diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m index db7e15acb36402de3c353806e13345d9ae3bfdbb..1a6be4ad360321a828ffcb93bb8d3899e0694123 100644 --- a/matlab/global_initialization.m +++ b/matlab/global_initialization.m @@ -227,3 +227,54 @@ function global_initialization() % model evaluated using simulate.dll options_.bytecode = 0; + + + % SWZ SBVAR + options_.ms.freq = 1; + options_.ms.initial_subperiod = 1; + options_.ms.final_subperiod=4; + options_.ms.log_var = [ ]; + options_.ms.forecast = 1; + options_.ms.nlags = 1; + options_.ms.cross_restrictions = 0; + options_.ms.contemp_reduced_form = 0; + options_.ms.real_pseudo_forecast = 0; + options_.ms.bayesian_prior = 1; + options_.ms.dummy_obs = 0; + options_.ms.ncsk = 0; + options_.ms.nstd = 6; + options_.ms.ninv = 1000; + options_.ms.indxparr = 1; + options_.ms.indxovr = 0; + options_.ms.aband = 1; + options_.ms.indxap = 1; + options_.ms.apband = 1; + options_.ms.indximf = 1; + options_.ms.imfband = 1; + options_.ms.indxfore = 0; + options_.ms.foreband = 0; + options_.ms.indxgforhat = 1; + options_.ms.indxgimfhat = 1; + options_.ms.indxestima = 1; + options_.ms.indxgdls = 1; + options_.ms.cms =0; + options_.ms.ncms = 0; + options_.ms.eq_cms = 1; + options_.ms.cnum = 0; + options_.ms.banact = 1; + options_.ms.nstates = 2; + options_.ms.indxscalesstates = 0; + options_.ms.alpha = 1.0; + options_.ms.beta = 1.0; + options_.ms.gsig2_lmd = 50^2; + options_.ms.gsig2_lmdm = 50^2; + options_.ms.q_diag = 0.85; + options_.ms.flat_prior = 0; + options_.ms.create_initialization_file = 1; + options_.ms.estimate_msmodel = 1; + options_.ms.compute_mdd = 1; + options_.ms.compute_probabilities = 1; + options_.ms.print_draws = 1; + options_.ms.n_draws=1000; + options_.ms.thinning_factor=1; + options_.ms.proposal_draws = 100000;