Dynare forums

Can anyone please make available the BVAR-DSGE dynare code? The link to it online is practically dead. Please share it if you have. I also think Stephane can reactivate that link.

Hi, Unfortunately I lost the zip file... But you find explanations and an example here.

Best, Stéphane.

Dear Stephane

Do you have the "datarabanal-hybrid" dataset. I cannot find it anywhere?

Best,
Abraham

All files should be here: https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var. Running the simul_hybrid.mod first generates the data-file datarabanal_hybrid.mat.

Dear Johannes
Thanks a lot for your guidance.
Cheers
Abraham

Dear Johannes
One starter question: What is the essential difference between the "estimated" and "calibrated" mod files. They look very much alike. Which one shall be run first?
Thanks in advance
Abe

jpfeifer wrote:All files should be here: https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var. Running the simul_hybrid.mod first generates the data-file datarabanal_hybrid.mat.

There is no sequence. They are independent examples. The one shows how to estimate the prior weight lambda, the other one prespecifies this prior weight lambda instead of estimating it.