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YADA Version 5.40

 

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Released on 20/02/2024:

Observed variable decompositions using prior and posterior draws for the DSGE model based on rational expectations. The decompositions are computed from the mean and median of the decompositions for each parameter value.
Added CRPS and ES estimation and predictive likelihood estimation for conditional forecasts of the rational expectations version of the DSGE model using either prior or posterior parameter draws.
The inverse Hessian with finite differences can now be calculated with parallel computations.
Predictive likelihood estimation for unconditional and conditional forecasts subject to the ZLB under rational expectations and using prior or posterior parameter draws.
CRPS and ES estimation for the conditional forecasts subject to the ZLB under rational expectations and using prior or posterior parameter draws.

 

 


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