Make examples/fs2000.mod closer to the original code.

- Use (old default) mode_compute=4 which is closer to the algorithm used by Frank Schorfheide and ensures that the hessian matrix is well behaved (contrary to the new default, because of the asymptote at 0 in the beta prior for autoregressive parameter ρ). - Change parameterization for mst. A normal prior on mst is not equivalent to a normal prior on log(mst) (which is done the parameterization in the JAE paper). Closes #2177.
fs2000.mod: provide actual replication
2023-12-14 14:05:37 +01:00 · 2023-12-14 14:05:37 +01:00 · 2023-12-14 10:29:07 +00:00 · 2023-12-13 22:57:06 +01:00
101 changed files with 0 additions and 0 deletions
--- a/matlab/estimation/CutSample.m
+++ b/matlab/estimation/CutSample.m
--- a/matlab/estimation/GetAllPosteriorDraws.m
+++ b/matlab/estimation/GetAllPosteriorDraws.m
--- a/matlab/estimation/GetOneDraw.m
+++ b/matlab/estimation/GetOneDraw.m
--- a/matlab/estimation/GetPosteriorMeanVariance.m
+++ b/matlab/estimation/GetPosteriorMeanVariance.m
--- a/matlab/estimation/GetPosteriorParametersStatistics.m
+++ b/matlab/estimation/GetPosteriorParametersStatistics.m
--- a/matlab/estimation/PlotPosteriorDistributions.m
+++ b/matlab/estimation/PlotPosteriorDistributions.m
--- a/matlab/estimation/PosteriorIRF.m
+++ b/matlab/estimation/PosteriorIRF.m
--- a/matlab/estimation/PosteriorIRF_core1.m
+++ b/matlab/estimation/PosteriorIRF_core1.m
--- a/matlab/estimation/PosteriorIRF_core2.m
+++ b/matlab/estimation/PosteriorIRF_core2.m
--- a/matlab/estimation/ReshapeMatFiles.m
+++ b/matlab/estimation/ReshapeMatFiles.m
--- a/matlab/estimation/TaRB_optimizer_wrapper.m
+++ b/matlab/estimation/TaRB_optimizer_wrapper.m
--- a/matlab/estimation/calibrate_mh_scale_parameter.m
+++ b/matlab/estimation/calibrate_mh_scale_parameter.m
--- a/matlab/estimation/check_bounds_and_definiteness_estimation.m
+++ b/matlab/estimation/check_bounds_and_definiteness_estimation.m
--- a/matlab/estimation/check_dsge_var_model.m
+++ b/matlab/estimation/check_dsge_var_model.m
--- a/matlab/estimation/check_for_calibrated_covariances.m
+++ b/matlab/estimation/check_for_calibrated_covariances.m
--- a/matlab/estimation/check_name.m
+++ b/matlab/estimation/check_name.m
--- a/matlab/estimation/check_particle_filter_options.m
+++ b/matlab/estimation/check_particle_filter_options.m
--- a/matlab/estimation/check_posterior_analysis_data.m
+++ b/matlab/estimation/check_posterior_analysis_data.m
--- a/matlab/estimation/check_posterior_sampler_options.m
+++ b/matlab/estimation/check_posterior_sampler_options.m
--- a/matlab/estimation/check_prior_analysis_data.m
+++ b/matlab/estimation/check_prior_analysis_data.m
--- a/matlab/estimation/check_prior_bounds.m
+++ b/matlab/estimation/check_prior_bounds.m
--- a/matlab/estimation/chol_SE.m
+++ b/matlab/estimation/chol_SE.m
--- a/matlab/estimation/compute_Pinf_Pstar.m
+++ b/matlab/estimation/compute_Pinf_Pstar.m
--- a/matlab/estimation/compute_mh_covariance_matrix.m
+++ b/matlab/estimation/compute_mh_covariance_matrix.m
--- a/matlab/estimation/delete_mh_history_files.m
+++ b/matlab/estimation/delete_mh_history_files.m
--- a/matlab/estimation/display_estimation_results_table.m
+++ b/matlab/estimation/display_estimation_results_table.m
--- a/matlab/estimation/do_parameter_initialization.m
+++ b/matlab/estimation/do_parameter_initialization.m
--- a/matlab/estimation/draw_prior_density.m
+++ b/matlab/estimation/draw_prior_density.m
--- a/matlab/estimation/dsge_conditional_likelihood_1.m
+++ b/matlab/estimation/dsge_conditional_likelihood_1.m
--- a/matlab/estimation/dsge_likelihood.m
+++ b/matlab/estimation/dsge_likelihood.m
--- a/matlab/estimation/dsge_simulated_theoretical_conditional_variance_decomposition.m
+++ b/matlab/estimation/dsge_simulated_theoretical_conditional_variance_decomposition.m
