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
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Could dynare do the DSGE-VAR model?
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.
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.
4 posts
• Page 1 of 1
Could dynare do the DSGE-VAR model?
by wxyzf6223321 » Tue Nov 05, 2013 3:45 am
- wxyzf6223321
- Posts: 11
- Joined: Fri Sep 27, 2013 9:22 am
Re: Could dynare do the DSGE-VAR model?
by jpfeifer » Tue Nov 05, 2013 10:00 am
DSGE-VARs are possible. See the manual. Some sample-files are at https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
Re: Could dynare do the DSGE-VAR model?
by wxyzf6223321 » Tue Nov 05, 2013 4:01 pm
I will learn it later,thanks for your help.I hope dynare could do the DSGE-panel models if there would be.
- wxyzf6223321
- Posts: 11
- Joined: Fri Sep 27, 2013 9:22 am
Re: Could dynare do the DSGE-VAR model?
by selima » Tue Dec 23, 2014 6:23 pm
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
Thank you very much
- selima
- Posts: 46
- Joined: Thu Jan 10, 2013 5:13 pm
4 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 11 guests