how to find posterior mean of endogeneous variable

This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location where you will have to reset your password.
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.

how to find posterior mean of endogeneous variable

Postby leogaoyang » Wed Apr 24, 2013 4:42 am

Dear all:
how to find posterior mean of endogeneous variable like y,i,k after estimation ?

in block oo_.PosteriorTheoreticalMoments,I can only find covariance,correlation,VarianceDecomposition and ConditionalVarianceDecomposition.

i block oo_.posterior_mean ,i can only find posterior mean of parameters.

where is posterior mean of endogeneous variable ?

thanks very much !
leogaoyang
 
Posts: 8
Joined: Wed Apr 17, 2013 2:24 am

Re: how to find posterior mean of endogeneous variable

Postby jpfeifer » Wed Apr 24, 2013 7:56 am

Your estimated model is linear. The posterior mean is the steady state.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany

Re: how to find posterior mean of endogeneous variable

Postby solvingdsge79 » Sat Apr 16, 2016 2:49 pm

If the posterior mean is the steady state, then how can be obtained the standard deviation of my endogenous variable?
solvingdsge79
 
Posts: 2
Joined: Sat Apr 16, 2016 2:15 pm

Re: how to find posterior mean of endogeneous variable

Postby jpfeifer » Mon Apr 18, 2016 8:52 pm

What do you mean? The standard deviation is along the time-series dimension around the mean. However, my previous answer was wrong. Please see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8091
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


Return to Dynare help

Who is online

Users browsing this forum: No registered users and 9 guests