SWZ: adding new tests and identification/exclusions.m
parent
591e426110
commit
5b1ebc821c
|
@ -0,0 +1,22 @@
|
|||
function [Ui,Vi,n0,np,ixmC0Pres] = exclusions(nvar,nexo,options_ms)
|
||||
|
||||
indxC0Pres = options_ms.cross_restrictions;
|
||||
nlags = options_ms.nlags;
|
||||
|
||||
Qi = options_ms.Qi;
|
||||
Ri1 = options_ms.Ri;
|
||||
|
||||
k = nlags*nvar+1;
|
||||
|
||||
Ri = zeros(k,k,nvar);
|
||||
sR = size(Ri1);
|
||||
Ri(1:sR(1),1:sR(2),1:sR(3)) = Ri1;
|
||||
|
||||
for n=1:nvar
|
||||
Ui{n} = null(Qi(:,:,n));
|
||||
Vi{n} = null(Ri(:,:,n));
|
||||
n0(n) = size(Ui{n},2);
|
||||
np(n) = size(Vi{n},2);
|
||||
end
|
||||
|
||||
ixmC0Pres = NaN;
|
|
@ -0,0 +1,20 @@
|
|||
// same as test_lower_cholesky.mod, but using exclusion syntax
|
||||
addpath '../../matlab/swz';
|
||||
var R Pie Y;
|
||||
|
||||
model;
|
||||
Y = 0;
|
||||
Pie = 0;
|
||||
R = 0;
|
||||
end;
|
||||
|
||||
varobs Y Pie R;
|
||||
|
||||
svar_identification;
|
||||
exclusion lag 0;
|
||||
equation 1, Pie, Y;
|
||||
equation 2, Y;
|
||||
end;
|
||||
|
||||
sbvar(datafile = data,freq=4,initial_year=1959,final_year=2005,nlags=4);
|
||||
|
|
@ -0,0 +1,15 @@
|
|||
// same as test_upper_cholesky.mod, but with reordered variables. Results must be the same.
|
||||
addpath '../../matlab/swz';
|
||||
var R Pie Y;
|
||||
|
||||
model;
|
||||
Y = 0;
|
||||
Pie = 0;
|
||||
R = 0;
|
||||
end;
|
||||
|
||||
varobs Y Pie R;
|
||||
|
||||
|
||||
sbvar(datafile = data,freq=4,initial_year=1959,final_year=2005,nlags=4,restriction_fname=lower_cholesky);
|
||||
|
|
@ -0,0 +1,18 @@
|
|||
// same as test_upper_cholesky.mod, but with reordered variables. Results must be the same.
|
||||
addpath '../../matlab/swz';
|
||||
var R Pie Y;
|
||||
|
||||
model;
|
||||
Y = 0;
|
||||
Pie = 0;
|
||||
R = 0;
|
||||
end;
|
||||
|
||||
varobs Y Pie R;
|
||||
|
||||
svar_identification;
|
||||
lower_cholesky;
|
||||
end;
|
||||
|
||||
sbvar(datafile = data,freq=4,initial_year=1959,final_year=2005,nlags=4);
|
||||
|
|
@ -0,0 +1,15 @@
|
|||
// same as test_upper_cholesky.mod, but with reordered variables. Results must be the same.
|
||||
addpath '../../matlab/swz';
|
||||
var R Pie Y;
|
||||
|
||||
model;
|
||||
Y = 0;
|
||||
Pie = 0;
|
||||
R = 0;
|
||||
end;
|
||||
|
||||
varobs Y Pie R;
|
||||
|
||||
|
||||
sbvar(datafile = data,freq=4,initial_year=1959,final_year=2005,nlags=4,restriction_fname=lower_cholesky);
|
||||
|
|
@ -0,0 +1,22 @@
|
|||
// same as test_upper_cholesky.mod, but with reordered variables. Results must be the same.
|
||||
addpath '../../matlab/swz';
|
||||
var R Pie Y;
|
||||
|
||||
model;
|
||||
Y = 0;
|
||||
Pie = 0;
|
||||
R = 0;
|
||||
end;
|
||||
|
||||
varobs Y Pie R;
|
||||
|
||||
svar_identification;
|
||||
lower_cholesky;
|
||||
end;
|
||||
|
||||
markov_switching(chain=1,number_of_states=2,duration=2.5);
|
||||
|
||||
svar(variances, chain=1);
|
||||
|
||||
ms_sbvar(datafile = data,freq=4,initial_year=1959,final_year=2005,nlags=4,draws_nbr_modified_harmonic_mean=10000);
|
||||
|
Loading…
Reference in New Issue