Cointegration

Compile

Conditional correlations

Select shocks for observed variables

DSGE-VAR

Conditional forecasting

Select variables

Conditional variance decomposition

Confidence band colors

Confidence bands

Configure shocks

Shock alias

Shock color

Control System Toolbox

Convergence

Correlation

Conditional (DSGE-VAR)

Decomposition

Decomposition (DSGE-VAR)

Measurement errors

State shocks

Correlation decompositions

Conditional forecasting data

DSGE-VAR

Counterfactual

Parameter scenario

Covariance matrix prior

Coverage probability

End

Increment

Start

Cross-equation tightness

csminwel

CUSUM

- D -

Data construction file

Annualization

Bayesian VAR variables

Transformation functions

Data simulation

Doubling algorithm

Convergence criterion

Iterations

Tolerance level

Download YADA

DSGE model

Calibrated parameters

Controllability

Deterministic variables

Estimated parameters

Exogenous variables

Initialized parameters

Measurement equations

State-space representation

DSGE Model File

DSGE-VAR

Compare estimated parameters

Compare marginal likelihood

Conditional correlations

Conditional predictive distributions

Correlation decompositions

DSGE model parameters

Estimate structural shocks

Identification

Impulse responses

Joint Posterior Model

Lag order

Lag order selection

Marginal Posterior Model

Modesty statistics

Observed variable correlations

Observed variable decompositions

Optimization error summary

Posterior densities

Posterior mode results

Posterior mode summary

Posterior sampling DSGE parameters

Posterior sampling summary

Posterior sampling VAR parameters

Prediction event

Predictive distributions

Prior densities

Prior sampling VAR parameters

Raw posterior draws

Risk analysis

Simulate data

Spectral decompositions

Structural shocks

VAR equations

VAR parameters

Variance decompositions

- E -

Eigenvalues

Estimation

DSGE-VAR structural shocks

Joint Posterior mode

Marginal Posterior mode

Recursive smooth estimation

Simulation smoother

State shocks

First difference variable

Estimation log

Clear log window button

- F -

Finite difference inverse Hessian

Step length

Fisher's information matrix

fminunc

Forecast error decomposition

Forecast error variance decompositions

Riccati equation solver

State, shock, measurement error, parameter uncertainty

Forecast horizon

Forecasting

Frequency domain

Coherence - Observed variables

Coherence - State variables

Coherence (DSGE-VAR)

Information matrix

Spectral decomposition, DSGE model

Spectral decomposition, DSGE-VAR model

- G -

gamma

gensys

GNU General Public License

Groups

- H -

- I -

Impulse responses

Initialize parameters

Parameter functions

Required input

Required ouptut

Inverse Hessian estimation

Finite difference

Initialization

My estimate

Optimzation routine output

Parameter covariance matrix

Quadratic approximation to log posterior

Transform conditional standard deviations for modiefied Hessian to marginal

inverted gamma

Inverted Wishart

Degrees of freedom

ML estimate of A

Variance tightness hyperparameter

- J -

Jacobian

- K -

Kalman filter

Initial covariance matrix

Kernel density estimation

Bi-weight

Bump killing bandwidth

Sheather-Jones bandwidth

Silverman-type

Sköld-Roberts correction

- L -

left truncated normal

Levels variable

License

logistic

Log-likelihood function

- M -

Marginal likelihood

Modified harmonic mean

Results

Markov Chain Monte Carlo

Matlab path

Matlab shortcuts

Matlab toolboxes

Control system toolbox

Maximization

Maximum number of iterations

newrat

Tolerance level

Measurement equations

Required input

Required output

Measurement error estimation

Modesty analysis

Multiple chain convergence statistic

Multivariate analysis of variance

Multivariate potential scale reduction factor

- N -

normal

- O -

Observability

Observation weight decompositions

Observation weights

Observed variable decomposition

Observed variable groups

- P -

Parameter covariance matrix

Parameter data

Parameters to initialize

Parameters to update

Parameter transformations

Original parameters

Transformed parameters

Pareto

Path

Percentiles

Plotting

Annualized observed variables

Conditioning variable assumptions

Transformed observed variables

Poor man's invertibility condition

Population moments

Conditional correlations

Conditional correlations (DSGE-VAR)

Correlation decompositions

Posterior density

Bayesian VAR

DSGE model parameters of DSGE-VAR

Laplace approximation

Normal approximation

DSGE parameters of DSGE-VAR model

Marginal distribution

Posterior sampling

Gibbs sampling

Initialization

Number of burn-in draws

Number of draws

Number of parallel chain

Number of saves

Random walk Metropolis

Random walk Metropolis algorithm

Slice sampler

	Posterior Sampling
	Posterior Sampling

Prediction

Prediction event

Prior Data

Lotus 1-2-3 spreadsheet

Prior data headers

Prior density

DSGE model parameters

Graph density

Grid density estimate

Kernel density estimate

Numerical value

Prior distribution specification file

Prior Distributions

left truncated normal

Type I generalized logistic

uniform

Weibull

Prior Sampling

DSGE model parameters

Number of default draws

Number of draws

QR factorization with column pivoting

Progress dialog

Show dialog

Show time

Proposal density

- Q -

Quantiles

Quit

- R -

Random number initialization

Fixed state

Random state

Random walk Metropolis algorithm

Raw posterior draws

Original parameters

Transformed parameters

Relative numerical efficiency

Reload DSGE Model File

Reopen DSGE Model File

Reserved parameter names

Retreive data

Riccati equation

Maximum number of iterations

Risk analysis

- S -

Sample moments

Conditional correlations

Conditional correlations (DSGE-VAR)

Scatter-plot

Transformed parameters

Select conditioning shocks

Select conditioning variables

Selected Sample

Sequential estimation

StartIteration

StepLength

Sequential marginal likelihood

Bayesian VAR

Chib and Jeliazkov

Modified harmonic mean

Set economic shocks

Set state shocks

Set state variables

Set structural shocks

Signal extraction error

Simulating data

DSGE

DSGE-VAR

Number of parameter values

Number of paths per parameter value

Single chain convergence statistic

Acceptance ratio

CUSUM

Separated partial means test

Sequential posterior mean

Sequential posterior median

Singular value decomposition

Slice sampler

Snedecor

solab

Spectral decomposition

Spectral density

State shock estimation

State variable decomposition

State-space representation

Save

View

Steady state parameter prior file

Structural form

Structural shocks

Student-t

Subsets of parameter draws

Equal distance

Method selection

Number of draws for prediction

Percentage use for impulse responses

Random draws

System requirement

Matlab

System requirements

- T -

Toolbar

About

Close Model

Configure Shocks

Estimate Posterior Mode

Toolbox

Control system toolbox

Optimization toolbox

Training sample

	Kalman Filter Selections
	Sample Selection

Transformation functions

Annualization (annual)

Export (export)

First order Taylor expansion of annualization function (annualizepartial)

First order Taylor expansion of general function (partial)

General (fcn)

Inversion (invert)

Linear combinations of observed variables

- U -

Unit roots

Update parameters

- V -

Variables