1. 23 Jul, 2021 2 commits
  2. 22 Jul, 2021 4 commits
  3. 21 Jul, 2021 14 commits
  4. 20 Jul, 2021 4 commits
  5. 16 Jul, 2021 2 commits
  6. 13 Jul, 2021 6 commits
  7. 09 Jul, 2021 1 commit
  8. 08 Jul, 2021 2 commits
    • Sébastien Villemot's avatar
      New “structural” option to “var_model” · 365fb27f
      Sébastien Villemot authored
      As the name implies, this option allows contemporaneous variables on the RHS.
      
      The A0 matrix for contemporaneous variables is added as a second (optional)
      output to the generated var_ar.m file. Note that for reduced-form VAR, this
      matrix will be the identity.
      
      Also, the user is now allowed to write the VAR models in a more flexible form:
      the LHS must still be a single variable, but the RHS can be an arbitrary
      expression (as long as it is linear, obviously). Internally, the preprocessor
      now uses derivation to compute the coefficients of the AR and A0. This change
      applies to both reduced-form and structural VAR models.
      
      Ref. dynare#1785
      365fb27f
    • Sébastien Villemot's avatar
  9. 07 Jul, 2021 1 commit
  10. 06 Jul, 2021 3 commits
  11. 01 Jul, 2021 1 commit