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Setting Up a DSGE Model

 

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A DSGE model in YADA includes the following components:

Data Construction File

A required user-written Matlab function where all the data are provided to YADA.

Measurement Equation File

A required user-written Matlab function where the parameter matrices for the measurement equation are provided to YADA.

Prior Distribution File

A required user-written spreadsheet (Excel or Lotus 1-2-3) where the parameters to estimate are specified and where prior distribution information is given.

File with Parameters to Update

An optional user-written Matlab function where parameter functions for parameters that depend on estimated parameters are defined.

File with Parameters to Initialize

An optional user-written Matlab function where parameter function for parameters that do not depend on estimated parameters are defined.

AiM Model File

A required text file, where the log-linearized DSGE model is defined in terms of deviations from steady-state.

 

 

 


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