Rewrote the DSGE-VAR entry in the manual.

time-shift
Stéphane Adjemian (Scylla) 2010-07-05 15:23:17 +02:00
parent 298506d730
commit df5f28c08f
1 changed files with 10 additions and 2 deletions

View File

@ -2869,11 +2869,19 @@ end;
</varlistentry>
<varlistentry>
<term><option>dsge_var</option></term>
<listitem><para>Triggers the estimation of a DSGE-VAR model, where the prior density will be estimated. The prior density, <varname>dsge_prior_weight</varname>, must be defined in the <command>estimated_params</command> section. NB: The previous method of declaring <varname>dsge_prior_weight</varname> as a parameter and then placing it in <command>estimated_params</command> is now deprecated and will be removed in a future release of Dynare.</para></listitem>
<listitem><para>Triggers the estimation of a DSGE-VAR model, where the weight of the DSGE prior of the VAR model will be
estimated. The prior on the weight of the DSGE
prior, <varname>dsge_prior_weight</varname>, must be defined in
the <command>estimated_params</command> section.
NB: The previous method of
declaring <varname>dsge_prior_weight</varname> as a parameter
and then placing it in
<command>estimated_params</command> is now deprecated and will be removed in a future release of Dynare.</para></listitem>
</varlistentry>
<varlistentry>
<term><option>dsge_var</option> = <replaceable>DOUBLE</replaceable></term>
<listitem><para>Triggers the estimation of a DSGE-VAR model, where the prior density is calibrated to the value passed. NB: The previous method of declaring <varname>dsge_prior_weight</varname> as a parameter and then calibrating it is now deprecated and will be removed in a future release of Dynare.</para></listitem>
<listitem><para>Triggers the estimation of a DSGE-VAR model,
where the weight of the DSGE prior of the VAR model is calibrated to the value passed. NB: The previous method of declaring <varname>dsge_prior_weight</varname> as a parameter and then calibrating it is now deprecated and will be removed in a future release of Dynare.</para></listitem>
</varlistentry>
<varlistentry id="dsge_varlag" xreflabel="dsge_varlag">
<term><option>dsge_varlag</option> = <replaceable>INTEGER</replaceable></term>