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Added references for DSGE-VAR model. Fixed reference for Abramovitz and Stegun.

time-shift
Stéphane Adjemian (Charybdis) 2013-11-17 13:26:12 +01:00
parent 823ed85e8d
commit 09eb9a256a
1 changed files with 24 additions and 16 deletions
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@ -4752,22 +4752,22 @@ distribution of IRFs. The length of the IRFs are controlled by the
@code{irf} option. Results are stored in @code{oo_.PosteriorIRF.dsge}
(see below for a description of this variable)
@item dsge_var
Triggers the estimation of a DSGE-VAR model, where the weight of the
DSGE prior of the VAR model will be estimated. The prior on the
weight of the DSGE prior, @code{dsge_prior_weight}, must be defined in
the @code{estimated_params} section. NB: The previous method of
declaring @code{dsge_prior_weight} as a parameter and then placing it
in @code{estimated_params} is now deprecated and will be removed in a
future release of Dynare.
@item dsge_var = @var{DOUBLE}
@anchor{dsge_var}
Triggers the estimation of a DSGE-VAR model, where the weight of the
DSGE prior of the VAR model is calibrated to the value passed. NB: The
previous method of declaring @code{dsge_prior_weight} as a parameter
and then calibrating it is now deprecated and will be removed in a
future release of Dynare.
@anchor{dsge_var} Triggers the estimation of a DSGE-VAR model, where the
weight of the DSGE prior of the VAR model is calibrated to the value
passed (see @cite{Del Negro and Schorfheide (2004)}). NB: The previous method
of declaring @code{dsge_prior_weight} as a parameter and then
calibrating it is now deprecated and will be removed in a future release
of Dynare.
@item dsge_var
Triggers the estimation of a DSGE-VAR model, where the weight of the
DSGE prior of the VAR model will be estimated (as in @cite{Adjemian et alii
(2008)}). The prior on the weight of the DSGE prior,
@code{dsge_prior_weight}, must be defined in the @code{estimated_params}
section. NB: The previous method of declaring @code{dsge_prior_weight}
as a parameter and then placing it in @code{estimated_params} is now
deprecated and will be removed in a future release of Dynare.
@item dsge_varlag = @var{INTEGER}
@anchor{dsge_varlag} The number of lags used to estimate a DSGE-VAR
@ -10576,7 +10576,11 @@ internals --test particle/local_state_iteration
@itemize
@item
Milton Abramowitz, Irene A. Stegun (1964): ``Handbook of Mathematical Functions'', Courier Dover Publications
Abramowitz, Milton and Irene A. Stegun (1964): ``Handbook of Mathematical Functions'', Courier Dover Publications
@item
Adjemian, Stéphane, Matthieu Darracq Parriès and Stéphane Moyen (2008): ``Towards a monetary policy evaluation framework'',
@i{European Central Bank Working Paper}, 942
@item
Aguiar, Mark and Gopinath, Gita (2004): ``Emerging Market Business
@ -10624,6 +10628,10 @@ Christiano, Lawrence J., Mathias Trabandt and Karl Walentin (2011):
economy model,'' @i{Journal of Economic Dynamics and Control}, 35(12),
1999--2041
@item
Del Negro, Marco and Franck Schorfheide (2004): ``Priors from General Equilibrium Models for VARS'',
@i{International Economic Review}, 45(2), 643--673
@item
Dennis, Richard (2007): ``Optimal Policy In Rational Expectations
Models: New Solution Algorithms,'' @i{Macroeconomic Dynamics}, 11(1),