1. 29 Jul, 2020 1 commit
  2. 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
  3. 23 Jul, 2020 1 commit
  4. 22 Jul, 2020 2 commits
  5. 13 Jul, 2020 1 commit
  6. 09 Jul, 2020 1 commit
    • Stéphane Adjemian's avatar
      Updated preprocessor submodule. · b737286b
      Stéphane Adjemian authored
      Allow empty shocks(overwrite) blocks, used to ensure that we do not
      accumulate shocks while considering a sequence of calls to the
      perfect foresight solver in a mod file.
      b737286b
  7. 08 Jul, 2020 3 commits
  8. 25 Jun, 2020 1 commit
  9. 24 Jun, 2020 1 commit
  10. 29 May, 2020 1 commit
  11. 26 May, 2020 1 commit
  12. 18 May, 2020 3 commits
  13. 15 May, 2020 1 commit
  14. 07 May, 2020 2 commits
  15. 06 May, 2020 2 commits
    • Stéphane Adjemian's avatar
      Pass dseries (saved in .mat or .m) to initval_file. · e41080fe
      Stéphane Adjemian authored
      Allows to pass a dseries object saved on disk in a .mat file or .m to
      initialize the paths for the endogenous variables and set the paths
      for the exogenous variables. It is not required to pass the auxiliary
      variables (automatically computed by initvalf routine), which is useful
      if the baseline comes from another model. In this case, the
      initval_file command or the datafile option of the
      perfect_foresight_setup command sets the value of periods (deduced
      from the number of observation in the dseries object and the number of
      lags/leads in the model).
      e41080fe
    • Stéphane Adjemian's avatar
      25663208
  16. 30 Apr, 2020 1 commit
  17. 09 Apr, 2020 1 commit
  18. 08 Apr, 2020 1 commit
  19. 06 Apr, 2020 2 commits
  20. 03 Apr, 2020 4 commits
  21. 02 Apr, 2020 3 commits
  22. 01 Apr, 2020 1 commit
  23. 31 Mar, 2020 2 commits
  24. 30 Mar, 2020 1 commit