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.frwrote:
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: 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
- Invalid. Stop execution and tell user why
- Valid. Combine the Symbol List to be y, c, k
- 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> 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 _______________________________________________ Dev mailing list Dev@dynare.org <mailto:Dev@dynare.org> http://www.dynare.org/cgi-bin/mailman/listinfo/dev
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