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v4: adding prior_analysis. Only forecasts for the time being 

git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1072 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
michel 2006-11-14 20:57:32 +00:00
parent f34a6fa016
commit 501814b441
2 changed files with 30 additions and 0 deletions
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function prior_analysis(var_list)
% function prior_analysis(var_list)
% performs stochastic simulations for value of parameters drawn from
% the prior
% INPUTS:
% var_list: list of variable names for which results are requested
% OUTPUTS:
% none
% ALGORITHM
% uses antithetic draws for the shocks
%
% SPECIAL REQUIREMENTS
% None.
%
% part of DYNARE, copyright S. Adjemian, M. Juillard (2006)
% Gnu Public License.
global M_ options_ oo_ estim_params_ bayestopt_
old_options = options_;
if options_.replic == 0;
options_.replic = 1000;
options_.order = 1;
end
if options_.forecast
forcst_unc(oo_.endo_simul(:,1:M_.maximum_lag),var_list);
end
options_ = old_options;