RISE Toolbox Documentation

Getting started

1. Getting started

Modeling

1. Hit the ground running : An introductory example
2. DSGE Modeling
3. DSGE-VAR Modeling
4. Reduced-form VAR Modeling
5. Panel VAR Modeling
6. Structural VAR Modeling
7. Proxy (instrumental) SVAR Modeling

Estimation, data and analysis

1. Bayesian Estimation
2. Time Series and Data Management
3. Global Sensitivity Analysis and Uncertainty Quantification
4. Conditional forecasting using relative entropy
5. RISE’s reporting system
6. Stochastic Global Optimization
7. Plotting tools

Extending RISE

1. Extending RISE through paradigms

Reference and help

Troubleshooting

RISE Toolbox Documentation

2. DSGE Modeling
2.15. DSGE Filtering
2.15.2. Linear filtration with real-time information
View page source

2.15.2. Linear filtration with real-time information

Data setup

routine

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