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Manual: remove spurious dashes 

And other cosmetic fixes.
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Sébastien Villemot 2023-02-16 17:12:18 -05:00
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54
doc/manual/source/the-model-file.rst
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@ -115,7 +115,7 @@ to this rule might yield hard-to-debug error messages or
crashes. Second, when employing user-defined steady state files it is
recommended to avoid using the name of MATLAB functions as this may cause
conflicts. In particular, when working with user-defined steady state files, do not
use correctly-spelled greek names like `alpha`, because there are
use correctly-spelled greek names like ``alpha``, because there are
MATLAB functions of the same name. Rather go for ``alppha`` or
``alph``. Lastly, please do not name a variable or parameter
``i``. This may interfere with the imaginary number i and the index in
@ -1899,7 +1899,7 @@ in this case ``initval`` is used to specify the terminal conditions.
* In :comm:`conditional_forecast` for a calibrated model as
the initial point at which the conditional forecasts are
computed. When using the :ref:`loglinear <logl>` option, the
histval-block nevertheless takes the unlogged starting
``histval`` block nevertheless takes the unlogged starting
values.
* In :comm:`Ramsey policy <ramsey_model>`, where it also
specifies the values of the endogenous states (including
@ -4546,7 +4546,7 @@ Computing the stochastic solution
``oo_.conditional_variance_decomposition_ME`` (see
:mvar:`oo_.conditional_variance_decomposition_ME`). The
variance decomposition is only conducted, if theoretical
moments are requested, *i.e.* using the ``periods=0``-option.
moments are requested, *i.e.* using the ``periods=0`` option.
Only available at ``order<3`` and without ``pruning``. In case of ``order=2``,
Dynare provides a second-order accurate
approximation to the true second moments based on the linear
@ -5242,9 +5242,9 @@ It also allows estimating such models employing either the inversion filter of
*Giovannini, Pfeiffer, and Ratto (2021)*. To trigger computations involving
occasionally-binding constraints requires
#. defining and naming the occasionally-binding constraints using an ``occbin_constraints``-block
#. specifying the model equations for the respective regimes in the ``model``-block using appropriate equation tags.
#. potentially specifying a sequence of surprise shocks using a ``shocks(surprise)``-block
#. defining and naming the occasionally-binding constraints using an ``occbin_constraints`` block
#. specifying the model equations for the respective regimes in the ``model`` block using appropriate equation tags.
#. potentially specifying a sequence of surprise shocks using a ``shocks(surprise)`` block
#. setting up Occbin simulations or estimation with ``occbin_setup``
#. triggering a simulation with ``occbin_solver`` or running ``estimation`` or ``calib_smoother``.
@ -5253,7 +5253,7 @@ All of these elements are discussed in the following.
.. block:: occbin_constraints ;
|br| The ``occbin_constraints``-block specifies the occasionally-binding constraints. It contains
|br| The ``occbin_constraints`` block specifies the occasionally-binding constraints. It contains
one or two of the following lines:
name 'STRING'; bind EXPRESSION; [relax EXPRESSION;] [error_bind EXPRESSION;] [error_relax EXPRESSION;]
@ -5302,7 +5302,7 @@ All of these elements are discussed in the following.
name 'ELB'; bind inom <= iss-1e8; relax inom > iss+1e-8;
end;
The ``error_bind`` and ``error_relax``-options are optional and allow specifying
The ``error_bind`` and ``error_relax`` options are optional and allow specifying
numerical criteria for the size of the respective constraint violations employed
in numerical routines. By default, Dynare will simply use the absolute value of
the ``bind`` and ``relax`` inequalities. But occasionnally, user-specified
@ -5322,7 +5322,7 @@ All of these elements are discussed in the following.
the associated Lagrange multiplier ``Lambda`` in the binding regime becomes negative. Note that the
constraint here takes on a linear form to be consistent with a piecewise linear model solution
The specification of the model equations belonging to the respective regimes is done in the ``model``-block,
The specification of the model equations belonging to the respective regimes is done in the ``model`` block,
with equation tags indicating to which regime a particular equation belongs. All equations that differ across
regimes must have a ``name``-tag attached to them that allows uniquely identifying different versions of the
same equation. The name of the constraints specified is then used in conjunction with a ``bind`` or ``relax``
@ -5355,7 +5355,7 @@ All of these elements are discussed in the following.
.. block:: shocks(surprise) ;
shocks(surprise,overwrite);
|br| The ``shocks(surprise)``-block allows specifying a sequence of temporary changes in
|br| The ``shocks(surprise)`` block allows specifying a sequence of temporary changes in
the value of exogenous variables that in each period come as a surprise to agents, i.e.
are not anticipated. Note that to actually use the specified shocks in subsequent commands
like ``occbin_solver``, the block needs to be followed by a call to ``occbin_setup``.
@ -5383,7 +5383,7 @@ All of these elements are discussed in the following.
occbin_setup (OPTIONS...);
|br| Prepares a simulation with occasionally binding constraints. This command
will also translate the contents of a ``shocks(surprise)``-block for use
will also translate the contents of a ``shocks(surprise)`` block for use
in subsequent commands.
In order to conduct ``estimation`` with occasionally binding constraints, it needs to be
@ -5395,9 +5395,9 @@ All of these elements are discussed in the following.
of stochastic singularity if there are then more observables than shocks. To
avoid this issue, the data points for the zero interest rate should be set
to NaN and the standard deviation of the associated shock set to 0 for the
corresponding periods using the ``heteroskedastic_shocks``-block.
corresponding periods using the ``heteroskedastic_shocks`` block.
