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DSGE-VAR estimation

PostPosted: Mon Apr 25, 2011 2:15 am
by ali
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.

Re: DSGE-VAR estimation

PostPosted: Mon May 23, 2011 2:56 pm
by SébastienVillemot
There is some DSGE-VAR functionality in Dynare. See http://www.dynare.org/DynareWiki/DsgeVar for details.