[skip ci]

(cherry picked from commit 35a8d230)

Willi Mutschler authored 11 months ago and Sébastien Villemot committed 11 months ago

(cherry picked from commit 1d86e8d2)

Johannes Pfeifer authored 11 months ago and Sébastien Villemot committed 11 months ago

Prevents crash

(cherry picked from commit b9d069da)

Johannes Pfeifer authored 11 months ago and Sébastien Villemot committed 11 months ago

Occurs with e.g. one shock only for heteroskedastic_filter

(cherry picked from commit 8b7420c7)

(manually cherry picked from commit 840d938f)

[skip ci]

(cherry picked from commit 240c0eb0)

Johannes Pfeifer authored 11 months ago and Sébastien Villemot committed 11 months ago

🐛 disp_moments.m: fix crash in variance decomposition with measurement errors when zero variance shocks are present

(cherry picked from commit 8b703bb4)

Johannes Pfeifer authored 11 months ago and Sébastien Villemot committed 11 months ago

(cherry picked from commit 407def27)

(cherry picked from commit 25ffd847)

Normann Rion authored 11 months ago and Sébastien Villemot committed 11 months ago

Fix `simult_.m` to call specialized simulation codes for order <= 3 instead of `k_order_simul` whenever possible

(manually cherry picked from commit 03064501)

The test condition was incorrect (though this was probably harmless).

Also the error message related to oo_.dr.ghu was incorrect.

(cherry picked from commit cc289468)

(manually cherry picked from commit 9f65299d)

By symlinking ~/.MathWorks to /dev/null, MATLAB is unable to copy and launch
the ServiceHost binary, which seems to cause lockups. See for example:
https://git.dynare.org/Dynare/dynare/-/jobs/62558
https://git.dynare.org/Dynare/dynare/-/jobs/62547

(cherry picked from commit 18131492)

(cherry picked from commit 1f2c9076)

(cherry picked from commit 9337d792)

(cherry picked from commit 3e949567)

Stéphane Adjemian authored 1 year ago and Stéphane Adjemian committed 1 year ago

Bug fix in PAC/MCE expectation with cherrypick (was only affecting PAC models with transformed variables).

(cherry picked from commit 5f0ffdbe)

Stéphane Adjemian authored 1 year ago and Stéphane Adjemian committed 1 year ago

The RHS of the equation was not acknowledging the user provided name
for the auxiliary variable.

(cherry picked from commit e6a27ddb)

(cherry picked from commit c71f6a7a)

(cherry picked from commit 47590c92)

Closes: #1927
(cherry picked from commit 1fedaa22)

Johannes Pfeifer authored 1 year ago and Sébastien Villemot committed 1 year ago

warning_config.m should only be called once in dynare.m

(cherry picked from commit f4b61997)

[skip ci]

(cherry picked from commit 32e93022)

[skip ci]

(cherry picked from commit 92a2b7f4)

[skip ci]

(cherry picked from commit 5292ced4)

The initial guess was set to the solution, so the algorithms would really be
tested.

(cherry picked from commit 1f0422b6)

(cherry picked from commit 9a557165)

(cherry picked from commit 2b9c76f4)

The method Evaluate::getCurrentBlockEndogenous() would always return an empty
vector, because of a weirdness in FBEGINBLOCK class (after deserialization, the
latter has “variables” member unset and the corresponding data is instead store
in “Block_Contain_”).

On the master branch, the problem has been solved differently (the weirdness in
the FBEGINBLOCK class has been removed).

Function Interpreter::check_for_controlled_exo_validity() would give incorrect
results because the sconstrained_extended_path structure was containing 1-based
variable indices (it is expecting 0-based ones).

(cherry picked from commit 9d3c3917)

Johannes Pfeifer authored 1 year ago and Sébastien Villemot committed 1 year ago

(cherry picked from commit addfced3)

(cherry picked from commit 2e8ced89)

Replaced

         ᵐ                              ᵐ⁻¹ ᵐ⁻¹
  Zₜ = - ∑  𝛼ᵢ 𝛽ⁱ⁺¹ Zₜ₊ᵢ + A(1) [ 𝛥 yₜ + ∑   ∑   𝛼ⱼ₊₁𝛽ʲ⁺¹𝛥 yₜ₊ₖ ]
        ᵢ₌₁                             ₖ₌₁ ⱼ₌ₖ

by

         ᵐ                              ᵐ⁻¹ ᵐ⁻¹
  Zₜ = - ∑  𝛼ᵢ 𝛽ⁱ⁺¹ Zₜ₊ᵢ + A(1) [ 𝛥 yₜ - ∑   ∑   𝛼ⱼ₊₁𝛽ʲ⁺¹𝛥 yₜ₊ₖ ]
        ᵢ₌₁                             ₖ₌₁ ⱼ₌ₖ

Also:

 - Added comments and comparison with the formula in Brayton et alii (2000),
 - Removed unused input argument,
 - Removed unused variables.

(cherry picked from commit 798b5601)

(cherry picked from commit 0e867ef7)

Was crashing if the PAC target was composite.

(cherry picked from commit de8298c7)

🐛 Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy

The formula used to create the scenario in subsequent informational periods was
wrong.

See also message of commit c3d91d5c.

(cherry picked from commit c6c906a1)

(cherry picked from commit 03cb9894)

(manually cherry picked from commit 702cf507)

Johannes Pfeifer authored 1 year ago and Sébastien Villemot committed 1 year ago

(cherry picked from commit 21965eb7)