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Hello,

With reference to

http://www.dynare.org/DynareWiki/DsgeVar?highlight=(dsge\-var)

does Dynare calculate and preserve the matrices A(i) of parameters for a BVAR estimated under the DSGE-VAR procedure using the posterior mode/mean of the DSGE parameters? If so, where can one find them?

Regards

Hello,

I'm having the same problem to locate the matrices A(i) of the estimated parameters in the DSGE - VAR procedure. According to the description of the function DsgeVarLikelihood, (http://www.dynare.org/dynare-matlab-m2html/matlab/DsgeVarLikelihood.html ), the matrix of estimated parameters should be PHI and the matrix of covariances should be SiGMAu. However, once I estimate the model, Dynare does not return these matrices. I would appreciate if someone could explain me where these matrices, PHI and SIGMAu, are stored.


Thank you

It seems as if this is still an open issue because I'm having the same problems. Maybe the person who developed the 'dsge_var' routine for the 'estimation' command knows it, or someone knows who it was, so that he/she can be contacted directly?

You can keep track of this issue at https://github.com/DynareTeam/dynare/issues/1063