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
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the posterior covariance matrix of parameters
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the posterior covariance matrix of parameters
by zenghuaxia » Fri Sep 14, 2012 6:45 am
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Re: the posterior covariance matrix of parameters
by jpfeifer » 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.
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