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Fix formatting problems introduced in 44fe31c7.

time-shift
Sébastien Villemot 2014-03-21 13:55:55 +01:00
parent 8186490a82
commit 59696026e9
1 changed files with 46 additions and 25 deletions
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doc/dynare.texi
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@ -6078,20 +6078,25 @@ such that:
where:
@itemize
@item @math{E} denotes the unconditional expectations operator;
@item
@math{E} denotes the unconditional expectations operator;
@item @math{\gamma} are parameters to be optimized. They must be elements
@item
@math{\gamma} are parameters to be optimized. They must be elements
of the matrices @math{A_1}, @math{A_2}, @math{A_3}, i.e. be specified as
parameters in the @code{params}-command and be entered in the
@code{model}-block;
@item @math{y} are the endogenous variables, specified in the
@item
@math{y} are the endogenous variables, specified in the
@code{var}-command, whose (co)-variance enters the loss function;
@item @math{e} are the exogenous stochastic shocks, specified in the
@item
@math{e} are the exogenous stochastic shocks, specified in the
@code{var_exo}-command;
@item @math{W} is the weighting matrix;
@item
@math{W} is the weighting matrix;
@end itemize
@ -6138,8 +6143,9 @@ used in the non-linear solver. Default: @code{1000}
@item tolf = @var{DOUBLE} Convergence criterion for termination based on
the function value. Iteration will cease when it proves impossible to
improve the function value by more than tolf. Default: @code{1e-7} @end
table
improve the function value by more than tolf. Default: @code{1e-7}
@end table
The value of the objective is stored in the variable
@code{oo_.osr.objective_function} and the value of parameters at the
@ -6152,11 +6158,13 @@ will be conducted at these values.
@end deffn
@anchor{osr_params} @deffn Command osr_params
@var{PARAMETER_NAME}@dots{}; This command declares parameters to be
optimized by @code{osr}. @end deffn
@anchor{osr_params}
@deffn Command osr_params @var{PARAMETER_NAME}@dots{};
This command declares parameters to be optimized by @code{osr}.
@end deffn
@anchor{optim_weights} @deffn Block optim_weights ;
@anchor{optim_weights}
@deffn Block optim_weights ;
This block specifies quadratic objectives for optimal policy problems
@ -6165,31 +6173,42 @@ matrix @math{W} used in the quadratic form of the objective function in
@code{osr}.
An element of the diagonal of the weight matrix is given by a line of the
form: @example @var{VARIABLE_NAME} @var{EXPRESSION}; @end example
form:
@example
@var{VARIABLE_NAME} @var{EXPRESSION};
@end example
An off-the-diagonal element of the weight matrix is given by a line of
the form: @example @var{VARIABLE_NAME}, @var{VARIABLE_NAME}
@var{EXPRESSION}; @end example
the form:
@example
@var{VARIABLE_NAME}, @var{VARIABLE_NAME} @var{EXPRESSION};
@end example
@end deffn
@examplehead
@example var y inflation r;
@example
var y inflation r;
varexo y_ inf_;
parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_
gamma_inf_;
parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ gamma_inf_;
delta = 0.44; kappa = 0.18; alpha = 0.48; sigma = -0.06;
delta = 0.44;
kappa = 0.18;
alpha = 0.48;
sigma = -0.06;
gammarr = 0; gammax0 = 0.2; gammac0 = 1.5; gamma_y_ = 8; gamma_inf_ = 3;
gammarr = 0;
gammax0 = 0.2;
gammac0 = 1.5;
gamma_y_ = 8;
gamma_inf_ = 3;
model(linear);
y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r -
inflation(+1)) + y_; inflation = alpha * inflation(-1) + (1-alpha) *
inflation(+1) + kappa*y + inf_; r =
gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - inflation(+1)) + y_;
inflation = alpha * inflation(-1) + (1-alpha) * inflation(+1) + kappa*y + inf_;
r = gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
end;
shocks;
@ -6209,12 +6228,14 @@ osr y;
@defvr {MATLAB/Octave variable} oo_.osr.objective_function
After an execution of the @code{osr} command, this variable contains the value of
the objective under optimal policy. @end defvr
the objective under optimal policy.
@end defvr
@defvr {MATLAB/Octave variable} oo_.osr.optim_params
After an execution of the @code{osr} command, this variable contains the value of parameters
at the optimum, stored in fields of the form
@code{oo_.osr.optim_params.@var{PARAMETER_NAME}}. @end defvr
@code{oo_.osr.optim_params.@var{PARAMETER_NAME}}.
@end defvr
@anchor{Ramsey}