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BVAR-DSGE

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BVAR-DSGE

Postby StephaneAdjemian » Sun Feb 12, 2006 5:26 pm

Deal All,

BVAR-DSGE are now implemented in DYNARE (I still have to document it in the official release). Here is an example that shows how a BVAR-DSGE may be estimated with DYNARE as in Del Negro & Schorfheide (2004):


http://www.cepremap.cnrs.fr/~adjemian/D ... -DSGE1.zip


This archive contains a data file and a commented *.mod file.

Best, St
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try of BVAR-DSGE

Postby bamba » Tue Feb 14, 2006 2:44 pm

Hi Stephane
trying the BVAR-DSGE program, Matlab do not find BVARDSGE1_mode
thanks
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Postby psummers » Tue Feb 14, 2006 8:12 pm

bamba,

If you uncomment the "estimation" command at line 99 (and comment out the same command in lines 104-108), that will compute the mode and store it in oo_.posterior_mode. You can then retrieve the modal values of the parameters and construct your own mode_file (see the documentation for the estimation command).

hth,

PS
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Postby psummers » Tue Feb 14, 2006 8:19 pm

bamba,

It's even easier -- after running the first estimation, the BVARDSGE1_mode file is created automagically. So just run the model again with the other estimation command.

PS
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BVARDSGE1

Postby bamba » Wed Feb 15, 2006 9:30 am

Hi P.Summers
Thanks a lot
bamba
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Postby ckamps » Wed Nov 15, 2006 4:06 pm

Hi St
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Postby MichelJuillard » Thu Nov 16, 2006 4:21 pm

This is fixed. It was my mistake preparing for the server migration.

Best

Michel
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Re: BVAR-DSGE

Postby mmyy56 » Thu Oct 30, 2008 12:36 am

Hi, I really need that
But I can't download it
Can you update the link?
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Re: BVAR-DSGE

Postby mmyy56 » Thu Oct 30, 2008 12:52 am

Thank you in advance
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Re: BVAR-DSGE

Postby jonathanb » Fri Nov 07, 2008 12:09 am

Sorry, but the link is dead...
Is someone could update it?
Thank u in advance
JB
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Re: BVAR-DSGE

Postby jonathanb » Tue Dec 02, 2008 10:01 am

UP
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Re: BVAR-DSGE

Postby StephaneAdjemian » Thu May 14, 2009 10:25 am

Hi, the example can be found on our wiki here.
Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
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Re: BVAR-DSGE

Postby jdacuddy » Thu Feb 11, 2010 12:28 pm

Following on this, is there any way to obtain larger graphs from the "bayesian_irf" option? - they are very nice, but very small!
Regards
Prof. J.D.A. Cuddy
Graduate Institute of International Studies
132, rue de Lausanne
CH-1211 Geneva Switzerland
john.cuddy@graduateinstitute.ch
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