From 298506d7306aea49e0f7eeb816540f34a6ee3867 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Fri, 25 Jun 2010 11:49:16 +0200 Subject: [PATCH] DSGE-VAR: add entry in manual --- doc/manual.xml | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/doc/manual.xml b/doc/manual.xml index f3cff649d..a4bb52ff5 100644 --- a/doc/manual.xml +++ b/doc/manual.xml @@ -2867,6 +2867,18 @@ end; Triggers the computation of the posterior distribution of IRFs. The length of the IRFs are controlled by the option + + + Triggers the estimation of a DSGE-VAR model, where the prior density will be estimated. The prior density, dsge_prior_weight, must be defined in the estimated_params section. NB: The previous method of declaring dsge_prior_weight as a parameter and then placing it in estimated_params is now deprecated and will be removed in a future release of Dynare. + + + = DOUBLE + Triggers the estimation of a DSGE-VAR model, where the prior density is calibrated to the value passed. NB: The previous method of declaring dsge_prior_weight as a parameter and then calibrating it is now deprecated and will be removed in a future release of Dynare. + + + = INTEGER + The number of lags used to estimate a DSGE-VAR model. Default: 4. + Triggers the computation of the posterior distribution of the theoretical moments of the endogenous variables