├── .gitignore ├── @InvestmentModel └── InvestmentModel.m ├── @MCMCResults └── MCMCResults.m ├── HADSGE.pdf ├── README.md ├── functions ├── compute_loglikelihood.m ├── compute_unconditional_covariance_by_simulation.m ├── interpolate.m ├── inversegampdf.m ├── metropolis_hastings.m ├── plot_parameterwise.m ├── rouwen.m ├── solve_ss.c ├── solve_ss.m └── spread.m └── run.m /.gitignore: -------------------------------------------------------------------------------- 1 | /@myAD 2 | /gensys 3 | /mh_output 4 | /oldfunctions 5 | -------------------------------------------------------------------------------- /@InvestmentModel/InvestmentModel.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/@InvestmentModel/InvestmentModel.m -------------------------------------------------------------------------------- /@MCMCResults/MCMCResults.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/@MCMCResults/MCMCResults.m -------------------------------------------------------------------------------- /HADSGE.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/HADSGE.pdf -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/README.md -------------------------------------------------------------------------------- /functions/compute_loglikelihood.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/compute_loglikelihood.m -------------------------------------------------------------------------------- /functions/compute_unconditional_covariance_by_simulation.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/compute_unconditional_covariance_by_simulation.m -------------------------------------------------------------------------------- /functions/interpolate.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/interpolate.m -------------------------------------------------------------------------------- /functions/inversegampdf.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/inversegampdf.m -------------------------------------------------------------------------------- /functions/metropolis_hastings.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/metropolis_hastings.m -------------------------------------------------------------------------------- /functions/plot_parameterwise.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/plot_parameterwise.m -------------------------------------------------------------------------------- /functions/rouwen.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/rouwen.m -------------------------------------------------------------------------------- /functions/solve_ss.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/solve_ss.c -------------------------------------------------------------------------------- /functions/solve_ss.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/solve_ss.m -------------------------------------------------------------------------------- /functions/spread.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/functions/spread.m -------------------------------------------------------------------------------- /run.m: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jeromematthewcelestine/hadsge/HEAD/run.m --------------------------------------------------------------------------------