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preprocessor: submodule update

time-shift
Houtan Bastani 2019-09-30 11:09:43 +02:00
parent 07937f5b9f
commit 715ae0ce39
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4 changed files with 17 additions and 17 deletions
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16
doc/manual/source/the-model-file.rst
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@ -8744,8 +8744,8 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
To set IRF restrictions with specific intervals, the following
syntax is used::
VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE];
VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE];
VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, [EXPRESSION, EXPRESSION];
VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, [EXPRESSION, EXPRESSION];
When ``(INTEGER:INTEGER)`` is used, the restriction is considered
to be fulfilled by a logical OR. A list of restrictions must
@ -8762,9 +8762,9 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
::
irf_calibration;
y(1:4), e_ys, [ -50 50]; //[first year response with logical OR]
y(1:4), e_ys, [-50, 50]; //[first year response with logical OR]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 6]; //[response from 5th to 10th years with logical AND]
R_obs(@{ilag}), e_ys, [0, 6]; //[response from 5th to 10th years with logical AND]
@#endfor
end;
@ -8775,10 +8775,10 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
|br| This block allows defining moment calibration criteria. This
block is terminated by ``end;``, and contains lines of the form::
VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), [DOUBLE DOUBLE];
VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), [EXPRESSION, EXPRESSION];
VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), +/-;
VARIABLE_NAME1,VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [DOUBLE DOUBLE];
VARIABLE_NAME1,VARIABLE_NAME2((-INTEGER:+INTEGER)), [DOUBLE DOUBLE];
VARIABLE_NAME1,VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [EXPRESSION, EXPRESSION];
VARIABLE_NAME1,VARIABLE_NAME2((-INTEGER:+INTEGER)), [EXPRESSION, EXPRESSION];
When ``(INTEGER:INTEGER)`` is used, the restriction is considered
to be fulfilled by a logical OR. A list of restrictions must
@ -8789,7 +8789,7 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
::
moment_calibration;
y_obs,y_obs, [0.5 1.5]; //[unconditional variance]
y_obs,y_obs, [0.5, 1.5]; //[unconditional variance]
y_obs,y_obs(-(1:4)), +; //[sign restriction for first year acf with logical OR]
@#for ilag in -2:2
y_obs,R_obs(@{ilag}), -; //[-2:2 ccf with logical AND]

2
preprocessor

@ -1 +1 @@
Subproject commit 92ad5aad2c5dd0ba4e917ede11baddb674db82c0
Subproject commit 1fcd305015c77b93ca2110efc749dbfd72dfe3ba

6
tests/estimation/ls2003_endog_prior_restrict_estimation.mod
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@ -65,9 +65,9 @@ end;
// endogenous prior restrictions
irf_calibration(relative_irf);
y(1:4), e_ys, [ -50 50]; //[first year response]
y(1:4), e_ys, [ -50, 50]; //[first year response]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year]
R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year]
@#endfor
end;
@ -82,4 +82,4 @@ y_obs,pie_obs(@{ilag}), -; //[ccf]
end;
estimation(datafile='../gsa/data_ca1.m',mode_check,first_obs=8,nobs=79,mh_nblocks=1,
prefilter=1,mh_jscale=0.0005,mh_replic=5000, mode_compute=4, mh_drop=0.6, bayesian_irf,mcmc_jumping_covariance='identity_matrix') R_obs y;
prefilter=1,mh_jscale=0.0005,mh_replic=5000, mode_compute=4, mh_drop=0.6, bayesian_irf,mcmc_jumping_covariance='identity_matrix') R_obs y;

10
tests/gsa/ls2003a.mod
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@ -70,24 +70,24 @@ end;
// endogenous prior restrictions
irf_calibration(relative_irf);
y(1:4), e_ys, [ -50 50]; //[first year response]
y(1:4), e_ys, [ -50, 50]; //[first year response]
//y(1:4), e_ys, [-inf -50]; //[first year response]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year]
R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year]
@#endfor
end;
/*
irf_calibration;
y(1:4), e_ys, [-inf -0.4]; //[first year response]
y(1:4), e_ys, [-inf, -0.4]; //[first year response]
@#for ilag in 21:40
R_obs(@{ilag}), e_ys, [0 0.25]; //[response after 4th year to 10th year]
R_obs(@{ilag}), e_ys, [0, 0.25]; //[response after 4th year to 10th year]
@#endfor
end;
*/
moment_calibration;
//y_obs,y_obs, [0.8 1.1]; //[unconditional variance]
//y_obs,y_obs, [0.8, 1.1]; //[unconditional variance]
y_obs,y_obs(1:4), +; //[first year acf]
//y_obs,pie_obs(-4:4), -; //[ccf]
@#for ilag in -2:2