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Tools

 

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The Tools menu item includes the following commands:

Simulate Data

Simulate data from a DSGE-VAR model.

Observed Variable Correlations

Compute the sample or population moments of the observed variables via a DSGE-VAR.

Conditional Correlations

Compute the sample or population conditional correlations via a DSGE-VAR.

Structural Shock Correlations

Compute sample means, standard deviations, and correlations of the estimated structural shocks of the DSGE-VAR model.

Structural Shocks

Estimate the structural shocks of the DSGE-VAR model.

Log-Likelihood Function

Compute the marginalized or concentrated log-likelihood function of a DSGE-VAR model at initial or marginal/joint/DSGE posterior mode parameter values.

Predictive Distributions

Compute out-of-sample predictive distributions for the observed variables.

Decompositions

Compute decompositions of the endogenous variables, such as forecast error variance decompositions.

Impulse Responses

Calculate the responses of the observed variables from the structural shocks in the DSGE-VAR model.

 

 

 


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