Dynare forums

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

Hi Stephane
trying the BVAR-DSGE program, Matlab do not find BVARDSGE1_mode
thanks

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

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

Hi P.Summers
Thanks a lot
bamba

Hi St

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

Best

Michel

Hi, I really need that
But I can't download it
Can you update the link?

Thank you in advance

Sorry, but the link is dead...
Is someone could update it?
Thank u in advance
JB

UP

Hi, the example can be found on our wiki here.
Best, Stéphane.

Following on this, is there any way to obtain larger graphs from the "bayesian_irf" option? - they are very nice, but very small!
Regards