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It is based on the Kullback-Leibler measure of distance between the unconditional forecast and the conditional/scenario forecast.", "topics": [ "KL" ] }, { "page": "mat_forc", "title": "mat_forc function ############################################################################## NB: HERE WE USE Antolin-Diaz et al notation # B is reduced form; # A is structural; # d is intercepts # M is reduced so that E(u_u')=Sigma=(A_0_A_0')^(-1) and M_0=A_0^(-1)*Q # Note that the code returns conflicting notation: # B=>A_0^(-1)*Q and # A=>B # ############################################################################## The recursions (Antolin-Diaz et al. 2021, Appendix A) are implemented once, in the internal single-draw kernel 'mat_forc_draw()'; 'mat_forc()', 'big_b_and_M()' and 'forc_h()' are thin consumers of that kernel.", "topics": [ "mat_forc" ] }, { "page": "NKdata", "title": "Example Dataset NKdata", "topics": [ "NKdata" ] }, { "page": "plot_bvars", "title": "plot_bvars: This function 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