A DSGE model in YADA includes the following components:
A required user-written Matlab function where all the data are provided to YADA. |
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A required user-written Matlab function where the parameter matrices for the measurement equation are provided to YADA. |
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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. |
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An optional user-written Matlab function where a prior for system features conditional on the parameters of the model can be specified as the natural logarithm of the system prior density function. |
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An optional user-written Matlab function where parameter functions for parameters that depend on estimated parameters are defined. |
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An optional user-written Matlab function where parameter function for parameters that do not depend on estimated parameters are defined. |
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A required text file, where the log-linearized DSGE model is defined in terms of deviations from steady-state. |
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