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YADA Version 3.90

 

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Released on 17/09/2015:

Adapted the code base to support the new graphics engine (HG2) included in matlab release 2014b and later.
YADA supports the random walk Metropolis posterior sampler with a Student-t proposal density.
The predictive likelihood calculations for the DSGE and DSGE-VAR models now supports multiple sets of actuals data. These sets are specified in the data construction file.
Added two small-scale DSGE models. The first is a variant of the Smets and Wouters model and similar to the small-scale version in Del Negro and Schorfheide (2013). The other is the An and Schorfheide (2007) model, with data as described in Herbst and Schorfheide (2016).
Added the medium-scale fiscal policy model of Leeper, Plante and Traum (2010).

 

 


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