Skip to content
Snippets Groups Projects
  1. Sep 09, 2024
  2. Sep 03, 2024
  3. Aug 17, 2024
  4. Jul 29, 2024
  5. Jul 15, 2024
  6. May 30, 2024
  7. Apr 22, 2024
  8. Mar 07, 2024
  9. Mar 01, 2024
  10. Feb 21, 2024
  11. Feb 17, 2024
  12. Jan 22, 2024
  13. Jan 19, 2024
  14. Jan 03, 2024
  15. Dec 21, 2023
  16. Dec 13, 2023
  17. Dec 07, 2023
  18. Nov 28, 2023
    • Sébastien Villemot's avatar
      Fix marginal linearization in the context of... · c3d91d5c
      Sébastien Villemot authored
      Fix marginal linearization in the context of perfect_foresight_with_expectation_errors_solver with homotopy
      
      If a solution corresponding to 100% of the shock can’t be found in the first
      informational period, marginal linearization will be performed to extrapolate a
      solution.
      
      However, in subsequent informational periods, this extrapolated solution cannot
      be used for the initial conditions of endogenous variables, because the initial
      conditions are not a true solution of the nonlinear model. For those subsequent
      informational periods, the correct approach is to compute the two solutions
      needed for marginal linearization using as initial conditions the values
      obtained in the same two solutions for the previous informational
      periods (stored as oo_.deterministic_simulation.{sim1,sim2}).
      c3d91d5c
  19. Nov 24, 2023
  20. Nov 22, 2023
  21. Nov 21, 2023
  22. Nov 17, 2023
  23. Nov 14, 2023
  24. Nov 10, 2023
  25. Nov 09, 2023
  26. Oct 23, 2023
  27. Oct 19, 2023
Loading