BVAR-DSGE output
Posted: Wed Jan 09, 2008 9:40 pmHi,
I'm trying to run a BVAR model which uses a DSGE model as a prior, similar to del Negro and Schorfheide's 2004 paper. I've been using the command dsge_prior_weight in Dynare. I was wondering whether the Dynare output includes the estimated VAR parameters, and if so, where to find them.
Any help on this would be great.
Cheers,
Robyn
I'm trying to run a BVAR model which uses a DSGE model as a prior, similar to del Negro and Schorfheide's 2004 paper. I've been using the command dsge_prior_weight in Dynare. I was wondering whether the Dynare output includes the estimated VAR parameters, and if so, where to find them.
Any help on this would be great.
Cheers,
Robyn