Commit 0ec30956 authored by Houtan Bastani's avatar Houtan Bastani
Browse files

add irf_shocks option to estimation

parent 6bc294aa
......@@ -3760,6 +3760,7 @@ in @code{estimated_params} is now deprecated and will be removed in a
future release of Dynare.
@item dsge_var = @var{DOUBLE}
@anchor{dsge_var}
Triggers the estimation of a DSGE-VAR model, where the weight of the
DSGE prior of the VAR model is calibrated to the value passed. NB: The
previous method of declaring @code{dsge_prior_weight} as a parameter
......@@ -3856,6 +3857,10 @@ this covariance matrix. Default is @code{1}.
@item irf = @var{INTEGER}
@xref{irf}. Only used if @ref{bayesian_irf} is passed.
@item irf_shocks = ( @var{VARIABLE_NAME} [[,] @var{VARIABLE_NAME} @dots{}] )
@xref{irf_shocks}. Only used if @ref{bayesian_irf} is passed. Cannot be used
with @ref{dsge_var}.
@item aim_solver
@xref{aim_solver}.
@end table
......
......@@ -287,10 +287,17 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct)
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Fill in mod_file_struct.dsge_var_calibrated
it = options_list.num_options.find("dsge_var");
if (it != options_list.num_options.end())
mod_file_struct.dsge_var_calibrated = it->second;
// Ensure that irf_shocks & dsge_var have not both been passed
if (options_list.symbol_list_options.find("irf_shocks") != options_list.symbol_list_options.end())
{
cerr << "The irf_shocks and dsge_var options may not both be passed to estimation." << endl;
exit(EXIT_FAILURE);
}
else
// Fill in mod_file_struct.dsge_var_calibrated
mod_file_struct.dsge_var_calibrated = it->second;
// Fill in mod_file_struct.dsge_var_estimated
OptionsList::string_options_t::const_iterator it_str = options_list.string_options.find("dsge_var");
......
......@@ -1191,6 +1191,7 @@ estimation_options : o_datafile
| o_selected_variables_only
| o_conditional_variance_decomposition
| o_cova_compute
| o_irf_shocks
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
......
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