Merge branch 'forecast' of git.dynare.org:JohannesPfeifer/dynare

Ref. !2319

matlab/@dprior/admissible.m

@@ -133,7 +133,7 @@ try
     for i = 1:ndraws
         draw = o.draw();
         if ~o.admissible(draw)
-            error()
+            error('problem in admissible')
         end
     end
     t(1) = true;

matlab/distributions/mode_and_variance_to_mean.m

@@ -177,8 +177,7 @@ if (distribution==4)% Beta distribution
     if length(idx)>1
         error('Multiplicity of solutions for the beta distribution specification.')
     elseif isempty(idx)
-        disp('No solution for the beta distribution specification. You should reduce the variance.')
-        error();
+        error('No solution for the beta distribution specification. You should reduce the variance.')
     end
     alpha = real_roots(idx);
     beta = ((1-m)*alpha+2*m-1)/m;

matlab/estimation/dsge_simulated_theoretical_correlation.m

@@ -44,6 +44,5 @@ if strcmpi(type,'posterior')
 elseif strcmpi(type,'prior')
     CorrFileNumber = length(dir([M_.dname '/prior/moments/' M_.fname '_PriorCorrelations*']));
 else
-    disp('dsge_simulated_theoretical_correlation:: Unknown type!');
-    error()
+    error('dsge_simulated_theoretical_correlation:: Unknown type!');
 end

matlab/estimation/dsge_simulated_theoretical_covariance.m

@@ -44,8 +44,7 @@ elseif strcmpi(type,'prior')
     CheckPath('prior/moments',M_.dname);
     posterior = 0;
 else
-    disp('dsge_simulated_theoretical_covariance:: Unknown type!')
-    error();
+    error('dsge_simulated_theoretical_covariance:: Unknown type!')
 end
 
 %delete old stale files before creating new ones

matlab/estimation/dsge_simulated_theoretical_variance_decomposition.m

@@ -46,8 +46,7 @@ elseif strcmpi(type,'prior')
     CheckPath('prior/moments',M_.dname);
     posterior = 0;
 else
-    disp('dsge_simulated_theoretical_variance_decomposition:: Unknown type!')
-    error()
+    error('dsge_simulated_theoretical_variance_decomposition:: Unknown type!')
 end
 
 %delete old stale files before creating new ones

matlab/stochastic_solver/simultxdet.m

@@ -9,14 +9,18 @@ function [y_,int_width,int_width_ME]=simultxdet(y0,ex,ex_det, iorder,var_list,M_
 %    ex_det:    matrix of deterministic exogenous shocks, starting at period 1-M_.maximum_lag
 %    iorder:    order of approximation
 %    var_list:  list of endogenous variables to simulate
-%   int_width_ME:distance between upper bound and
-%                mean forecast when considering measurement error
+%    M_:        Dynare model structure
+%    oo_:       Dynare results structure
+%    options_:  Dynare options structure
+%
 % OUTPUTS:
 %   yf:          mean forecast
 %   int_width:   distance between upper bound and
 %                mean forecast
 %   int_width_ME:distance between upper bound and
 %                mean forecast when considering measurement error
+%   int_width_ME:distance between upper bound and
+%                mean forecast when considering measurement error
 %
 % The forecast horizon is equal to size(ex, 1).
 % The condition size(ex,1)+M_.maximum_lag=size(ex_det,1) must be verified
@@ -118,6 +122,8 @@ elseif iorder == 2
         end
         k1 = k1+1;
     end
+else
+    error('simultxdet.m: order>2 not supported.')
 end
 
 [A,B] = kalman_transition_matrix(dr,nstatic+(1:nspred),1:nc);
@@ -132,7 +138,7 @@ sigma_y = 0;
 
 var_yf=NaN(iter,nvar); %initialize
 for i=1:iter
-    sigma_y1 = ghx1*sigma_y*ghx1'+sigma_u1;
+    sigma_y1 = ghx1*sigma_y*ghx1'+sigma_u1; %only valid at first order, needs to be fixed, see https://git.dynare.org/Dynare/dynare/-/issues/1940
     var_yf(i,:) = diag(sigma_y1)';
     if i == iter
         break

tests/write/example1.mod

@@ -84,6 +84,6 @@ end;
 
 verbatim;
   if ~isequal(M_.observed_exo_names, {'ey'; 'ex'})
-    error()
+    error('Arguments are not identical')
   end
 end;