Added comments in mod files (tests/dsge-var).
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@ -73,6 +73,7 @@ varobs pie r rw y;
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options_.gradient_method = 3;
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options_.gradient_method = 3;
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//$ The option dsge_var=.8 triggers the estimation of a DSGE-VAR model, with a calibrated dsge prior weight equal to .8.
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//$ The option bayesian_irf triggers the computation of the DSGE-VAR and DSGE posterior distribution of the IRFs.
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//$ The option bayesian_irf triggers the computation of the DSGE-VAR and DSGE posterior distribution of the IRFs.
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//$ 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
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//$ 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
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//$ 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.
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//$ 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.
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@ -4,7 +4,7 @@ var a g mc mrs n winf pie r rw y;
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//$ Declaration of the exogenous variables of the DSGE model.
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//$ Declaration of the exogenous variables of the DSGE model.
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varexo e_a e_g e_lam e_ms;
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varexo e_a e_g e_lam e_ms;
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//$ Declaration of the deep parameters and of dsge_prior_weight
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//$ Declaration of the deep parameters
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parameters invsig delta gam rho gampie gamy rhoa rhog bet
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parameters invsig delta gam rho gampie gamy rhoa rhog bet
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thetabig omega eps ;
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thetabig omega eps ;
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@ -46,6 +46,8 @@ end;
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//$ Declaration of the prior beliefs about the deep parameters and the weight of the DSGE prior.
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//$ Declaration of the prior beliefs about the deep parameters and the weight of the DSGE prior.
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//$ The declaration of the estimated parameters dsge_prior_weight triggers the estimation of a DSGE-VAR model.
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//$ Note that dsge_prior_weight is not declared as a parameter at the top of the mod file.
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estimated_params;
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estimated_params;
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stderr e_a, uniform_pdf,,,0,2;
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stderr e_a, uniform_pdf,,,0,2;
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stderr e_g, uniform_pdf,,,0,2;
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stderr e_g, uniform_pdf,,,0,2;
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