HOW TO GENERATE IRFS WITH CONFIDENCE INTERVALS

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HOW TO GENERATE IRFS WITH CONFIDENCE INTERVALS

Postby nsouzas » Tue Feb 08, 2011 11:50 am

Hello,

I have estimated a DSGE model elsewhere and have recorded the marginal distribution for each parameter. Now, I would like to generate IRFs with confidence intervals in Dynare. Please, is there any way of doing this, without having to estimate the model again in Dynare? I only want the IRFs with the bands.

Thanks in advance for any help.
nsouzas
 
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