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Dóra Kocsis
dynare
Commits
0ec30956
Commit
0ec30956
authored
Jul 12, 2011
by
Houtan Bastani
Browse files
add irf_shocks option to estimation
parent
6bc294aa
Changes
3
Hide whitespace changes
Inline
Side-by-side
doc/dynare.texi
View file @
0ec30956
...
...
@@ -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
...
...
preprocessor/ComputingTasks.cc
View file @
0ec30956
...
...
@@ -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"
);
...
...
preprocessor/DynareBison.yy
View file @
0ec30956
...
...
@@ -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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