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MS-BVAR take the filtered_probabilities

PostPosted: Fri Nov 22, 2013 7:27 pm
by padulla
Hi, anyone know how to recover the filtered_probabilities on the results.mat ?
I look on the oo_ but i didn't find the series of the filteres probabilities. Where i can find it?
I can just see the graph, but i want the data.

Many thank's

Re: MS-BVAR take the filtered_probabilities

PostPosted: Sat Nov 23, 2013 9:12 am
by rabi
I use a standard NKM with endogenous capital and capital adjustment costs, distortionary taxes and MIU. In contrast to standard procedures I do not log-linearize but solve it deterministically using the simul-command. Parameterization should be “standard”.
Has anybody seen something like that before?