1. 17 Sep, 2020 1 commit
    • Stéphane Adjemian's avatar
      Merge remote-tracking branch 'Dynare/master' into enterprise · 248ad188
      Stéphane Adjemian authored
      Fixed conflicts in:
      
       - .gitlab-ci.yml
       - matlab/dynare_config.m
       - matlab/dynare_solve.m
       - matlab/initvalf.m
       - matlab/perfect-foresight-models/make_ex_.m
       - matlab/perfect-foresight-models/perfect_foresight_setup.m
       - mex/build/matlab/Makefile.am
       - mex/build/matlab/configure.ac
       - mex/build/octave/Makefile.am
       - mex/build/octave/configure.ac
       - mex/sources/Makefile.am
       - preprocessor
       - tests/Makefile.am
      248ad188
  2. 09 Sep, 2020 1 commit
  3. 08 Sep, 2020 1 commit
  4. 07 Sep, 2020 2 commits
  5. 04 Sep, 2020 3 commits
  6. 03 Sep, 2020 4 commits
  7. 02 Sep, 2020 1 commit
  8. 01 Sep, 2020 5 commits
  9. 05 Aug, 2020 1 commit
  10. 04 Aug, 2020 1 commit
  11. 30 Jul, 2020 4 commits
  12. 29 Jul, 2020 2 commits
  13. 28 Jul, 2020 1 commit
  14. 24 Jul, 2020 3 commits
    • Stéphane Adjemian's avatar
      Fixed bug introduced in edede274. · 579fb9e6
      Stéphane Adjemian authored
      579fb9e6
    • Stéphane Adjemian's avatar
      Updated preprocessor submodule. · 771055c0
      Stéphane Adjemian authored
      Fixes timing of target's growth rates in the expected term of the PAC
      equation (Model Consistent Expectation). All the growth rates were
      wrongly shifted backward by one period.
      771055c0
    • Stéphane Adjemian's avatar
      Make the detection of the target in PAC equation more robust. · edede274
      Stéphane Adjemian authored
      In a PAC equation, the error correction term must be written as:
      
      β×(yₜ₋₁-xₜ₋₁)
      
      where x is the endogenous variable determined by the equation and y
      the target for x. The ordering matters, if not respected the
      preprocessor wll not identify the error correction term (hence the
      target) and will throw an error. The target must be an endogenous
      variable or the log of an endogenous variable. For a more general
      target, ie an expression, one can create an auxiliary variable.
      
      We impose the ordering, target comes first in the error correction
      term, so that the stability condition is always β>0 (this constraint
      can be enforced when estimating the PAC equation).
      edede274
  15. 23 Jul, 2020 1 commit
  16. 22 Jul, 2020 2 commits
  17. 21 Jul, 2020 1 commit
  18. 17 Jul, 2020 6 commits