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
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DSGE-Var
by rstokrotka » Mon Apr 23, 2012 3:03 pm
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