Dynare forums

Posted: **Fri Sep 14, 2012 6:45 am**

Hi, everyone

I have a little question. After i estimate a DSGE model by dynare with bayesian method, where to find the MCMC posterior draws of

parameters? Or does dynare compute the posterior covariance matrix of parameters?

Best Regards

HUAXIA

Posted: **Mon Sep 17, 2012 3:01 pm**

They are saved in the metropolis-subfolder.The covariance matrix of the parameters at the mode is save in the _mode.mat file.

Dynare forums

the posterior covariance matrix of parameters

the posterior covariance matrix of parameters

Re: the posterior covariance matrix of parameters