The Tools menu includes the following commands:
Calculate the eigenvalues of the DSGE model at initial or posterior mode parameter values. |
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Based on draws from the prior distribution, the uniqueness and stability properties of the DSGE model are evaluated. |
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Check if the DSGE model can be rewritten as an infinite order VAR model. |
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Calculate Fisher's information matrix of the log-likehood function at initial or posterior mode parameter values. |
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Simulate data from the DSGE model. |
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Compute the sample or population moments of the observed variables at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute the sample or population conditional correlations at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute the sample or population moments of the state variables at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute sample correlations of the smooth estimates of the structural shocks at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute the sample correlations of the smooth estimates of the measurement errors at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute the 1-step ahead within-sample forecasts of the observed variables at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute smooth, update and 1-step ahead forecast estimates of the state variables at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute the smooth and update estimates of the structural shocks at initial or posterior model parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute the smooth and update estimates of the measurement errors at initial or posterior mode parameter values, or a sample from the posterior or prior distribution of the parameters. |
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Compute the log-likelihood function at initial or posterior mode parameter values. |
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Compute paths for the observed variables and smoothly estimated structural shocks under alternative values for certain parameters, while the remaining are set to the initial or the posterior mode values. |
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Compute out-of-sample predictive distributions for the observed variables. |
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Compute decompositions of the observed variables, the state variables, and the shocks. |
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Calculate the responses of the observed variables from the structural shocks. |
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