#108: Create an interface for DSGE-Var --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Needs an option of estimation, which takes a value: - if the value is numeric, means that the weight of the DSGE prior is calibrated to that value - if the value is a string, means that this weight is estimated as this given parameter
Also needs an option for number of lags.
See: http://www.dynare.org/DynareWiki/DsgeVar
#108: Create an interface for DSGE-Var ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------
Comment(by stepan):
The preprocessor should issue an error message if
* bayesian_irf option is used and the number of structural innovations is not equal to the number of observed variables.
* if the number of structural innovations is less than the number of observed variables.
#108: Create an interface for DSGE-Var ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: enhancement | Status: assigned Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by houtanb):
* owner: sebastien => houtanb * status: new => assigned
#108: Create an interface for DSGE-Var ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: enhancement | Status: accepted Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by houtanb):
* status: assigned => accepted
#108: Create an interface for DSGE-Var ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: enhancement | Status: accepted Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------
Comment(by sebastien):
Interface implemented in 3aaccc59e3589ded4b036dbc71a7c850205ca095.
Still needs to be documented in the reference manual.
#108: Create an interface for DSGE-Var ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: enhancement | Status: closed Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by houtanb):
* status: accepted => closed * resolution: => fixed
Comment:
Reference manual updated in df5f28c08fef655cbd74a62ad633e90b6e9d5d70
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Trac Dynare