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Predictive distribution
Posted:
Wed Jun 10, 2015 8:32 pmby chaim
I have been working with dynare only for a few months now, so I'm not an experienced user.
I wonder whether there is a way to formulate Predictive posteriori distributions for endogenous variables via dynare.
thank you
Re: Predictive distribution
Posted:
Thu Jun 11, 2015 8:17 amby jpfeifer
Could you elaborate what you mean? Which distributions are you talking about? It sounds you are looking for forecast distributions.
Re: Predictive distribution
Posted:
Fri Jun 12, 2015 4:17 amby chaim
Exactly, I am looking for Forecast Distributions.
Re: Predictive distribution
Posted:
Fri Jun 12, 2015 7:46 amby jpfeifer
You need to specify the forecast option and moments_varendo. After estimation, you will find the mean and median forecasts as well as standard deviations and deciles saved in oo_.