Index

A

aim2rise, [1], [2]

B

bvar_dsge bvar_dsge.autocov bvar_dsge.bvar_dsge bvar_dsge.constant bvar_dsge.draw_parameter bvar_dsge.endogenous bvar_dsge.estimate bvar_dsge.estimation bvar_dsge.fisher bvar_dsge.forecast bvar_dsge.get bvar_dsge.hessian bvar_dsge.historical_decomposition bvar_dsge.irf bvar_dsge.load_parameters

bvar_dsge.log_posterior_kernel bvar_dsge.log_prior_density bvar_dsge.markov_chains bvar_dsge.mode_curvature bvar_dsge.nlags bvar_dsge.options bvar_dsge.parameters bvar_dsge.posterior_sample bvar_dsge.print_estimation_results bvar_dsge.pull_objective bvar_dsge.residuals bvar_dsge.set bvar_dsge.shocks bvar_dsge.solve bvar_dsge.variance_decomposition

C

counterfactual

D

dirichlet prior

dynare2rise, [1], [2] dynare_sstate_file2rise, [1], [2]

E

endogenous priors, [1], [2], [3]

F

FFBS	filtering, [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12], [13], [14], [15], [16], [17]

G

gumbel

H

hdmr hdmr.aggregate hdmr.coefficients hdmr.D hdmr.estimate hdmr.expansion_order hdmr.f0 hdmr.first_order_effect hdmr.g hdmr.hdmr hdmr.Indices hdmr.metamodel hdmr.N hdmr.Nobs

hdmr.numInputs hdmr.optimal hdmr.output_nbr hdmr.param_names hdmr.plot_fit hdmr.pol_max_order hdmr.poly_coefs hdmr.polynomial_evaluation hdmr.polynomial_integration hdmr.polynomial_multiplication hdmr.sample_percentage hdmr.theta hdmr.theta_high hdmr.theta_low hdmr.x

K

kumaraswamy

M

mcf mcf.cdf mcf.cdf_plot mcf.cluster_analysis mcf.correlation_analysis mcf.correlation_patterns_plot mcf.heatmap_analysis mcf.is_behaved mcf.kolmogorov_smirnov_test mcf.logistic_regression mcf.make_random_draws mcf.mcf mcf.nparam mcf.nsim mcf.number_of_outputs mcf.pairwise_scatter mcf.parameter_names mcf.pca_analysis mcf.procedure mcf.samples mcf.scatter mcf.user_outputs mcfprop mcfprop.add mcfprop.create_handle mcfprop.kf_filtering_level mcfprop.mcfprop mcfprop.npar mcfprop.nprops mcmc mcmc.autocorrplot mcmc.best mcmc.brooks_gelman mcmc.chain_names mcmc.densplot mcmc.draws mcmc.draws2struct mcmc.geweke mcmc.inefficiency_factors

mcmc.log_post mcmc.mcmc mcmc.meanplot mcmc.nchains mcmc.nparams mcmc.npop mcmc.plot_brooks_gelman mcmc.pnames mcmc.posterior_parameter_statistics mcmc.process_draws mcmc.psrf mcmc.psrf_plot mcmc.raftery_lewis mcmc.reload_draws mcmc.scatterplot mcmc.statistics mcmc.summary mcmc.traceplot mdd mdd.bridge mdd.cj mdd.global_options mdd.H mdd.is mdd.laplace mdd.laplace_mcmc mdd.laplace_mdd mdd.lb mdd.log_post_kern mdd.maximization mdd.mdd mdd.mhm mdd.mueller mdd.normal_weighting mdd.ris mdd.subset mdd.swz mdd.thecoef mdd.theta_draws mdd.ub

P

pareto prfvar prfvar.autocov prfvar.bootstrap prfvar.codify prfvar.constant prfvar.debug prfvar.endogenous prfvar.estimate prfvar.exogenous prfvar.filter prfvar.forecast prfvar.get prfvar.historical_decomposition prfvar.homogeneity prfvar.identification prfvar.irf prfvar.is_switching prfvar.is_time_varying_trans_prob prfvar.markov_chains prfvar.members prfvar.nlags prfvar.nonvar_parameters prfvar.nparams prfvar.nregs prfvar.nvars prfvar.nx prfvar.parameters prfvar.posterior_mode prfvar.prfvar prfvar.print_solution prfvar.prior_template prfvar.pull_objective prfvar.residuals prfvar.set prfvar.solve prfvar.structural_shocks prfvar.transform_var_into_dsge

