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

Bayesian FAVARs with Agnostic Identification 87
clc;
% Declarations
% Declare global
% 1 : Internal Var Monitoring
% 2 : Information
% 3 : Warnings
% 4 : Errors
global GLOG_MODE;
GLOG_MODE = 2;
GLOG (’Begin of Bayesian FAVAR Estimation’,2);
% Main
[input] = DO_INPUT; % see Sequence Diagram - Block A
[results] = DO_CALCULATION (input); % see Sequence Diagram - Block B
DO_RESULTS (input,results); % see Sequence Diagram - Block C
GLOG (’End of Bayesian FAVAR Estimation’,2);
%profile viewer
%
%%%%%%**********************************************************%%%%%
%%%%%% Bayesian FAVAR Code August 26th %%%%%
%%%%%%**********************************************************%%%%%
%%%%%% DO _INPUT_VERSION %%%%%
%%%%%% see Sequence Diagram Block A.1 %%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%% version.versionId %%%%%
%%%%%% version.nGibbsit %%%%%
%%%%%% version.burn_in %%%%%
%%%%%% version.ira_mode %%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%% 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.
function [version] = DO_INPUT_VERSION ()
%function [version] = DO_INPUT_VERSION ()
disp(’%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% ’)
disp(’%% You are asked to type in the number of iteratrions or to choose a %% ’)
disp(’%% one of the following specifications for replicating the results in %% ’)
disp(’%% my thesis which are the following: %% ’)
disp(’%% %% ’)
disp(’%% Version 1: Type in 1 %% ’)
disp(’%% Version 2: Type in 2 %% ’)
disp(’%% Version 3: Type in 3 %% ’)
disp(’%% Version 4: Type in 4 %% ’)
disp(’%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% ’)
disp(’ ’)
%disp(’%% Hit any key when ready... %% ’)
%disp(’ ’)
%pause;