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Added week 12 workflow and improved solutions
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wmutschl committed Feb 15, 2024
1 parent 28cb06e commit b4900d3
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8 changes: 7 additions & 1 deletion .github/workflows/matlab.yml
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Expand Up @@ -98,4 +98,10 @@ jobs:
with:
command: |
cd("progs/matlab")
BayesianQuarterlyInflation
BayesianQuarterlyInflation
- name: Run week 12 scripts
uses: matlab-actions/run-command@v1
with:
command: |
cd("progs/matlab")
BVARZLB_run
4 changes: 3 additions & 1 deletion exercises/bayesian_estimation_var_zlb.tex
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Expand Up @@ -23,7 +23,9 @@
\item Initialize the first draw of the covariance matrix with OLS values.
\item Draw 40000 times from the conditional posteriors
\begin{align*}
p(vec(A)|\Sigma,Y) \sim N(a_1,V_1)$$ and $$p(\Sigma|vec(A),Y) \sim IW(v_1, S_1)
&p(vec(A)|\Sigma,Y) \sim N(a_1,V_1)
\\
&p(\Sigma|vec(A),Y) \sim IW(v_1, S_1)
\end{align*}
where
\begin{align*}
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3 changes: 3 additions & 0 deletions exercises/bayesian_estimation_var_zlb_solution.tex
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@@ -1 +1,4 @@
\lstinputlisting[style=Matlab-editor,basicstyle=\mlttfamily,title=\lstname]{progs/matlab/BVARZLB_run.m}
Run the main script by setting the option to false for the first part and to true for the second part.
The main script might look like this:
\lstinputlisting[style=Matlab-editor,basicstyle=\mlttfamily,title=\lstname]{progs/matlab/BVARZLB.m}

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