preprocessor: submodule update
parent
07937f5b9f
commit
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@ -8744,8 +8744,8 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
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To set IRF restrictions with specific intervals, the following
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syntax is used::
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VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE];
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VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, [DOUBLE DOUBLE];
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VARIABLE_NAME(INTEGER),EXOGENOUS_NAME, [EXPRESSION, EXPRESSION];
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VARIABLE_NAME(INTEGER:INTEGER),EXOGENOUS_NAME, [EXPRESSION, EXPRESSION];
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When ``(INTEGER:INTEGER)`` is used, the restriction is considered
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to be fulfilled by a logical OR. A list of restrictions must
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@ -8762,9 +8762,9 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
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::
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irf_calibration;
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y(1:4), e_ys, [ -50 50]; //[first year response with logical OR]
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y(1:4), e_ys, [-50, 50]; //[first year response with logical OR]
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@#for ilag in 21:40
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R_obs(@{ilag}), e_ys, [0 6]; //[response from 5th to 10th years with logical AND]
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R_obs(@{ilag}), e_ys, [0, 6]; //[response from 5th to 10th years with logical AND]
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@#endfor
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end;
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@ -8775,10 +8775,10 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
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|br| This block allows defining moment calibration criteria. This
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block is terminated by ``end;``, and contains lines of the form::
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VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), [DOUBLE DOUBLE];
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VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), [EXPRESSION, EXPRESSION];
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VARIABLE_NAME1,VARIABLE_NAME2(+/-INTEGER), +/-;
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VARIABLE_NAME1,VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [DOUBLE DOUBLE];
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VARIABLE_NAME1,VARIABLE_NAME2((-INTEGER:+INTEGER)), [DOUBLE DOUBLE];
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VARIABLE_NAME1,VARIABLE_NAME2(+/-(INTEGER:INTEGER)), [EXPRESSION, EXPRESSION];
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VARIABLE_NAME1,VARIABLE_NAME2((-INTEGER:+INTEGER)), [EXPRESSION, EXPRESSION];
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When ``(INTEGER:INTEGER)`` is used, the restriction is considered
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to be fulfilled by a logical OR. A list of restrictions must
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@ -8789,7 +8789,7 @@ IRF and moment calibration can be defined in ``irf_calibration`` and
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::
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moment_calibration;
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y_obs,y_obs, [0.5 1.5]; //[unconditional variance]
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y_obs,y_obs, [0.5, 1.5]; //[unconditional variance]
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y_obs,y_obs(-(1:4)), +; //[sign restriction for first year acf with logical OR]
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@#for ilag in -2:2
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y_obs,R_obs(@{ilag}), -; //[-2:2 ccf with logical AND]
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@ -1 +1 @@
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Subproject commit 92ad5aad2c5dd0ba4e917ede11baddb674db82c0
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Subproject commit 1fcd305015c77b93ca2110efc749dbfd72dfe3ba
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@ -65,9 +65,9 @@ end;
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// endogenous prior restrictions
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irf_calibration(relative_irf);
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y(1:4), e_ys, [ -50 50]; //[first year response]
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y(1:4), e_ys, [ -50, 50]; //[first year response]
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@#for ilag in 21:40
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R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year]
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R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year]
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@#endfor
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end;
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@ -82,4 +82,4 @@ y_obs,pie_obs(@{ilag}), -; //[ccf]
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end;
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estimation(datafile='../gsa/data_ca1.m',mode_check,first_obs=8,nobs=79,mh_nblocks=1,
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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;
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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;
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@ -70,24 +70,24 @@ end;
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// endogenous prior restrictions
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irf_calibration(relative_irf);
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y(1:4), e_ys, [ -50 50]; //[first year response]
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y(1:4), e_ys, [ -50, 50]; //[first year response]
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//y(1:4), e_ys, [-inf -50]; //[first year response]
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@#for ilag in 21:40
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R_obs(@{ilag}), e_ys, [0 6]; //[response after 4th year to 10th year]
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R_obs(@{ilag}), e_ys, [0, 6]; //[response after 4th year to 10th year]
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@#endfor
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end;
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/*
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irf_calibration;
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y(1:4), e_ys, [-inf -0.4]; //[first year response]
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y(1:4), e_ys, [-inf, -0.4]; //[first year response]
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@#for ilag in 21:40
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R_obs(@{ilag}), e_ys, [0 0.25]; //[response after 4th year to 10th year]
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R_obs(@{ilag}), e_ys, [0, 0.25]; //[response after 4th year to 10th year]
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@#endfor
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end;
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*/
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moment_calibration;
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//y_obs,y_obs, [0.8 1.1]; //[unconditional variance]
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//y_obs,y_obs, [0.8, 1.1]; //[unconditional variance]
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y_obs,y_obs(1:4), +; //[first year acf]
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//y_obs,pie_obs(-4:4), -; //[ccf]
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@#for ilag in -2:2
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