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Stéphane Adjemian
dynare
Commits
f210ffa3
Verified
Commit
f210ffa3
authored
1 year ago
by
Willi Mutschler
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method_of_moments: add irf_matching to print_info_on_estimation_settings
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20ec0a6c
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matlab/+mom/print_info_on_estimation_settings.m
+18
-6
18 additions, 6 deletions
matlab/+mom/print_info_on_estimation_settings.m
with
18 additions
and
6 deletions
matlab/+mom/print_info_on_estimation_settings.m
+
18
−
6
View file @
f210ffa3
function
print_info_on_estimation_settings
(
options_mom_
,
number_of_estimated_parameters
)
% print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters)
function
print_info_on_estimation_settings
(
options_mom_
,
number_of_estimated_parameters
,
doBayesianEstimation
)
% print_info_on_estimation_settings(options_mom_, number_of_estimated_parameters
, doBayesianEstimation
)
% -------------------------------------------------------------------------
% Print information on the method of moments estimation settings to the console
% -------------------------------------------------------------------------
% INPUTS
% options_mom_ [struct] options for the method of moments estimation
% number_of_estimated_parameters [integer] number of estimated parameters
% doBayesianEstimation [boolean] true if the estimation is Bayesian
% -------------------------------------------------------------------------
% OUTPUT
% No output, just displays the chosen settings
...
...
@@ -35,7 +36,7 @@ function print_info_on_estimation_settings(options_mom_, number_of_estimated_par
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
fprintf
(
'\n---------------------------------------------------\n'
)
;
fprintf
(
'\n---------------------------------------------------\n'
)
if
strcmp
(
options_mom_
.
mom
.
mom_method
,
'SMM'
)
fprintf
(
'Simulated method of moments with'
);
elseif
strcmp
(
options_mom_
.
mom
.
mom_method
,
'GMM'
)
...
...
@@ -51,7 +52,16 @@ if strcmp(options_mom_.mom.mom_method,'SMM') || strcmp(options_mom_.mom.mom_meth
fprintf
(
'\n - penalized estimation using deviation from prior mean and weighted with prior precision'
);
end
end
if
strcmp
(
options_mom_
.
mom
.
mom_method
,
'IRF_MATCHING'
)
if
doBayesianEstimation
fprintf
(
'Bayesian Impulse Response Function Matching with'
);
else
fprintf
(
'Frequentist Impulse Response Function Matching with'
);
end
if
~
isempty
(
options_mom_
.
mom
.
irf_matching_file
.
name
)
fprintf
(
'\n - irf_matching_file: %s'
,[
options_mom_
.
mom
.
irf_matching_file
.
path
filesep
options_mom_
.
mom
.
irf_matching_file
.
name
'.m'
]);
end
end
for
i
=
1
:
length
(
options_mom_
.
optimizer_vec
)
if
i
==
1
str
=
'- optimizer (mode_compute'
;
...
...
@@ -108,10 +118,10 @@ for i = 1:length(options_mom_.optimizer_vec)
end
end
if
options_mom_
.
order
>
0
fprintf
(
'\n - stochastic simulations with perturbation order: %d'
,
options_mom_
.
order
)
;
fprintf
(
'\n - stochastic simulations with perturbation order: %d'
,
options_mom_
.
order
)
end
if
options_mom_
.
order
>
1
&&
options_mom_
.
pruning
fprintf
(
' (with pruning)'
)
;
fprintf
(
' (with pruning)'
)
end
if
strcmp
(
options_mom_
.
mom
.
mom_method
,
'GMM'
)
||
strcmp
(
options_mom_
.
mom
.
mom_method
,
'SMM'
)
if
strcmp
(
options_mom_
.
mom
.
mom_method
,
'GMM'
)
&&
options_mom_
.
mom
.
analytic_standard_errors
...
...
@@ -120,6 +130,8 @@ if strcmp(options_mom_.mom.mom_method,'GMM') || strcmp(options_mom_.mom.mom_meth
fprintf
(
'\n - standard errors: numerical derivatives'
);
end
fprintf
(
'\n - number of matched moments: %d'
,
options_mom_
.
mom
.
mom_nbr
);
elseif
strcmp
(
options_mom_
.
mom
.
mom_method
,
'IRF_MATCHING'
)
fprintf
(
'\n - number of matched irfs: %d'
,
options_mom_
.
mom
.
mom_nbr
);
end
fprintf
(
'\n - number of parameters: %d'
,
number_of_estimated_parameters
);
fprintf
(
'\n\n'
);
\ No newline at end of file
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