Skip to content
Snippets Groups Projects
Select Git revision
  • e4c803d0db09bb0a78d1593330db18a89a23aab6
  • master default protected
  • 6.x protected
  • madysson
  • 5.x protected
  • asm
  • time-varying-information-set
  • 4.6 protected
  • dynare_minreal
  • dragonfly
  • various_fixes
  • 4.5 protected
  • clang+openmp
  • exo_steady_state
  • declare_vars_in_model_block
  • julia
  • error_msg_undeclared_model_vars
  • static_aux_vars
  • slice
  • aux_func
  • penalty
  • 6.4 protected
  • 6.3 protected
  • 6.2 protected
  • 6.1 protected
  • 6.0 protected
  • 6-beta2 protected
  • 6-beta1 protected
  • 5.5 protected
  • 5.4 protected
  • 5.3 protected
  • 5.2 protected
  • 5.1 protected
  • 5.0 protected
  • 5.0-rc1 protected
  • 4.7-beta3 protected
  • 4.7-beta2 protected
  • 4.7-beta1 protected
  • 4.6.4 protected
  • 4.6.3 protected
  • 4.6.2 protected
41 results

matlab

  • Clone with SSH
  • Clone with HTTPS
    • Michel Juillard's avatar
    fixed issues with estimation of non-stationary models. Option lik_init=2
    MichelJuillard authored 
    is contradictory with diffuse_filter or unit_root_variables
declaration. Models with non-stationary variables, but only stationary
observed variables need diffuse_filter option and make a useless call
to kalman_filter_d (this seems better than trying to distinguish these
rare cases)
    e4c803d0
    History
    Michel Juillard's avatar e4c803d0
    History
    Name Last commit Last update
    ..
    @dynDate
    @dynDates
    @dynSeries
    @dynTime
    AIM
    distributions
    gensylv
    gsa
    kalman
    kronecker
    missing
    ms-sbvar
    parallel
    partial_information
    particle
    qz
    utilities
    AHessian.m
    CheckPath.m
    CutSample.m
    DsgeLikelihood.m
    DsgeLikelihood_hh.m
    DsgeSmoother.m
    DsgeVarLikelihood.m
    GetAllPosteriorDraws.m
    GetOneDraw.m
    GetPosteriorParametersStatistics.m
    MakeAllFigures.m
    McMCDiagnostics.m
    McMCDiagnostics_core.m
    PlotPosteriorDistributions.m
    PosteriorFilterSmootherAndForecast.m
    PosteriorIRF.m
    PosteriorIRF_core1.m
    PosteriorIRF_core2.m
    ReshapeMatFiles.m
    Tracing.m
    UnivariateSpectralDensity.m
    adaptive_metropolis_hastings.m
    add_auxiliary_variables_to_steadystate.m
    autoregressive_process_specification.m
    bfgsi.m
    bicgstab_.m
    bksup0.m
    bksup1.m
    bksupk.m
    block_bytecode_mfs_steadystate.m
    block_mfs_steadystate.m
    bseastr.m
    bvar_density.m
    bvar_forecast.m
    bvar_irf.m
    bvar_toolbox.m
    bytecode_steadystate.m
    check.m
    check_list_of_variables.m
    check_model.m
    check_name.m
    check_posterior_analysis_data.m
    check_prior_analysis_data.m
    compute_mh_covariance_matrix.m
    compute_model_moments.m
    compute_moments_varendo.m
    conditional_variance_decomposition.m
    conditional_variance_decomposition_mc_analysis.m
    convertAimCodeToInfo.m
    correlation_mc_analysis.m
    cosn.m
    covariance_mc_analysis.m
    csminit1.m
    csminwel1.m
    csolve.m
    datatomfile.m
    dcompare.m
    discretionary_policy.m
    discretionary_policy_1.m
    discretionary_policy_engine.m
    disp_dr.m
    disp_identification.m
    disp_model_summary.m
    disp_moments.m
    disp_steady_state.m
    disp_th_moments.m
    display_conditional_variance_decomposition.m
    dr1.m
    dr_block.m
    draw_prior_density.m
    dsample.m
    dsge_posterior_kernel.m
    dsge_simulated_theoretical_conditional_variance_decomposition.m
    dsge_simulated_theoretical_correlation.m
    dsge_simulated_theoretical_covariance.m
    dsge_simulated_theoretical_variance_decomposition.m
    dsgevar_posterior_density.m
    dy_date.m
    dyn2vec.m
    dyn_diag_vech.m
    dyn_ramsey_static.m
    dyn_unvech.m
    dyn_vech.m