YADA Manual - Computational Details - TeXlips

YADA Manual Computational Details Anders Warne October 26, 2018. Abstract: YADA (Yet Another Dsge Application) is a Matlab program for Bayesian estimation and evaluation of Dynamic Stochastic General Equilibrium and vector autoregressive models. This pa- per provides the mathematical Details for the various functions used by the software. First, some rather famous examples of DSGE models are presented and all these models are included as ex- amples in the YADA distribution. YADA supports a number of di erent algorithms for solving log-linearized DSGE models. The fastest algorithm is the so called Anderson-Moore algorithm (AiM), but the approaches of Klein and Sims are also covered and have the benefit of being nu- merically more robust in certain situations.

YADA Manual — Computational Details Anders Warne October 26, 2018 Abstract: YADA(YetAnotherDsgeApplication) isaMatlabprogramforBayesianestimationand

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