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The Tools menu includes the following commands:

DSGE Model Eigenvalues

Calculate the eigenvalues of the DSGE model at initial or posterior mode parameter values.

Monte Carlo Filtering

Based on draws from the prior distribution, the uniqueness and stability properties of the DSGE model are evaluated.

Poor Man's Invertibility Condition

Check if the DSGE model can be rewritten as an infinite order VAR model.

Information Matrix

Calculate Fisher's information matrix of the log-likehood function at initial or posterior mode parameter values.

Simulate Data

Simulate data from the DSGE model.

Observed Variable Correlations

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.

Conditional Correlations

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.

State Variable Correlations

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.

State Shock Correlations

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.

Measurement Error Correlations

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.

1-Step Ahead Forecasts

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.

State Variables

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.

State Shocks

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.

Measurement Errors

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.

Log-likelihood Function

Compute the log-likelihood function at initial or posterior mode parameter values.

Parameter Scenarios

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.

Predictive Distributions

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

Decompositions

Compute decompositions of the observed variables, the state variables, and the shocks.

Impulse Responses

Calculate the responses of the observed variables from the structural shocks.

 

 


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