Also, regarding the upper and lower cholesky options, is the following output OK:
options_.ms.upper_cholesky;
options_.ms.lower_cholesky;
Thanks,
Houtan
Hello,
How should the following input be handled:
svar_identification;
exclusion lag 0;
equation 1, y, c;
equation 1, c, k;
end;
Should this be
1) Invalid. Stop execution and tell user why
2) Valid. Combine the Symbol List to be y, c, k
3) Valid. Overwrite Symbol List as c, k and warn user
I'm guessing 1), but just wanted to make sure everyone agrees.
Best,
HoutanOn Tue, Dec 1, 2009 at 10:29 AM, Michel Juillard <michel.juillard@ens.fr> wrote:I have updated SWZ in SVN to include changes that were already present in what I presented last week.
I have added to the wiki a detailed description of the interface for SVAR exclusion restriction in
http://www.dynare.org/DynareWiki/SvarExclusionInterface
the Qi and Ri matrices should be implemented by Houtan in the preprocessor. Karl and Stephane have just to write a small
identification/exclusions.m and identification/lower_cholesky.m
All the best,
Michel
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