diff --git a/doc/dynare.texi b/doc/dynare.texi index 5fd0cc9cf..78ce7e33e 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -206,6 +206,9 @@ The Model file * Deterministic simulation:: * Stochastic solution and simulation:: * Estimation:: +* Model Comparison:: +* Shock Decomposition:: +* Calibrated Smoother:: * Forecasting:: * Optimal policy:: * Sensitivity and identification analysis:: @@ -1065,6 +1068,9 @@ end of line one and the parser would continue processing. * Deterministic simulation:: * Stochastic solution and simulation:: * Estimation:: +* Model Comparison:: +* Shock Decomposition:: +* Calibrated Smoother:: * Forecasting:: * Optimal policy:: * Sensitivity and identification analysis:: @@ -6970,6 +6976,24 @@ estimates using a higher tapering are usually more reliable. @end table @end defvr +@deffn Command unit_root_vars @var{VARIABLE_NAME}@dots{}; + +This command is deprecated. Use @code{estimation} option @code{diffuse_filter} instead for estimating a model with non-stationary observed variables or @code{steady} option @code{nocheck} to prevent @code{steady} to check the steady state returned by your steady state file. +@end deffn + +Dynare also has the ability to estimate Bayesian VARs: + +@deffn Command bvar_density ; +Computes the marginal density of an estimated BVAR model, using +Minnesota priors. + +See @file{bvar-a-la-sims.pdf}, which comes with Dynare distribution, +for more information on this command. +@end deffn + +@node Model Comparison +@section Model Comparison + @deffn Command model_comparison @var{FILENAME}[(@var{DOUBLE})]@dots{}; @deffnx Command model_comparison (marginal_density = laplace | modifiedharmonicmean) @var{FILENAME}[(@var{DOUBLE})]@dots{}; @anchor{model_comparison} @@ -7045,6 +7069,8 @@ Posterior probability of the respective model @end defvr +@node Shock Decomposition +@section Shock Decomposition @deffn Command shock_decomposition [@var{VARIABLE_NAME}]@dots{}; @deffnx Command shock_decomposition (@var{OPTIONS}@dots{}) [@var{VARIABLE_NAME}]@dots{}; @@ -7395,20 +7421,8 @@ Default: @math{0} @end deffn -@deffn Command unit_root_vars @var{VARIABLE_NAME}@dots{}; - -This command is deprecated. Use @code{estimation} option @code{diffuse_filter} instead for estimating a model with non-stationary observed variables or @code{steady} option @code{nocheck} to prevent @code{steady} to check the steady state returned by your steady state file. -@end deffn - -Dynare also has the ability to estimate Bayesian VARs: - -@deffn Command bvar_density ; -Computes the marginal density of an estimated BVAR model, using -Minnesota priors. - -See @file{bvar-a-la-sims.pdf}, which comes with Dynare distribution, -for more information on this command. -@end deffn +@node Calibrated Smoother +@section Calibrated Smoother Dynare can also run the smoother on a calibrated model: