Hi, when estimating dsge-var: when and where do you put the real data? The file simul_hybrid.mod generates artificial data, from (I guess) the posterior means of parameters, their values are given at the beginning(?). In the dsgevar_forward_estimated_lambda.mod are used simulated data. The posteriors for DSGEVars (N-IW) depend on the real data. So where should they be used.
Best regards
Renata