DynareTeam/dynare — pull request #409 by rattoma (2013-05-23 13:56:31+00:00)
Title: New option to set prior (sign) restrictions irfs.

It uses the option endogenous_prior_restrictions, with usage

// ENDOGENOUS RESTRICTIONS
options_.endogenous_prior_restrictions.irf={'n','tfp',1,[-inf 0]};
// END OF ENDOGENOUS RESTRICTIONS

i.e. a cell matrix structured as

{endo_name_1, exo_name_1, period, [lb1 ub1] ;
endo_name_2, exo_name_2, period, [lb2 ub2] }

I have designed an irf sub-field, because this option could be extended to (sign) restrictions of moments, e.g. to impose positive/negative comovements among variables.

Ideally we should design an interface for this, but I think this would already merge with #267 when this will be available.
The cell structure is already compliant with issue #267, a part from the name of the option which changes from calibration to endogenous_prior_restrictions.

With the current commit, we would already allow to set manually these restrictions for irfs.
what do you think?