compare dsge model wiht bayesian var
Posted: Sun Jul 09, 2017 5:31 am
Hi!
after I finished doing bayes estimation of dsge model .I saw in many papers ,the author just compare the model with the bvar or var .do they want to evaluate the
forecasting ability of the model or something else? how does dynare can help to do it ,which command?thank you so much!
after I finished doing bayes estimation of dsge model .I saw in many papers ,the author just compare the model with the bvar or var .do they want to evaluate the
forecasting ability of the model or something else? how does dynare can help to do it ,which command?thank you so much!