--- a/matlab/estimation/dsge_simulated_theoretical_correlation.m
+++ b/matlab/estimation/dsge_simulated_theoretical_correlation.m
--- a/matlab/estimation/dsge_simulated_theoretical_covariance.m
+++ b/matlab/estimation/dsge_simulated_theoretical_covariance.m
--- a/matlab/estimation/dsge_simulated_theoretical_variance_decomposition.m
+++ b/matlab/estimation/dsge_simulated_theoretical_variance_decomposition.m
--- a/matlab/estimation/dsge_var_likelihood.m
+++ b/matlab/estimation/dsge_var_likelihood.m
--- a/matlab/estimation/dynare_estimation.m
+++ b/matlab/estimation/dynare_estimation.m
--- a/matlab/estimation/dynare_estimation_1.m
+++ b/matlab/estimation/dynare_estimation_1.m
--- a/matlab/estimation/dynare_estimation_init.m
+++ b/matlab/estimation/dynare_estimation_init.m
--- a/matlab/estimation/endogenous_prior.m
+++ b/matlab/estimation/endogenous_prior.m
--- a/matlab/estimation/evaluate_likelihood.m
+++ b/matlab/estimation/evaluate_likelihood.m
--- a/matlab/estimation/evaluate_posterior_kernel.m
+++ b/matlab/estimation/evaluate_posterior_kernel.m
--- a/matlab/estimation/evaluate_prior.m
+++ b/matlab/estimation/evaluate_prior.m
--- a/matlab/estimation/execute_prior_posterior_function.m
+++ b/matlab/estimation/execute_prior_posterior_function.m
--- a/matlab/estimation/fill_mh_mode.m
+++ b/matlab/estimation/fill_mh_mode.m
--- a/matlab/estimation/generate_trace_plots.m
+++ b/matlab/estimation/generate_trace_plots.m
--- a/matlab/estimation/get_matrix_entries_for_psd_check.m
+++ b/matlab/estimation/get_matrix_entries_for_psd_check.m
--- a/matlab/estimation/get_moments_size.m
+++ b/matlab/estimation/get_moments_size.m
--- a/matlab/estimation/get_name_of_the_last_mh_file.m
+++ b/matlab/estimation/get_name_of_the_last_mh_file.m
--- a/matlab/estimation/get_posterior_parameters.m
+++ b/matlab/estimation/get_posterior_parameters.m
--- a/matlab/estimation/initial_estimation_checks.m
+++ b/matlab/estimation/initial_estimation_checks.m
--- a/matlab/estimation/isprior.m
+++ b/matlab/estimation/isprior.m
--- a/matlab/estimation/list_of_parameters_calibrated_as_Inf.m
+++ b/matlab/estimation/list_of_parameters_calibrated_as_Inf.m
--- a/matlab/estimation/list_of_parameters_calibrated_as_NaN.m
+++ b/matlab/estimation/list_of_parameters_calibrated_as_NaN.m
--- a/matlab/estimation/load_first_mh_history_file.m
+++ b/matlab/estimation/load_first_mh_history_file.m
--- a/matlab/estimation/load_last_mh_history_file.m
+++ b/matlab/estimation/load_last_mh_history_file.m
--- a/matlab/estimation/lpdfgam.m
+++ b/matlab/estimation/lpdfgam.m
--- a/matlab/estimation/lpdfgbeta.m
+++ b/matlab/estimation/lpdfgbeta.m
--- a/matlab/estimation/lpdfig1.m
+++ b/matlab/estimation/lpdfig1.m
--- a/matlab/estimation/lpdfig2.m
+++ b/matlab/estimation/lpdfig2.m
--- a/matlab/estimation/lpdfnorm.m
+++ b/matlab/estimation/lpdfnorm.m
--- a/matlab/estimation/marginal_density.m
+++ b/matlab/estimation/marginal_density.m
--- a/matlab/estimation/maximize_prior_density.m
+++ b/matlab/estimation/maximize_prior_density.m
--- a/matlab/estimation/metropolis_draw.m
+++ b/matlab/estimation/metropolis_draw.m
--- a/matlab/estimation/mh_autocorrelation_function.m
+++ b/matlab/estimation/mh_autocorrelation_function.m
--- a/matlab/estimation/minus_logged_prior_density.m
+++ b/matlab/estimation/minus_logged_prior_density.m
--- a/matlab/estimation/mode_check.m
+++ b/matlab/estimation/mode_check.m
--- a/matlab/estimation/model_comparison.m
+++ b/matlab/estimation/model_comparison.m
--- a/matlab/estimation/non_linear_dsge_likelihood.m
+++ b/matlab/estimation/non_linear_dsge_likelihood.m
--- a/matlab/estimation/optimize_prior.m
+++ b/matlab/estimation/optimize_prior.m
--- a/matlab/estimation/plot_priors.m
+++ b/matlab/estimation/plot_priors.m
--- a/matlab/estimation/pm3.m
