diff --git a/doc/dynare.texi b/doc/dynare.texi index 86700928d..00a61fe5d 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -6151,6 +6151,15 @@ to change the size of the HPD interval} @item HPDsup Upper bound of a 90% HPD interval +@item HPDinf_ME +Lower bound of a 90% HPD interval@footnote{See option @ref{conf_sig} +to change the size of the HPD interval} for observables when taking +measurement error into account (see e.g. @cite{Christoffel et al. (2010), p.17}). + +@item HPDsup_ME +Upper bound of a 90% HPD interval for observables when taking +measurement error into account + @item Mean Mean of the posterior distribution @@ -6641,10 +6650,10 @@ where @var{FORECAST_OBJECT} is one of the following@footnote{See @ref{forecast} Mean of the posterior forecast distribution @item HPDinf/HPDsup -Upper/lower bound of the 90% HPD interval taking into account only parameter uncertainty +Upper/lower bound of the 90% HPD interval taking into account only parameter uncertainty (corresponding to @ref{oo_.MeanForecast}) @item HPDTotalinf/HPDTotalsup -Upper/lower bound of the 90% HPD interval taking into account both parameter and future shock uncertainty +Upper/lower bound of the 90% HPD interval taking into account both parameter and future shock uncertainty (corresponding to @ref{oo_.PointForecast}) @end table @@ -7044,18 +7053,22 @@ where @var{FORECAST_MOMENT} is one of the following: @item HPDinf Lower bound of a 90% HPD interval@footnote{See option @ref{conf_sig} to change the size of the HPD interval} of forecast due to parameter -uncertainty +uncertainty, but ignoring the effect of measurement error on +observed variables @item HPDsup -Lower bound of a 90% HPD interval due to parameter uncertainty +Lower bound of a 90% HPD interval due to parameter uncertainty, but +ignoring the effect of measurement error on +observed variables -@item HPDTotalinf -Lower bound of a 90% HPD interval of forecast due to parameter -uncertainty and future shocks (only with the @code{estimation} command) +@item HPDinf_ME +Lower bound of a 90% HPD interval@footnote{See option @ref{conf_sig} +to change the size of the HPD interval} of forecast for observed variables +due to parameter uncertainty and measurement error -@item HPDTotalsup -Lower bound of a 90% HPD interval due to parameter uncertainty and -future shocks (only with the @code{estimation} command) +@item HPDsup_ME +Lower bound of a 90% HPD interval of forecast for observed variables +due to parameter uncertainty and measurement error @item Mean Mean of the posterior distribution of forecasts @@ -7071,6 +7084,7 @@ Standard deviation of the posterior distribution of forecasts @defvr {MATLAB/Octave variable} oo_.PointForecast +@anchor{oo_.PointForecast} Set by the @code{estimation} command, if it is used with the @code{forecast} option and if either @code{mh_replic > 0} or @code{load_mh_file} option is used. @@ -7085,6 +7099,7 @@ Fields are of the form: @end defvr @defvr {MATLAB/Octave variable} oo_.MeanForecast +@anchor{oo_.MeanForecast} Set by the @code{estimation} command, if it is used with the @code{forecast} option and if either @code{mh_replic > 0} or @code{load_mh_file} option is used. @@ -13873,6 +13888,10 @@ Christiano, Lawrence J., Mathias Trabandt and Karl Walentin (2011): economy model,'' @i{Journal of Economic Dynamics and Control}, 35(12), 1999--2041 +@item +Christoffel, Kai, G@"unter Coenen and Anders Warne (2010): +``Forecasting with DSGE models,'' @i{ECB Working Paper Series}, 1185 + @item Collard, Fabrice (2001): ``Stochastic simulations with Dynare: A practical guide''