michel Juillard authored
- reverting part of last change to handling of Qi and Ri in ComputingTasks.cc: r is the number of lags present in the restrictions - fixing handling of Dirichlet option in mhm_input.dat. This fixes the strange Signal messages when running C executables. - fix path in test_upper_cholesky.mod
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- 10 Mar, 2010 1 commit
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Michel Juillard authored
- added tests - fixed various bugs - modified initial values Still unfinished
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- 15 Feb, 2010 1 commit
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Sébastien Villemot authored
Cosmetic changes: converted files to Unix end-of-line convention + fixed copyright notices and dates
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- 12 Feb, 2010 1 commit
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Marco Ratto authored
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