45 lines
1.6 KiB
Matlab
45 lines
1.6 KiB
Matlab
function check_dsge_var_model(M_, estim_params_, bayestopt_)
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% Check if the dsge model can be estimated with the DSGE-VAR approach.
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% Copyright © 2013-2014 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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if estim_params_.nvn
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error('Estimation::DsgeVarLikelihood: Measurement errors are not allowed!')
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end
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if estim_params_.ncn
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error('Estimation::DsgeVarLikelihood: Measurement errors are not allowed!')
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end
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if any(vec(M_.H))
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error('Estimation::DsgeVarLikelihood: Measurement errors are not allowed!')
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end
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if estim_params_.ncx
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error('Estimation::DsgeVarLikelihood: Structural innovations cannot be correlated using Dynare''s interface! Introduce the correlations in the model block instead.')
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end
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if M_.exo_nbr>1 && any(vec(tril(M_.Sigma_e,-1)))
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error('Estimation::DsgeVarLikelihood: Structural innovations cannot be correlated using Dynare''s interface! Introduce the correlations in the model block instead.')
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end
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if isequal(bayestopt_.with_trend,1)
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error('Estimation::DsgeVarLikelihood: Linear trend is not yet implemented!')
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end
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