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BVAR-DSGE output

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BVAR-DSGE output

Postby Robyn » Wed Jan 09, 2008 9:40 pm

Hi,

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
Robyn
 
Posts: 3
Joined: Sun Nov 11, 2007 11:27 pm
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