stock parameters and small bug fix
git-svn-id: https://www.dynare.org/svn/dynare/trunk@2983 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
parent
e9a017b3fb
commit
2645113760
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@ -47,6 +47,7 @@ if ~isempty(estim_params_.var_exo)
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end
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end
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useautocorr = 1;
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useautocorr = 1;
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nlags = 3;
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nlags = 3;
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nparam = length(bayestopt_.name);
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if iload ==0,
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if iload ==0,
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@ -68,6 +69,7 @@ while iteration < SampleSize,
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[JJ, H, GAM] = getJJ(A, B, M_,oo_,options_,0,indx,indexo,bayestopt_.mf2,nlags,useautocorr);
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[JJ, H, GAM] = getJJ(A, B, M_,oo_,options_,0,indx,indexo,bayestopt_.mf2,nlags,useautocorr);
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siJ = abs(JJ(find(GAM),:).*(1./GAM(find(GAM))*params));
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siJ = abs(JJ(find(GAM),:).*(1./GAM(find(GAM))*params));
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siH = abs(H(find(abs(tau)>1.e-10),:).*(1./tau(find(abs(tau)>1.e-10))*params));
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siH = abs(H(find(abs(tau)>1.e-10),:).*(1./tau(find(abs(tau)>1.e-10))*params));
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stock_params(iteration,:) = params;
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if iteration ==1,
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if iteration ==1,
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siJmean = siJ./SampleSize;
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siJmean = siJ./SampleSize;
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siHmean = siH./SampleSize;
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siHmean = siH./SampleSize;
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@ -93,9 +95,11 @@ siJmean = siJmean./(max(siJmean')'*ones(size(params)));
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close(h)
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close(h)
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save([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', 'siHmean', 'siJmean')
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save([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', ...
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'siHmean', 'siJmean', 'stock_params')
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else
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else
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load([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', 'siHmean', 'siJmean')
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load([IdentifDirectoryName '/' M_.fname '_identif'], 'pdraws', 'idemodel', 'idemoments', ...
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'siHmean', 'siJmean', 'stock_params')
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end
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end
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disp_identification(pdraws, idemodel, idemoments)
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disp_identification(pdraws, idemodel, idemoments)
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@ -104,7 +108,7 @@ figure,
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myboxplot(siHmean)
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myboxplot(siHmean)
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set(gca,'ylim',[0 1])
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set(gca,'ylim',[0 1])
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set(gca,'xticklabel','')
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set(gca,'xticklabel','')
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for ip=1:length(params),
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for ip=1:nparam,
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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end
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title('Sensitivity in the model')
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title('Sensitivity in the model')
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@ -113,7 +117,7 @@ figure,
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myboxplot(siJmean)
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myboxplot(siJmean)
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set(gca,'ylim',[0 1])
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set(gca,'ylim',[0 1])
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set(gca,'xticklabel','')
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set(gca,'xticklabel','')
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for ip=1:length(params),
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for ip=1:nparam,
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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end
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title('Sensitivity in the moments')
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title('Sensitivity in the moments')
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@ -122,7 +126,7 @@ figure,
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myboxplot(idemodel.Mco')
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myboxplot(idemodel.Mco')
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set(gca,'ylim',[0 1])
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set(gca,'ylim',[0 1])
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set(gca,'xticklabel','')
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set(gca,'xticklabel','')
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for ip=1:length(params),
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for ip=1:nparam,
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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end
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title('Multicollinearity in the model')
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title('Multicollinearity in the model')
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@ -131,7 +135,7 @@ figure,
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myboxplot(idemoments.Mco')
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myboxplot(idemoments.Mco')
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set(gca,'ylim',[0 1])
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set(gca,'ylim',[0 1])
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set(gca,'xticklabel','')
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set(gca,'xticklabel','')
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for ip=1:length(params),
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for ip=1:nparam,
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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text(ip,-0.02,bayestopt_.name{ip},'rotation',90,'HorizontalAlignment','right','interpreter','none')
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end
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end
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title('Multicollinearity in the moments')
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title('Multicollinearity in the moments')
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