Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 573ce333)

big fix in diffuse filter initialization: incorrect mapping of observables...

See merge request !2106

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit 178e892e)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

big fix in diffuse filter initialization: incorrect mapping of observables when removing zero columns of T

(cherry picked from commit 81ba9524)

Port recent bugfixes to 5.x

See merge request !2102

Closes #1863

# Conflicts:
#	matlab/dynare_estimation_1.m

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit 03f93c53)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)

(cherry picked from commit b0ce054c)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit a1e0c35c)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
the option is valid for simul, smoother and likelihood.

(cherry picked from commit 2f236048)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit 6737d9f8)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit e31b3137)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

accept periodic solution in simulations ONLY IF two regimes differ by one period, to avoid pathological solutions.

We also do not check for periodicity when check ahead periods have been increased endogenously, again to avoid mis-identified periodicity.

Any other type of periodicity, is flagged as non-convergence with error code 313 (infinite loop of solutions).

(cherry picked from commit d0150997)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

if max_periods is set to finite number, enforce algorithm to check ahead ONLY until max_periods (i.e. when we want agents to be myopic beyond some future period)

(cherry picked from commit 2ccd3d4a)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

when performing stochastic simulations, check ahead periods may increase endogenously at some point for regimes very long in expectation. such longer check ahead periods may considerably slow down convergence in subsequent periods, so users may want to avoid this.

(cherry picked from commit 3765ef77)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 169985ae)

[skip ci]

[skip ci]

(cherry picked from commit 1a665fbd)

Adapted from the Contributor Covenant Code of Conduct version 2.1.

[skip ci]

(cherry picked from commit 293bf894)

Ref. !2097

(cherry picked from commit a3779e74)

(manually cherry picked from commit d4414fd4)

(manually cherry picked from commit d602453b)

(manually cherry picked from commit 1cb30856)

(cherry picked from commit 41710864)

Marco Ratto authored 2 years ago and Sébastien Villemot committed 2 years ago

with smoother_redux, factor out definition of nk to reconstruct filtered variables, and use a local variable nk (so options_.nk may remain empty).

(cherry picked from commit f8adfa3f)

Marco Ratto authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit bb9e45d0)

Marco Ratto authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 1a46c1dc)

Marco Ratto authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit eb416186)

Marco Ratto authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit ce21248e)

Marco Ratto authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit eb6f17e7)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 95a15815)

Preprocessor / use_dll: fix bug where operator abs() within a .mod file would return an incorrect result

Preprocessor bugfix: “relative_irf” option passed to “irf_calibration” was also passed to next command

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 5defbdeb)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

[skip CI]

(cherry picked from commit d5d3e906)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 563035d0)

Closes: #1865
(cherry picked from commit 1d721da9)