RISE Toolbox Documentation

Getting started

  • 1. Installation
  • 2. First model
  • 3. What’s new
  • 4. Hit the ground running: an introductory example
  • 5. Modern architecture

Working with a model

  • 1. Understanding a rise_model object
  • 2. Setting up calibration and priors outside the model file
  • 3. Portable model documents
  • 4. Filtering
  • 5. Simulation plans
  • 6. Conditioning on transforms
  • 7. Entropic tilting
  • 8. Scenario plausibility
  • 9. Robust forecasts
  • 10. Surprises and announcements
  • 11. Terminal conditions
  • 12. Satellite models
  • 13. Forecasting and simulation
  • 14. Solution accuracy
  • 15. Failure diagnosis: diagnose(m) and friends
  • 16. Storytelling
  • 17. Time-varying transition probabilities
  • 18. Extending RISE
  • 19. Extending RISE through paradigms

Model shapes

  • 1. DSGE Modeling
  • 2. Reduced-form VAR Modeling
  • 3. Structural VAR Modeling
  • 4. Proxy (instrumental) SVAR Modeling
  • 5. Panel VAR Modeling
  • 6. DSGE-VAR Modeling
  • 7. Local Projections

Estimation

  • 1. Estimation

Data and tools

  • 1. Time Series and Data Management
  • 2. RISE’s reporting system
  • 3. Publishing a script
  • 4. Runnable documents
  • 5. Report documents
  • 6. Plotting tools
  • 7. Chart declarations

Interactive demos

  • 1. The interactive cockpit

Advanced

  • 1. Global Sensitivity Analysis and Uncertainty Quantification
  • 2. Stochastic Global Optimization
RISE Toolbox Documentation
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