stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

manual: clarify heteroskedastic_shocks-block

pac-components
Johannes Pfeifer 2021-12-16 09:09:47 +01:00
parent 1ec662673e
commit d4cb7f7ff2
1 changed files with 9 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
doc/manual/source/the-model-file.rst
View File

@ -2734,7 +2734,9 @@ blocks.
scales DOUBLE | (EXPRESSION) [[,] DOUBLE | (EXPRESSION) ]...;
NOTE: ``scales`` and ``values`` cannot be simultaneously set for the same shock in the same period, but it is
possible to set ``values`` for some periods and ``scales`` for other periods for the same shock.
possible to set ``values`` for some periods and ``scales`` for other periods for the same shock. There can be
only one ``scales`` and ``values`` directive each for a given shock, so all affected periods must be set in one
statement.
*Example*
@ -2743,21 +2745,17 @@ blocks.
heteroskedastic_shocks;
var e1;
periods 86:87 88:97;
scales 0.5 0;
periods 86:87, 89:97;
scales 0.5, 0;
var e1;
periods 88;
values 0.1;
var e2;
periods 86:87 88:97;
values 0.04 0.01;
var e3;
periods 86:87;
values 0.04;
var e3;
periods 88:97;
scales 0;
end;
.. specvar:: Sigma_e