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v0.1.33

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@github-actions github-actions released this 08 Jan 09:38
· 94 commits to main since this release

MacroModelling v0.1.33

Diff since v0.1.32

  • implemented inversion filter to allow estimation of nonlinear models, filter shocks and variables
  • nonlinear conditional forecasting
  • occasionally binding constraints (OBC) in nonlinear models
  • plot_solution of OBC models
  • more extensive testing (of estimation codes) across versions and OSs
  • better errors when solving a model
  • more type stable code
  • get_loglikelihood supersedes calculate_kalman_filter_loglikelihood
  • more robust translation to and from dynare mod files

Merged pull requests:

Closed issues:

  • Installation error at the latest Juila 1.10 (#62)
  • plot_irf gives unexpected results (#65)