Options for Bayesian IRF Matching in method_of_moments command
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added enhancement label
assigned to @sebastien
Why did you opt for
IRF_MATCHING_STOCH_SIMUL
? It does not strike me as a good name as there is no link to the specific command.Edited by Johannes PfeiferI was thinking about flexibility and possible extensions
IRF_MATCHING_PERFECT_FORESIGHT
,IRF_MATCHING_PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS
,IRF_MATCHING_EXTENDED_PATH
, etc. So this way, the users "know" which command is basically used to compute the IRFs.I am open for better suggestions of course!
Alternatively, we could add another option that takes values like "STOCH_SIMUL", "PERFECT_FORESIGHT", "PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS", "EXTENDED_PATH", "OCCBIN" and which then triggers the correct simulation in the MATLAB codes. In this way we could re-use this for SMM as well, because SMM can be used with all the other simulations as well (for GMM we would restrict to allow only perturbation solutions, i.e. "STOCH_SIMUL").
Maybe "SIM_METHOD" or "SIMULATION_METHOD" would be a good name for this option?
Edited by Willi Mutschleradded 5 commits
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601d407f...6fde1b05 - 2 commits from branch
Dynare:master
- dc025edd - Remove unused option zero_moments_tolerance
- 84db172e - Save options_mom_ to results.mat
- b9304e7b - new options for Bayesian irf matching in method of moments
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601d407f...6fde1b05 - 2 commits from branch
added 1 commit
- 7450435d - new options for Bayesian irf matching in method of moments
- Resolved by Willi Mutschler
@sebastien Is it okay to have both
<INITIAL>stoch_simul {BEGIN DYNARE_STATEMENT; return token::STOCH_SIMUL;}
and
<DYNARE_STATEMENT>stoch_simul {return token::STOCH_SIMUL;}
added 5 commits
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7450435d...3ec8c0d2 - 2 commits from branch
Dynare:master
- 0072134b - Remove unused option zero_moments_tolerance
- ebfc7d20 - Save options_mom_ to results.mat
- 4bc8b9af - new options for Bayesian irf matching in method of moments
Toggle commit list-
7450435d...3ec8c0d2 - 2 commits from branch
added 11 commits
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4bc8b9af...5104759b - 8 commits from branch
Dynare:master
- 6ec1ece0 - Remove unused option zero_moments_tolerance
- 346d0b19 - Save options_mom_ to results.mat
- 8f43c6a5 - new options for Bayesian irf matching in method of moments
Toggle commit list-
4bc8b9af...5104759b - 8 commits from branch
- Resolved by Willi Mutschler
- Resolved by Willi Mutschler
added 13 commits
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8f43c6a5...dec60b25 - 9 commits from branch
Dynare:master
- d714b2cb - Remove unused option zero_moments_tolerance
- a2a63428 - Save options_mom_ to results.mat
- 37ac4035 - Add options and checks for Bayesian IRF matching
- 960c1563 - Reorder IRF matching options alphabetically
Toggle commit list-
8f43c6a5...dec60b25 - 9 commits from branch
mentioned in merge request dynare!2191 (merged)