Welcome to YADA
Setting Up a DSGE Model
Data Construction File
Measurement Equation File
Prior Distribution File
File with Parameters to Update
File with Parameters to Initialize
AiM Model File
Tabs and Options
DSGE Data Tab
Observation Data
Prior Distribution Data
Parameter Data
AiM Data
Settings Tab
DSGE Posterior Sampling
Progress Dialog Selections
Kalman Filter Selections
Sample Selection
Options Tab
Posterior Sampling
Optimization
Miscellaneous Tab
Forecasting
Tools
Kernel Density Estimation
Bayesian VAR Tab
Prior - Steady State Parameters
Prior - Parameters on Lags
Prior - Covariance Parameters
Lag Order Selection
Output Tab
Output Selection
Estimation Log
Menu Commands
File Menu
Open Model
Save Model
Reload Model
Reopen Model
Import YADA Settings
Close Model
Quit
Edit Menu
Undo
Cut
Copy
Paste
Select All
View Menu
Open Graphics
Data Construction Information
AiM Model File
Prior Distribution Information
State-Space Form
Graph-A-Prior
Parameter Covariance Matrix
Posterior Mode Results
Posterior Mode Summary
Optimization Error Summary
Posterior Sampling Summary
Raw Posterior Draws
Scatter-plot Posterior Draws
Sequential Marginal Likelihood
Convergence
CUSUM Plots
Separated Partial Means Test
Acceptance Ratio
Multivariate ANOVA
Posterior Mean
Posterior Median
Modesty Statistics
Iterated Parameter Estimates
Check Posterior Mode
Posterior Mode Surface
Prior Densities
Posterior Densities
Prior and Log Jacobian Value
Observed Variables
Annualized Observed Variables
Transformed Observed Variables
Save Annualized Observed Variables
Tools Menu
DSGE Model Eigenvalues
Poor Man's Invertibility Condition
Information Matrix
Simulate Data
Observed Variable Correlations
Conditional Correlations
State Variable Correlations
State Shock Correlations
Measurement Error Correlations
1-Step Ahead Forecasts
State Variables
State Shocks
Measurement Errors
Log-likelihood Function
Parameter Scenarios
Predictive Distributions
Decompositions
Forecast Error Decompositions
Observation Weights
Observed Variable Decompositions
State Variable Decompositions
Spectral Decompositions
Variance Decompositions
Conditional Variance Decompositions
Impulse Responses
Actions Menu
Run AiM Parser
Estimate Posterior Mode
Posterior Sampling
Prior Sampling
Set State Variables
Set State Shocks
Set Shock Groups
Set Observed Variable Groups
Set Initial State Values
Specify Unit Root State Variables
Confidence Band Base Color
View Conditioning Variables
Select Conditioning Variables
Select Conditioning Shocks
DSGE-VAR Menu
Estimate Marginal Posterior Mode
Estimate Joint Posterior Mode
DSGE Posterior Sampling
VAR Posterior Sampling
Prior Sampling
View
VAR Equations
Posterior Mode Results
Posterior Mode Summary
Optimization Error Summary
Posterior Sampling Summary
Raw Posterior Draws
Compare Estimated Parameters
Check Posterior Mode
Compare Marginal Likelihood
Prior Densities
Posterior Densities
Tools
Structural Shocks
Predictive Distributions
Decompositions
Observed Variable Decompositions
Spectral Decompositions
Variance Decompositions
Impulse Responses
Set DSGE-VAR Shocks
Lag Order
BVAR Menu
Estimate Posterior Mode
Posterior Sampling
Posterior Mode Results
Posterior Sampling Results
Eigenvalues
Predictive Distributions
Raw Posterior Draws
Sequential Marginal Likelihood
Convergence
Prior Densities
Posterior Densities
Help Menu
Help
Manual - Computational Details (PDF)
Extending YADA (PDF)
License
About
FAQ
Where is YADA's official homepage?
How Do I Run YADA?
On which operating systems does YADA run?
Does YADA run under older versions of Matlab?
How do I setup the An and Schorfheide example?
Can I save results from YADA to disk?
Why can't YADA find functions or scripts?
How can I use Matlab's fminunc for posterior mode estimation?
How do I get access to the data used by YADA?
Can I compile YADA?

Copyright © 2006-2010 Anders Warne