DSGE-VAR estimation

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DSGE-VAR estimation

Postby ali » Mon Apr 25, 2011 2:15 am

Hi,
I was wondering how estimation of a hybrid DSGE-VAR model like Ireland(2004) can be done in dynare? I'm using Dynare 4.1.3 and 4.2.
ali
 
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Re: DSGE-VAR estimation

Postby SébastienVillemot » Mon May 23, 2011 2:56 pm

There is some DSGE-VAR functionality in Dynare. See http://www.dynare.org/DynareWiki/DsgeVar for details.
Sébastien Villemot
Economist at OFCE – Sciences Po
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