prfvar.variance_decomposition prior, [1], [2], [3], [4], [5], [6] proxy_svar proxy_svar.autocov proxy_svar.codify proxy_svar.constant proxy_svar.debug proxy_svar.endogenous proxy_svar.estimate proxy_svar.exogenous proxy_svar.filter proxy_svar.forecast proxy_svar.get proxy_svar.historical_decomposition proxy_svar.identification proxy_svar.irf proxy_svar.is_switching proxy_svar.is_time_varying_trans_prob proxy_svar.markov_chains proxy_svar.nlags proxy_svar.nonvar_parameters proxy_svar.nparams proxy_svar.nregs proxy_svar.nvars proxy_svar.nx proxy_svar.parameters proxy_svar.posterior_mode proxy_svar.print_solution proxy_svar.print_structural_form proxy_svar.prior_template proxy_svar.proxies proxy_svar.proxy_svar proxy_svar.pull_objective proxy_svar.residuals proxy_svar.set proxy_svar.solve proxy_svar.transform_var_into_dsge proxy_svar.variance_decomposition

R

ra, [1], [2] rd, [1], [2] rdico.process_keywords, [1] resimulation rfvar rfvar.autocov rfvar.bootstrap rfvar.codify rfvar.constant rfvar.debug rfvar.endogenous rfvar.estimate rfvar.exogenous rfvar.filter rfvar.forecast rfvar.get rfvar.historical_decomposition rfvar.identification rfvar.irf rfvar.is_switching rfvar.is_time_varying_trans_prob rfvar.markov_chains rfvar.nlags rfvar.nonvar_parameters rfvar.nparams rfvar.nregs rfvar.nvars rfvar.nx rfvar.parameters rfvar.posterior_mode rfvar.print_solution rfvar.prior_template rfvar.pull_objective rfvar.residuals rfvar.rfvar rfvar.set rfvar.solve rfvar.structural_shocks rfvar.transform_var_into_dsge rfvar.variance_decomposition rh, [1], [2] rise rise.abcd rise.accuracy rise.calculate_loss rise.calibrate rise.check_derivatives rise.condition_draws_on_model rise.counterfactual rise.dbminusdb rise.definitions rise.doc, [1], [2] rise.draw_parameter rise.drop rise.endogenous rise.equations rise.estimate rise.estimation rise.exit, [1], [2] rise.exogenous rise.extract_first_order_structure rise.filename rise.filter rise.fisher rise.fold_solution rise.forecast rise.forecast_real_time rise.frontier rise.get rise.growth_database rise.hessian rise.historical_decomposition rise.historical_decomposition_switch rise.indirect_inference rise.initial_conditions rise.initial_sstate rise.irf rise.is_forward_guidance_puzzle rise.is_stable_system rise.is_stationary_system rise.isnan rise.itranslate rise.legend rise.link_parameters rise.load_parameters rise.loadObj rise.log_posterior_kernel rise.log_prior_density rise.map_solution rise.markov_chains rise.max_discrepancy rise.mode_curvature rise.model_description rise.model_information rise.nsols rise.observables rise.observables_decomposition rise.optimal_simple_rule rise.options rise.parameters rise.parameters_to_file rise.perfect_foresight rise.plan2database rise.posterior_sample rise.predictive_analysis rise.print_estimation_results rise.print_solution rise.pull_objective rise.randsample rise.refresh rise.regime_partition_analysis