Note that models with unit roots will require the user to specify the ``diffuse_filter``-option as
Note that models with unit roots will require the user to specify the ``diffuse_filter`` option as
otherwise Blanchard-Kahn errors will be triggered. For the piecewise Kalman filter, the
initialization steps in the diffuse filter will always rely on the model solved for the baseline
regime, without checking whether this is the actual regime in the first period(s).
@ -5411,7 +5411,7 @@ All of these elements are discussed in the following.
The above piece of code sets up an estimation employing the inversion filter for both the likelihood
evaluation and the smoother, while also accounting for ``heteroskedastic_shocks`` using the
``heteroskedastic_filter``-option.
``heteroskedastic_filter`` option.
Be aware that Occbin has largely command-specific options, i.e. there are separate
options to control the behavior of Occbin when called by the smoother or when
@ -5488,7 +5488,7 @@ All of these elements are discussed in the following.
.. option:: smoother_curb_retrench
Have the smoother invoke the ``simul_curb_retrench``-option during simulations.
Have the smoother invoke the ``simul_curb_retrench`` option during simulations.
Default: not enabled.
.. option:: smoother_periodic_solution
@ -5519,7 +5519,7 @@ All of these elements are discussed in the following.
.. option:: likelihood_curb_retrench
Have the likelihood computation invoke the ``simul_curb_retrench``-option during simulations.
Have the likelihood computation invoke the ``simul_curb_retrench`` option during simulations.
Default: not enabled.
.. option:: likelihood_periodic_solution
@ -5572,7 +5572,7 @@ All of these elements are discussed in the following.
a piecewise-linear solution.
Note that ``occbin_setup`` must be called before this command in order for
the simulation to take into account previous ``shocks(surprise)``-commands.
the simulation to take into account previous ``shocks(surprise)`` blocks.
*Options*
@ -5790,7 +5790,7 @@ observed variables.
associated with endogenous observed variables
VARIABLE_NAME1 and VARIABLE_NAME2, is to be
estimated. Note that correlations set by previous
shocks-blocks or estimation-commands are kept at their
``shocks`` blocks or estimation commands are kept at their
value set prior to estimation if they are not estimated
again subsequently. Thus, the treatment is the same as in
the case of deep parameters set during model calibration
@ -6069,7 +6069,7 @@ observed variables.
and Bayesian highest posterior density intervals (HPDI) as well as between
posterior density and likelilhood, Dynare sometimes uses the Bayesian
terms as a stand-in in its display of maximum likelihood results. An
example is the storage of the output of the ``forecast``-option of
example is the storage of the output of the ``forecast`` option of
``estimation`` with ML, which will use ``HPDinf/HPDsup`` to denote
the confidence interval.
@ -10922,12 +10922,12 @@ with ``discretionary_policy`` or for optimal simple rules with ``osr``
predetermined states inherited from period 0 (specified via ``histval`` for both
endogenous and lagged exogenous states) as well as the period 1 values of
the exogenous shocks. The latter are specified using the perfect foresight syntax
of the shocks-block.
of the ``shocks`` block.
At the current stage, the stochastic context does not support the ``pruning`` option.
At ``order>3``, only the computation of conditional welfare with steady state Lagrange
multipliers is supported. Note that at `order=2`, the output is based on the second-order
accurate approximation of the variance stored in `oo_.var`.
multipliers is supported. Note that at ``order=2``, the output is based on the second-order
accurate approximation of the variance stored in ``oo_.var``.
*Options*
@ -11007,7 +11007,7 @@ Optimal policy under commitment (Ramsey)
Dynare allows to automatically compute optimal policy choices of a Ramsey planner
who takes the specified private sector equilibrium conditions into account and commits
to future policy choices. Doing so requires specifying the private sector equilibrium
conditions in the ``model``-block and a ``planner_objective`` as well as potentially some
conditions in the ``model`` block and a ``planner_objective`` as well as potentially some
``instruments`` to facilitate computations.
@ -11106,8 +11106,8 @@ conditions in the ``model``-block and a ``planner_objective`` as well as potenti
problem and declared with the option ``instruments``. The initial value
of the instrument for steady state finding in this case is set with
``initval``. Note that computing and displaying steady state values
using the ``steady``-command or calls to ``resid`` must come after
the ``ramsey_model`` statement and the ``initval``-block.
using the ``steady`` command or calls to ``resid`` must come after
the ``ramsey_model`` statement and the ``initval`` block.
Note that choosing the instruments is partly a matter of interpretation and
you can choose instruments that are handy from a mathematical
@ -11155,7 +11155,7 @@ conditions in the ``model``-block and a ``planner_objective`` as well as potenti
Lagrange multipliers.
Note that the variables in the list after the ``ramsey_policy``
or ``stoch_simul``-command can also contain multiplier names, but
or ``stoch_simul`` command can also contain multiplier names, but
in a case-sensititve way (e.g. ``MULT_1``). In that case, Dynare
will for example display the IRFs of the respective multipliers
when ``irf>0``.
@ -14971,7 +14971,7 @@ Misc commands
``<<M_.fname>>_latex_parameters.tex.`` The command writes the
values of the parameters currently stored. Thus, if parameters are
set or changed in the steady state computation, the command should
be called after a steady-command to make sure the parameters were
be called after a ``steady`` command to make sure the parameters were
correctly updated. The long names can be used to add parameter
descriptions. Requires the following LaTeX packages:
``longtable, booktabs``.