diff --git a/tests/dsge-var/dsgevar_forward_calibrated_lambda.mod b/tests/dsge-var/dsgevar_forward_calibrated_lambda.mod index 6ebf5c279..ce0e1dab9 100644 --- a/tests/dsge-var/dsgevar_forward_calibrated_lambda.mod +++ b/tests/dsge-var/dsgevar_forward_calibrated_lambda.mod @@ -73,6 +73,7 @@ varobs pie r rw y; options_.gradient_method = 3; +//$ The option dsge_var=.8 triggers the estimation of a DSGE-VAR model, with a calibrated dsge prior weight equal to .8. //$ The option bayesian_irf triggers the computation of the DSGE-VAR and DSGE posterior distribution of the IRFs. //$ The Dashed lines are the first, fifth (ie the median) and ninth posterior deciles of the DSGE-VAR's IRFs, the bold dark curve is the //$ posterior median of the DSGE's IRfs and the shaded surface covers the space between the first and ninth posterior deciles of the DSGE's IRFs. diff --git a/tests/dsge-var/dsgevar_forward_estimated_lambda.mod b/tests/dsge-var/dsgevar_forward_estimated_lambda.mod index a0da9f718..e867b0ea3 100644 --- a/tests/dsge-var/dsgevar_forward_estimated_lambda.mod +++ b/tests/dsge-var/dsgevar_forward_estimated_lambda.mod @@ -4,7 +4,7 @@ var a g mc mrs n winf pie r rw y; //$ Declaration of the exogenous variables of the DSGE model. varexo e_a e_g e_lam e_ms; -//$ Declaration of the deep parameters and of dsge_prior_weight +//$ Declaration of the deep parameters parameters invsig delta gam rho gampie gamy rhoa rhog bet thetabig omega eps ; @@ -46,6 +46,8 @@ end; //$ Declaration of the prior beliefs about the deep parameters and the weight of the DSGE prior. +//$ The declaration of the estimated parameters dsge_prior_weight triggers the estimation of a DSGE-VAR model. +//$ Note that dsge_prior_weight is not declared as a parameter at the top of the mod file. estimated_params; stderr e_a, uniform_pdf,,,0,2; stderr e_g, uniform_pdf,,,0,2;