diff --git a/doc/manual/source/bibliography.rst b/doc/manual/source/bibliography.rst index 32dc24f8e..21ee1c6cc 100644 --- a/doc/manual/source/bibliography.rst +++ b/doc/manual/source/bibliography.rst @@ -24,7 +24,7 @@ Bibliography * Collard, Fabrice and Michel Juillard (2001a): “Accuracy of stochastic perturbation methods: The case of asset pricing models,” *Journal of Economic Dynamics and Control*, 25, 979–999. * Collard, Fabrice and Michel Juillard (2001b): “A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Non-Linear Phillips Curve,” *Computational Economics*, 17, 125–139. * Corana, Angelo, M. Marchesi, Claudio Martini, and Sandro Ridella (1987): “Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm”, *ACM Transactions on Mathematical Software*, 13(3), 262–280. -* Cuba-Borda, Pablo, Luca Guerrieri, and Matteo Iacoviello (2019): "Likelihood evaluation of models with occasionally binding constraints", Journal of Applied Econometrics, 34(7), 1073-1085 +* Cuba-Borda, Pablo, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong (2019): "Likelihood evaluation of models with occasionally binding constraints", Journal of Applied Econometrics, 34(7), 1073-1085 * Del Negro, Marco and Frank Schorfheide (2004): “Priors from General Equilibrium Models for VARs”, *International Economic Review*, 45(2), 643–673. * Dennis, Richard (2007): “Optimal Policy In Rational Expectations Models: New Solution Algorithms”, *Macroeconomic Dynamics*, 11(1), 31–55. * Duffie, Darrel and Kenneth J. Singleton (1993): “Simulated Moments Estimation of Markov Models of Asset Prices”, *Econometrica*, 61(4), 929-952. diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst index b8bd7d89e..151415fc2 100644 --- a/doc/manual/source/the-model-file.rst +++ b/doc/manual/source/the-model-file.rst @@ -4712,7 +4712,7 @@ Occasionally binding constraints (OCCBIN) Dynare allows simulating models with up to two occasionally-binding constraints by relying on a piecewise linear solution as in *Guerrieri and Iacoviello (2015)*. It also allows estimating such models employing either the inversion filter of -*Cuba-Borda, Guerrieri, and Iacoviello (2019)* or the piecewise Kalman filter of +*Cuba-Borda, Guerrieri, Iacoviello, and Zhong (2019)* or the piecewise Kalman filter of *Giovannini, Pfeiffer, and Ratto (2021)*. To trigger computations involving occasionally-binding constraints requires @@ -4953,7 +4953,7 @@ All of these elements are discussed in the following. .. option:: likelihood_inversion_filter - Employ the inversion filter of *Cuba-Borda, Guerrieri, and Iacoviello (2019)* when estimating + Employ the inversion filter of *Cuba-Borda, Guerrieri, Iacoviello, and Zhong (2019)* when estimating the model. Default: not enabled. .. option:: likelihood_piecewise_kalman_filter @@ -4967,7 +4967,7 @@ All of these elements are discussed in the following. .. option:: smoother_inversion_filter - Employ the inversion filter of *Cuba-Borda, Guerrieri, and Iacoviello (2019)* when running the + Employ the inversion filter of *Cuba-Borda, Guerrieri, Iacoviello, and Zhong (2019)* when running the smoother. Default: not enabled. .. option:: smoother_piecewise_kalman_filter diff --git a/license.txt b/license.txt index 1a9501b9a..979419e10 100644 --- a/license.txt +++ b/license.txt @@ -29,7 +29,7 @@ Files: matlab/+occbin/IVF_core.m matlab/+occbin/match_function.m Copyright: none License: public-domain-inversion-filter - Original authors: Pablo Cuba-Borda, Luca Guerrieri, and Matteo Iacoviello + Original authors: Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong Original file downloaded from: http://www.lguerrieri.com/jae-replication.zip Adapted for Dynare by Dynare Team. @@ -38,7 +38,7 @@ License: public-domain-inversion-filter However the authors would appreciate acknowledgement of the source by citation of any of the following papers: . - Pablo Cuba-Borda, Luca Guerrieri, and Matteo Iacoviello (2019): "Likelihood evaluation of models + Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong (2019): "Likelihood evaluation of models with occasionally binding constraints", Journal of Applied Econometrics, 34(7), 1073-1085 Files: matlab/+occbin/make_chart.m diff --git a/matlab/+occbin/IVF_core.m b/matlab/+occbin/IVF_core.m index 8ca5d16be..31e56e3c0 100644 --- a/matlab/+occbin/IVF_core.m +++ b/matlab/+occbin/IVF_core.m @@ -19,7 +19,7 @@ function [filtered_errs, resids, Emat, stateval, error_code] = IVF_core(M_,oo_,o % - obs [T by N_obs] observed data % - init_val [N by 1] initial value of endogenous variables -% Original authors: Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello and Molin Zhong +% Original authors: Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong % Original file downloaded from: % http://www.lguerrieri.com/jae-replication.zip % Adapted for Dynare by Dynare Team. @@ -28,7 +28,7 @@ function [filtered_errs, resids, Emat, stateval, error_code] = IVF_core(M_,oo_,o % However the authors would appreciate acknowledgement of the source by % citation of any of the following papers: % -% Pablo Cuba-Borda, Luca Guerrieri, and Matteo Iacoviello (2019): "Likelihood evaluation of models +% Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong (2019): "Likelihood evaluation of models % with occasionally binding constraints", Journal of Applied Econometrics, % 34(7), 1073-1085 diff --git a/matlab/+occbin/match_function.m b/matlab/+occbin/match_function.m index 316c24d5e..959f3c3c2 100644 --- a/matlab/+occbin/match_function.m +++ b/matlab/+occbin/match_function.m @@ -28,7 +28,7 @@ function [resids, grad, state_out, E, M_, out] = match_function(err_0, obs_list, % However the authors would appreciate acknowledgement of the source by % citation of any of the following papers: % -% Pablo Cuba-Borda, Luca Guerrieri, and Matteo Iacoviello (2019): "Likelihood evaluation of models +% Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong (2019): "Likelihood evaluation of models % with occasionally binding constraints", Journal of Applied Econometrics, % 34(7), 1073-1085