Skip to content
Snippets Groups Projects
Select Git revision
  • 365fb27f3d48ed208332a52f0f96e255f54c2dd4
  • master default protected
  • pac_composite_target_mce
  • ramsey_k_order
  • 4.6
  • occbin
  • uop
  • rework_pac
  • aux_vars_fix
  • created_preprocessor_repo
10 results

src

  • Clone with SSH
  • Clone with HTTPS
  • Forked from Dynare / preprocessor
    800 commits behind the upstream repository.
    Sébastien Villemot's avatar
    Sébastien Villemot authored
    As the name implies, this option allows contemporaneous variables on the RHS.
    
    The A0 matrix for contemporaneous variables is added as a second (optional)
    output to the generated var_ar.m file. Note that for reduced-form VAR, this
    matrix will be the identity.
    
    Also, the user is now allowed to write the VAR models in a more flexible form:
    the LHS must still be a single variable, but the RHS can be an arbitrary
    expression (as long as it is linear, obviously). Internally, the preprocessor
    now uses derivation to compute the coefficients of the AR and A0. This change
    applies to both reduced-form and structural VAR models.
    
    Ref. dynare#1785
    365fb27f
    History