1. 19 Mar, 2019 1 commit
  2. 06 Mar, 2019 1 commit
    • Sébastien Villemot's avatar
      Minor simplifications in the lexers · bd7a1f4b
      Sébastien Villemot authored
      In particular, no need to put both upper and lower case letters in the
      patterns, since the lexer is case-insensitive.
      
      The only simplification that we do not perform is removing the quoting of
      single quotes (i.e. replacing \' by '), since it confuses the C++ mode of
      Emacs.
      bd7a1f4b
  3. 18 Feb, 2019 1 commit
  4. 29 Nov, 2018 1 commit
  5. 28 Nov, 2018 1 commit
  6. 15 Nov, 2018 1 commit
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  8. 28 Sep, 2018 1 commit
  9. 13 Sep, 2018 1 commit
  10. 05 Sep, 2018 1 commit
  11. 29 Aug, 2018 1 commit
  12. 17 Aug, 2018 1 commit
  13. 07 Aug, 2018 1 commit
  14. 02 Aug, 2018 1 commit
    • Sébastien Villemot's avatar
      New var_expectation_model statement and re-design of var_expectation operator · f3c2a1bf
      Sébastien Villemot authored
      Given a previously declared var_model, the var_expectation_model statement is
      used to declare a way of forming expectations with this VAR (possibly using a
      finite or infinite discounted sum). The var_expectation operator now takes a
      single argument, the name of the var_expectation_model.
      
      For the moment, this only works when the var_model is using equations
      explicitly declared in the model block.
      f3c2a1bf
  15. 31 Jul, 2018 2 commits
  16. 14 Jun, 2018 1 commit
  17. 04 Jun, 2018 1 commit
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  20. 15 Feb, 2018 1 commit
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  22. 06 Feb, 2018 1 commit
  23. 12 Jan, 2018 2 commits
  24. 06 Oct, 2017 2 commits
  25. 05 Oct, 2017 1 commit
  26. 30 Aug, 2017 1 commit
  27. 28 Aug, 2017 1 commit
  28. 14 Jun, 2017 1 commit
  29. 16 May, 2017 1 commit
  30. 10 May, 2017 2 commits
  31. 27 Apr, 2017 1 commit
  32. 26 Apr, 2017 1 commit
  33. 14 Apr, 2017 1 commit
  34. 04 Apr, 2017 1 commit
  35. 03 Apr, 2017 1 commit
    • Stéphane Adjemian (Charybdis)'s avatar
      Added option nonlinear_filter_initialization. · f9a803f4
      Stéphane Adjemian (Charybdis) authored
      Default value is 1 (initialization with the ergodic variance of the reduced
      form solution of the model approximated at order one).
      
      If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
      which select an identity matrix for the initial covariance matrix of the state variables.
      
      A side effect of this option is to temporarily change the value of options_.qz_criterium to
      a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
      model has unit roots and if the and if the option
      nonlinear_filter_initialization has a value less than 3, the evaluation of the
      likelihood will fail, because by default the unit root is counted as an
      unstable root.
      f9a803f4
  36. 31 Mar, 2017 1 commit