Hi Junior,
When we writeend;
svar_identification;
exclusion lag 0;
equation 1, y, c;
we mean that in equation 1 the coefficients of y and c are equal to zero.
I think that we agree but write all the restrictions for a single equation on the same line
Best
Michel
Junior Maih wrote:
The more I think about it, the more i think the first variable is redundant. How about a simpler interface like
svar_identification;
exclusion lag 0;
equation 1, c;
equation 1, k;
end;
The example above says that c and k do not enter the first equation at lag 0.
We also could have done it as I once suggested for more general linear restrictions:
&(1,c,0)=0
&(1,k,0)=0
but as long as the other approach does the job I am fine with it too.
Junior
On Thu, Dec 3, 2009 at 12:51 PM, Michel Juillard <michel.juillard@ens.fr <mailto:michel.juillard@ens.fr>> wrote:<mailto:houtanb@gmail.com> <mailto:houtanb@gmail.com
houtan wrote:
Also, regarding the upper and lower cholesky options, is the
following output OK:
almost:
options_.ms.upper_cholesky = 1;
options_.ms.lower_cholesky = 1;
the options are just variables, they must have a value
Best
Michel
Thanks,
Houtan
On Wed, Dec 2, 2009 at 4:58 PM, houtan <houtanb@gmail.com
<mailto:Dev@dynare.org <mailto:Dev@dynare.org>>
<mailto:houtanb@gmail.com>>> wrote:
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,
Houtan
On Tue, Dec 1, 2009 at 10:29 AM, Michel Juillard
<michel.juillard@ens.fr <mailto:michel.juillard@ens.fr>
<mailto:michel.juillard@ens.fr
<mailto: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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