Hi, everyone!
I obtain the posterior distibution of parameters, IRF and so on.Then I want to know how well the model matchs the realization, so I want to compare the endogeneous
variables to the actual data, such as gdp. I have seen many papers give the dynamic paths of the model data and the actual data. I referred to the User guide, and I am confuesd about 'forecast' command.Does any command in dynare can do this?Please give me an example.
Many thanks!
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about model match problom
by leelane » Fri Nov 23, 2012 12:14 pm
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Re: about model match problom
by jpfeifer » Mon Jan 07, 2013 5:26 pm
No, you don't want to do forecasts, but rather the smoother option of the estimation command. It can also be used for calibrated models.
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