coefficients in A of the DSGE-VAR(Y=ZA+U)
Posted: Mon May 02, 2011 5:14 pmHi,
When estimating a DSGE using the option dsge_var in the estimation command, how to obtain the coefficient of the VAR form, ie the Matrix A in
Y=ZA+U such as in the theoritical reminder?
Best regards.
When estimating a DSGE using the option dsge_var in the estimation command, how to obtain the coefficient of the VAR form, ie the Matrix A in
Y=ZA+U such as in the theoritical reminder?
Best regards.