Also, regarding the upper and lower cholesky options, is the following output OK: options_.ms.upper_cholesky; options_.ms.lower_cholesky;

Thanks, Houtan

On Wed, Dec 2, 2009 at 4:58 PM, houtan 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.frwrote:

...

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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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

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> 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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I get it now.

Thanks Michel, Junior

On Thu, Dec 3, 2009 at 3:38 PM, Michel Juillard michel.juillard@ens.frwrote:

Hi Junior,

When we write

svar_identification; exclusion lag 0; equation 1, y, c; end;

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.frmailto: michel.juillard@ens.fr> wrote:

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> <mailto: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
      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



          _______________________________________________
          Dev mailing list
          Dev@dynare.org <mailto:Dev@dynare.org>
   <mailto:Dev@dynare.org <mailto:Dev@dynare.org>>


          http://www.dynare.org/cgi-bin/mailman/listinfo/dev

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-- "You can never know everything", Lan said quietly, "and part of what you know is always wrong. Perhaps even the most important part. A portion of wisdom lies in knowing that. A portion of courage lies in going on anyway." Robert Jordan, Winter's Heart, Book IX of the Wheel of Time.

We have not succeeded in answering all of our problems. The answers we have found only serve to raise a whole set of new issues. In some ways we are as confused as ever, but we believe we are confused on a higher level and about more important things. (cited in Øksendal, 1985)

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