v4 tests: added BVAR examples

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1374 ac1d8469-bf42-47a9-8791-bf33cf982152

tests/bvar_a_la_sims/bvar_and_dsge.mod

@@ -0,0 +1,30 @@
+var dx dy;
+varexo e_x e_y;
+
+parameters rho_x rho_y;
+
+rho_x = 0.5;
+rho_y = -0.3;
+
+model;
+dx = rho_x*dx(-1)+e_x;
+dy = rho_y*dy(-1)+e_y;
+end;
+
+estimated_params;
+rho_x,NORMAL_PDF,0.5,0.1;
+rho_y,NORMAL_PDF,-0.3,0.1;
+stderr e_x,INV_GAMMA_PDF,0.01,inf;
+stderr e_y,INV_GAMMA_PDF,0.01,inf;
+end;
+
+varobs dx dy;
+
+check;
+
+estimation(datafile = test, mh_replic = 1200, mh_jscale = 1.3,
+           first_obs = 9);
+
+bvar_density 8;
+
+bvar_forecast(forecast = 10, bvar_replic = 2000, nobs = 200) 8;

tests/bvar_a_la_sims/bvar_standalone.mod

@@ -0,0 +1,7 @@
+var dx dy;
+varobs dx dy;
+
+bvar_density(datafile = test, first_obs = 20, bvar_prior_flat,
+             bvar_prior_train = 10) 8;
+
+bvar_forecast(forecast = 10, bvar_replic = 10000, nobs = 200) 8;