I am working with the fs2000 example, is there a way to ask dynare to smooth the current value of the shocks using the observed variables and forecast the model from today on, without estimating parameters?
Thanks,
Stefano
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Forecasting without estimation
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
Forecasting without estimation
by stefano » Fri Nov 12, 2010 11:24 pm
- stefano
- Posts: 2
- Joined: Thu Nov 11, 2010 3:52 pm
Re: Forecasting without estimation
by SébastienVillemot » Mon Dec 06, 2010 5:44 pm
Hi,
To my knowledge this is technically feasible, but there is no interface for doing it. You must dig into Dynare codes and call the smoother routines in MATLAB, which is not an easy thing.
As a workaround, you can probably run an estimation with very tight priors around your calibrated values.
Best,
To my knowledge this is technically feasible, but there is no interface for doing it. You must dig into Dynare codes and call the smoother routines in MATLAB, which is not an easy thing.
As a workaround, you can probably run an estimation with very tight priors around your calibrated values.
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
- SébastienVillemot
- Posts: 706
- Joined: Fri Dec 07, 2007 2:29 pm
- Location: Paris, France
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 5 guests