Measuring the Effects of a Shock to Monetary Policy - Humboldt ...

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Bayesian FAVARs with Agnostic Identification 53 DO_INPUT_VERSION.m
54 Bayesian FAVARs with Agnostic Identification This function allows the user to load a set of parameters to replicate the results of the thesis or enter his own settings. All data is stored into the input.version structure. DO_INPUT_DATA.m Writes the Datasource into input.data. DO_INPUT_SPECIFICATIONS.m The aim of this function is to set all specification parameters for the calculation process including the Gibbs Sampler and Impulse Response Analysis. All parameters are stored in the input.specification structure. DO_INPUT_GENERATEXDATA.m This function returns the matrix input.xdata which is input.data excluding the data column of the perfectly observable that has pervasive effects on the economy. DO_INPUT_STARTINGVALUES.m Returns starting values for all variables included in the input.startingvalues structure. These are F, lam_f, lam_y, R, Phi_lags and Q. DO_CALCULATION.m In this function all calculation processes are started and their outputs are stored. These processes are initialized by calling the functions DO_CALCULATION_SETMODEL, DO_CALCULATION_CREATEST DO_CALCULATION_GIBBS_SAMPLING and DO_CALCULATION_IR where the last two are the main calculation processes. To save memory the data structure calculation is declared as global in all calculation functions. In this way all functions can refer to it as an input and output parameter without moving this big sized structure.
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