+++ b/matlab/estimation/pm3.m
--- a/matlab/estimation/pm3_core.m
+++ b/matlab/estimation/pm3_core.m
--- a/matlab/estimation/posterior_analysis.m
+++ b/matlab/estimation/posterior_analysis.m
--- a/matlab/estimation/posterior_moments.m
+++ b/matlab/estimation/posterior_moments.m
--- a/matlab/estimation/posterior_sampler.m
+++ b/matlab/estimation/posterior_sampler.m
--- a/matlab/estimation/posterior_sampler_core.m
+++ b/matlab/estimation/posterior_sampler_core.m
--- a/matlab/estimation/posterior_sampler_initialization.m
+++ b/matlab/estimation/posterior_sampler_initialization.m
--- a/matlab/estimation/posterior_sampler_iteration.m
+++ b/matlab/estimation/posterior_sampler_iteration.m
--- a/matlab/estimation/print_table_prior.m
+++ b/matlab/estimation/print_table_prior.m
--- a/matlab/estimation/prior_analysis.m
+++ b/matlab/estimation/prior_analysis.m
--- a/matlab/estimation/prior_bounds.m
+++ b/matlab/estimation/prior_bounds.m
--- a/matlab/estimation/prior_draw.m
+++ b/matlab/estimation/prior_draw.m
--- a/matlab/estimation/prior_posterior_statistics.m
+++ b/matlab/estimation/prior_posterior_statistics.m
--- a/matlab/estimation/prior_posterior_statistics_core.m
+++ b/matlab/estimation/prior_posterior_statistics_core.m
--- a/matlab/estimation/prior_sampler.m
+++ b/matlab/estimation/prior_sampler.m
--- a/matlab/estimation/priordens.m
+++ b/matlab/estimation/priordens.m
--- a/matlab/estimation/qr2.m
+++ b/matlab/estimation/qr2.m
--- a/matlab/estimation/recursive_moments.m
+++ b/matlab/estimation/recursive_moments.m
--- a/matlab/estimation/rotated_slice_sampler.m
+++ b/matlab/estimation/rotated_slice_sampler.m
--- a/matlab/estimation/selec_posterior_draws.m
+++ b/matlab/estimation/selec_posterior_draws.m
--- a/matlab/estimation/set_measurement_errors.m
+++ b/matlab/estimation/set_measurement_errors.m
--- a/matlab/estimation/set_prior.m
+++ b/matlab/estimation/set_prior.m
--- a/matlab/estimation/size_of_the_reduced_form_model.m
+++ b/matlab/estimation/size_of_the_reduced_form_model.m
--- a/matlab/estimation/slice_sampler.m
+++ b/matlab/estimation/slice_sampler.m
--- a/matlab/estimation/trace_plot.m
+++ b/matlab/estimation/trace_plot.m
--- a/matlab/estimation/uniform_specification.m
+++ b/matlab/estimation/uniform_specification.m
--- a/matlab/estimation/update_last_mh_history_file.m
+++ b/matlab/estimation/update_last_mh_history_file.m
--- a/matlab/estimation/var_sample_moments.m
+++ b/matlab/estimation/var_sample_moments.m
--- a/matlab/estimation/variance_decomposition_ME_mc_analysis.m
+++ b/matlab/estimation/variance_decomposition_ME_mc_analysis.m
--- a/matlab/estimation/variance_decomposition_mc_analysis.m
+++ b/matlab/estimation/variance_decomposition_mc_analysis.m
--- a/Show More
+++ b/Show More
Author	SHA1	Message	Date
Stéphane Adjemian (Guts)	1983dc13a3	Make examples/fs2000.mod closer to the original code. - Use (old default) mode_compute=4 which is closer to the algorithm used by Frank Schorfheide and ensures that the hessian matrix is well behaved (contrary to the new default, because of the asymptote at 0 in the beta prior for autoregressive parameter ρ). - Change parameterization for mst. A normal prior on mst is not equivalent to a normal prior on log(mst) (which is done the parameterization in the JAE paper). Closes #2177.	2023-12-14 14:05:37 +01:00
Johannes Pfeifer	162813225d	fs2000.mod: provide actual replication Closes https://git.dynare.org/Dynare/dynare/-/issues/1905	2023-12-14 14:05:37 +01:00
Sébastien Villemot	81cd0f1cb5	Merge branch 'plus_folders' into 'master' Start cleaning up main Matlab folder by moving various functions to subfolders and removing unused ones See merge request Dynare/dynare!2216	2023-12-14 10:29:07 +00:00
Johannes Pfeifer	2df08f88c7	Move estimation files to separate folder	2023-12-13 22:57:06 +01:00