v0.1.19

MacroModelling v0.1.19

Diff since v0.1.18

• fix generalised IRF
• fix plotting internals

v0.1.18

MacroModelling v0.1.18

Diff since v0.1.17

• fix bug with conditional forecast

v0.1.17

MacroModelling v0.1.17

Diff since v0.1.16

Merged pull requests:

• New filtering and smoothing functions (plot_model_estimates, get_shock_decomposition...) (#24) (@thorek1)
• Migrate from SnoopPrecompile to PrecompileTools (#25) (@timholy)
• Improve docs and estimation tutorial

v0.1.16

MacroModelling v0.1.16

Diff since v0.1.15

v0.1.15

MacroModelling v0.1.15

Diff since v0.1.14

• New function names to get steady state: SS, steady_state, SSS
• Faster load times: Plots, StatsPlots no longer loaded with package
• Added convenience functions for defining estimation priors

v0.1.14

MacroModelling v0.1.14

Diff since v0.1.13

• Improve solution plots
• Improve docs
• Improve tests
• Fix SSS
• add baseline RBC
• Improve LM custom solver

v0.1.13

MacroModelling v0.1.13

Diff since v0.1.10

• custom Levenberg-Marquardt type non stochastic steady state solver
• derivatives (forward autodiff) of higher order perturbation solutions -> stochastic steady state derivatives
• fixed model translation on Windows
• improved tests and clean up of internals
• faster load times due to precompilation

v0.1.12

MacroModelling v0.1.12

Diff since v0.1.11

v0.1.11

MacroModelling v0.1.11

Diff since v0.1.10

Merged pull requests:

• CompatHelper: bump compat for ImplicitDifferentiation to 0.3, (keep existing compat) (#18) (@github-actions[bot])
• improve load times (#19) (@thorek1)

v0.1.10

MacroModelling v0.1.10

Diff since v0.1.9

• implemented Binder and Pesaran (1997) first order solution method (quadratic iteration)
• better bounds checking
• better error messages for calibration equations in @parameters
• added NAWM EAUS (2008) model
• improved SS solver
• improved plot formatting for PlotlyJS -> Pluto
• model derivatives taken with Symbolics.jl instead of SymPy (up to 3x speedup)