dynare/matlab/prior_analysis.m

33 lines
798 B
Matlab

function prior_analysis(var_list)
% function prior_analysis(var_list)
% performs stochastic simulations for value of parameters drawn from
% the prior
%
% INPUTS:
% var_list: list of variable names for which results are requested
%
% OUTPUTS:
% none
%
% SPECIAL REQUIREMENTS
% none.
%
% part of DYNARE, copyright Dynare Team (2006-2008)
% Gnu Public License.
global M_ options_ oo_ estim_params_ bayestopt_
old_options = options_;
if options_.replic < 100
warning('Prior analysis requires at least 100 replications, preferably many more! options replic reset to 100')
options_.replic = 100;
end
options_.order = 1;
if options_.forecast
forcst_unc(oo_.endo_simul(:,1:M_.maximum_lag),var_list);
end
options_ = old_options;