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Account for initial values when making conditional forecasts #692

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merged 5 commits into from Jul 20, 2015

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commented Jul 17, 2014

  • Closes #655
  • Implements unit test
  • Saves distribution of controlled exogenous variables
  • Adds information that the full path of constrained variables must be specified
  • Fixes bug in dyn_forecast where initial conditions and not the steady state computed from initial conditions was used as the starting point.
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commented Dec 8, 2014

@MichelJuillard I fixed the part with histval. I now follow the manual which only allows using histval and not initval to set initial conditions for forecasting.

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commented Feb 25, 2015

@MichelJuillard Any news on this?

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commented May 10, 2015

@MichelJuillard Sorry for bothering you again, but it's been almost a year now and this was on top of the priority list.

Johannes Pfeifer added some commits Jul 16, 2014

Take care of more requested plot periods than unconditional forecast …
…periods

Also takes care of initial period that was neglected
Account for initial values when making conditional forecasts
- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
Fix bug in dyn_forecast.m where forecasts after an initval block wher…
…e computed at the initial values and not at the steady state

This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.

@JohannesPfeifer JohannesPfeifer force-pushed the JohannesPfeifer:imcforecast branch from 4818ed1 to fe221bb Jun 8, 2015

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commented Jun 8, 2015

I did the rebase. As this is one of the oldest open issues, I would appreciate if we could pull this soon.

MichelJuillard added a commit that referenced this pull request Jul 20, 2015

Merge pull request #692 from JohannesPfeifer/imcforecast
 Account for initial values when making conditional forecasts

@MichelJuillard MichelJuillard merged commit ce3dc06 into DynareTeam:master Jul 20, 2015

@JohannesPfeifer JohannesPfeifer deleted the JohannesPfeifer:imcforecast branch Jul 20, 2015

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