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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: where:
@itemize @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 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 parameters in the @code{params}-command and be entered in the
@code{model}-block; @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; @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; @code{var_exo}-command;
@item @math{W} is the weighting matrix; @item
@math{W} is the weighting matrix;
@end itemize @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 @item tolf = @var{DOUBLE} Convergence criterion for termination based on
the function value. Iteration will cease when it proves impossible to the function value. Iteration will cease when it proves impossible to
improve the function value by more than tolf. Default: @code{1e-7} @end improve the function value by more than tolf. Default: @code{1e-7}
table
@end table
The value of the objective is stored in the variable The value of the objective is stored in the variable
@code{oo_.osr.objective_function} and the value of parameters at the @code{oo_.osr.objective_function} and the value of parameters at the
@ -6152,11 +6158,13 @@ will be conducted at these values.
@end deffn @end deffn
@anchor{osr_params} @deffn Command osr_params @anchor{osr_params}
@var{PARAMETER_NAME}@dots{}; This command declares parameters to be @deffn Command osr_params @var{PARAMETER_NAME}@dots{};
optimized by @code{osr}. @end deffn 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 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}. @code{osr}.
An element of the diagonal of the weight matrix is given by a line of the 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 An off-the-diagonal element of the weight matrix is given by a line of
the form: @example @var{VARIABLE_NAME}, @var{VARIABLE_NAME} the form:
@var{EXPRESSION}; @end example @example
@var{VARIABLE_NAME}, @var{VARIABLE_NAME} @var{EXPRESSION};
@end example
@end deffn @end deffn
@examplehead @examplehead
@example var y inflation r; @example
var y inflation r;
varexo y_ inf_; varexo y_ inf_;
parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ parameters delta sigma alpha kappa gammarr gammax0 gammac0 gamma_y_ gamma_inf_;
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); model(linear);
y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - y = delta * y(-1) + (1-delta)*y(+1)+sigma *(r - inflation(+1)) + y_;
inflation(+1)) + y_; inflation = alpha * inflation(-1) + (1-alpha) * inflation = alpha * inflation(-1) + (1-alpha) * inflation(+1) + kappa*y + inf_;
inflation(+1) + kappa*y + inf_; r = r = gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
gammax0*y(-1)+gammac0*inflation(-1)+gamma_y_*y_+gamma_inf_*inf_;
end; end;
shocks; shocks;
@ -6209,12 +6228,14 @@ osr y;
@defvr {MATLAB/Octave variable} oo_.osr.objective_function @defvr {MATLAB/Octave variable} oo_.osr.objective_function
After an execution of the @code{osr} command, this variable contains the value of 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 @defvr {MATLAB/Octave variable} oo_.osr.optim_params
After an execution of the @code{osr} command, this variable contains the value of parameters After an execution of the @code{osr} command, this variable contains the value of parameters
at the optimum, stored in fields of the form 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} @anchor{Ramsey}