Could dynare do the DSGE-VAR model?
Posted:
Tue Nov 05, 2013 3:45 amby wxyzf6223321
Hi,
Could dynare estimate the DSGE-VAR model? I also have other ideas that we could do the DSGE-panel model , but my math is too weak to do that, so I hope dynare can do that in the future.
Thanks for your comments.
Wu
Re: Could dynare do the DSGE-VAR model?
Posted:
Tue Nov 05, 2013 10:00 amby jpfeifer
DSGE-VARs are possible. See the manual. Some sample-files are at
https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var
Re: Could dynare do the DSGE-VAR model?
Posted:
Tue Nov 05, 2013 4:01 pmby wxyzf6223321
I will learn it later,thanks for your help.I hope dynare could do the DSGE-panel models if there would be.
Re: Could dynare do the DSGE-VAR model?
Posted:
Tue Dec 23, 2014 6:23 pmby selima
Good evening Mr jpfeifer I would like to know the DSGE_VAR dynare code that you have sent( from the link above ) belong to which paper (the basic paper) so that i can understand the variables and the parameter in the code ? Does it corresponds to (Del Negro and Schorfheide,2004)?
Thank you very much