The Tools menu item includes the following commands:
Simulate data from a DSGE-VAR model. |
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Compute the sample or population moments of the observed variables via a DSGE-VAR. |
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Compute the sample or population conditional correlations via a DSGE-VAR. |
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Compute sample means, standard deviations, and correlations of the estimated structural shocks of the DSGE-VAR model. |
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Estimate the structural shocks of the DSGE-VAR model. |
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Compute the marginalized or concentrated log-likelihood function of a DSGE-VAR model at initial or marginal/joint/DSGE posterior mode parameter values. |
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Compute out-of-sample predictive distributions for the observed variables. |
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Compute decompositions of the endogenous variables, such as forecast error variance decompositions. |
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Calculate the responses of the observed variables from the structural shocks in the DSGE-VAR model. |
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