rise.release, [1], [2] rise.resid rise.resimulate rise.rise rise.saveObj rise.set rise.set_z_eplus_horizon rise.simulate rise.simulate_nonlinear rise.solve rise.solve_alternatives rise.srf rise.sstate rise.startup, [1], [2] rise.state_var_list rise.stoch_simul rise.summary rise.table rise.theoretical_autocorrelations rise.theoretical_autocovariances rise.toolbox, [1], [2] rise.translate rise.unlink_parameters rise.update_file rise.user_data rise.variance_decomposition rise.version, [1], [2] rise.view_linked_parameters rise.whatstup, [1] rise.whatsup rise.why, [1], [2] rise_dates.dates rise_dates.dates.char rise_dates.dates.colon rise_dates.dates.convert rise_dates.dates.date_time rise_dates.dates.dates rise_dates.dates.datestr rise_dates.dates.double rise_dates.dates.fill rise_dates.dates.Frequency rise_dates.dates.Incr rise_dates.dates.intersect rise_dates.dates.ismember rise_dates.dates.max rise_dates.dates.min rise_dates.dates.minus rise_dates.dates.plus rise_dates.dates.unique rise_dates.dates.xlim rise_dates.dates.xline rise_dates.dates.ymd rm, [1], [2] rnotes rnotes.addParameterTable rnotes.Author rnotes.Body rnotes.chapter rnotes.checkLatexLiteralSafety rnotes.cleardoublepage rnotes.clearpage rnotes.Counters rnotes.create_figure rnotes.Date rnotes.description rnotes.dsge rnotes.enumerate rnotes.equation rnotes.figsDir rnotes.figure rnotes.filesToDelete rnotes.footnote rnotes.getfieldWithDefault rnotes.input rnotes.itemize rnotes.Labels rnotes.latexSafe rnotes.maketitle rnotes.newpage rnotes.pagebreak rnotes.paragraph rnotes.publish rnotes.quotation rnotes.quote rnotes.rnotes rnotes.section rnotes.subparagraph rnotes.subsection rnotes.subsubsection rnotes.table rnotes.text rnotes.Title rnotes.toc rnotes.url rnotes.verbatim rnotes.WorkDir rq, [1], [2] rsamplers.apt rsamplers.apt.apt, [1] rsamplers.imh rsamplers.imh.imh, [1] rsamplers.rsample.sample rsamplers.rsampler.sample, [1] rsamplers.rwmh rsamplers.rwmh.rwmh, [1] rsamplers.slice rsamplers.slice.slice, [1] rsamplers.slice.usrsmplr rsamplers.usrsmplr rw, [1], [2] ry, [1], [2]

S

Shapley simplan simplan.append simplan.ConditionMatrix simplan.def_list simplan.details simplan.disp simplan.DynamicConstraints simplan.end_date simplan.endo_list simplan.endval simplan.exo_list simplan.export simplan.histval simplan.InitialRegime simplan.initval simplan.par_list simplan.partitions simplan.query simplan.simplan simplan.simul_periods simplan.start_date simplan.variable_list svar svar.autocov svar.codify svar.constant svar.debug svar.endogenous svar.estimate

svar.exogenous svar.filter svar.forecast svar.get svar.historical_decomposition svar.identification svar.irf svar.is_switching svar.is_time_varying_trans_prob svar.markov_chains svar.nlags svar.nonvar_parameters svar.nparams svar.nregs svar.nvars svar.nx svar.parameters svar.posterior_mode svar.print_solution svar.print_structural_form svar.prior_template svar.pull_objective svar.residuals svar.set svar.solve svar.svar svar.transform_var_into_dsge svar.variance_decomposition switching_cubature_kalman_filter, [1], [2] switching_divided_difference_filter, [1], [2] switching_unscented_kalman_filter, [1], [2]

T

ts ts.abs ts.acos ts.acosh ts.acot ts.acoth ts.allmean ts.and ts.apply ts.area ts.asin ts.asinh ts.atan ts.atanh ts.bar ts.barh ts.boxplot ts.bsxfun ts.cat ts.chebyshev_box ts.chowlin ts.collect ts.concatenator ts.convert ts.corr ts.corrcoef ts.cos ts.cosh ts.cot ts.coth ts.cov ts.cumprod ts.cumsum ts.data ts.describe ts.description ts.disp ts.double ts.drop ts.dummy ts.dust_up ts.end ts.errorbar ts.exp ts.expanding ts.fanchart ts.finish ts.fold ts.frequency ts.get ts.group ts.head ts.hist ts.histogram ts.horzcat ts.hpfilter ts.imag ts.interpolate ts.isfinite ts.isinf ts.isnan ts.jbtest ts.kurtosis ts.lag ts.lead

ts.log ts.ma_filter ts.max ts.mean ts.median ts.min ts.minus ts.mode ts.moments ts.mpower ts.mrdivide ts.mtimes ts.nan ts.npdecomp ts.NumberOfObservations ts.NumberOfPages ts.NumberOfVariables ts.numel ts.ones ts.pages2struct ts.pdecomp ts.permute ts.plot ts.plot3 ts.plot_decomp ts.plot_real_time ts.plotyy ts.plus ts.power ts.prctile ts.quantile ts.rand ts.randn ts.range ts.rdivide ts.real ts.regress ts.rmse ts.rolling ts.scatter ts.semilogy ts.set ts.shift ts.sin ts.sinh ts.size ts.skewness ts.spectrum ts.stairs ts.start ts.std ts.stem ts.step_dummy ts.subsasgn ts.subsref ts.sum ts.tail ts.times ts.transform ts.ts ts.uminus ts.unfold ts.values ts.var ts.varnames ts.zeros

U

User-defined priors

V

Viterbi

W

weibull