Since the introduction of the --burn option (in Dynare++ shipped with Dynare
4.3.0), the IRFs reported by Dynare++ were wrong.

The IRFs are computed using a generalized IRF method: the result is
the (average) difference between a simulation with shock and a simulation
without shock. The problem was that the two simulations were not using the same
starting point.

Closes #1634

(manually cherry-picked from 8698b4c5)

Fixes 4.5

See merge request Dynare/dynare!1640

Wenddy SHu authored 6 years ago and Stéphane Adjemian committed 6 years ago

(cherry picked from commit 163c904b)

The criterium was previously incorrectly applied to the square absolute value
of eigenvalues. Rather apply it to the absolute value itself (as now done in
Dynare).

Ref #1632

(manually cherry picked from commit 8ebcd7ca)

fix crashes of the expand interactive mode of shock decomp plots, requiring to store and use more info on the plot itself

fixed bug with non-increasing time declarations of moment restrictions. Modified example to get more sensible graph of ACF.

substitute leads/lags appropriately when identification or sensitivity statements are present. #1631

Effective cherry pick of preprocessor@4c71d143

The criterium was previously incorrectly applied to the square absolute value of
eigenvalues. Rather apply it to the absolute value itself (as done in
mjdgges.m and the AIM solver).

Closes #1632

(cherry picked from commit dcac7992)

We rather rely on the Gitlab setting that prevents some runners from accepting
jobs without tags.

(cherry picked from commit 540e3c2c)

(cherry picked from commit 17f45464)

(cherry picked from commit d727e8ab)

(manually cherry-picked from fa039b8c4197cbc385c4baa10aca7f520de5cfb6)

(cherry picked from commit 981e2e24)

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

We already used a variable called offset

(cherry picked from commit b615d2d7)

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

(cherry picked from commit f947a31b)

Identification strength: make plotting consistent

See merge request !1633

1. Rely on actually computed standard deviations in bayestopt_ instead of potentially unset estim_params_
2. Remove arbitrary normalizations/omitted normalization in case of division by 0 in normalization
3. Distinguish between 0 identification and division by 0 due to normalization in plots

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

(manually cherry picked from commit 30361ccb)

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

(cherry picked from commit 02291357)

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

This reverts commit a5b97a28.

(cherry picked from commit 09a166f4)

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

Related to Dynare/dynare@a5b97a28 that needs to be reverted

(manually cherry picked from commit c1b0bb5e)

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

Prevents erroneously relying on stale parameters from M.params (thanks to Tom Holden); closes #1627

(manually cherry picked from commit c16c2fb8)

Johannes Pfeifer authored 6 years ago and Sébastien Villemot committed 6 years ago

(cherry picked from commit bb1642b5)

Re #1490.

(manually cherry picked from commit 331a2739)

Adapted from 50a09a68, but keeping C++03
compatibility.

(cherry picked from commit d3c618e8)

Also fix a bug in isrow (it was not checking the rank of the array).

(cherry picked from commit ce49cd95)

(cherry picked from commit 7b546ba6)

Stéphane Adjemian authored 7 years ago and Sébastien Villemot committed 6 years ago

(cherry picked from commit afbac2e8)

See #1602

(manually cherry-picked from d686275da142e2d1e1afcdb32785c25f25b5a5a7)

This commit was breaking the detection of slicot. My understanding is that
autoconf is not able to deal with spaces in paths, hence Windows users have not
choice but to use the 8.3 notation for MATLAB location.

This reverts commit 4ab79c55.

(cherry picked from commit 40362789)

(cherry picked from commit 4ab79c55)

(cherry picked from commit 625d824b)

(cherry picked from commit 7d7409be)