Released on 13/04/2023:
• | Added matlab command line support for two YADA functions: (i) the driver functions for the current model; and (ii) run model sequence using the driver functions for each model in the selected model sequence. When YADA is run from the command line with the appropriate switch, the GUI is not displayed and case (i) or (ii) is executed until finished after which YADA closes. |
• | Added conditional forecasts subject to the zero lower bound using anticipated shocks for the DSGE model with rational expectations at the initial values, the posterior mode values, prior or posterior draws. |
• | Added save inverse Hessian calculations for the DSGE model under rational expectations and under adaptive learning. It relies on an arbitary vector of parameters that are stored in a mat-file. Provided that the model can be solved, the functions calculates with inverse Hessian at the selected values with finite differences and stores the results in a mat-file. The latter file is created such that it can be imported when estimating the posterior mode. |
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