DSGE linear
Posted: Tue Mar 05, 2013 6:13 pm
Hello everybody. I'm a VIetnamese student and I am trying to have DSGE line like paper "Monetary policy and the exchange rate: Evaluation of VAR models"Jarkko P. Jääskelä*, David Jennings.Frist, I think it has similar approach as Lubik 2007. So I try to add the value of parameter from the table of paper Monetary policy and the exchange rate to functions. But, nothing happened. I can not find the error.
Second, I try to estimate the parameter to have the IRF of my country. But I can find the way to do it, the examples of dynare is not run, I found the code of lubik2007 file , it has the estimation, dynare run IRF but it do not estimate. This way is wrong ? Or the data is broken?
Can you help me, I am very bad at english, forgive any misspelling, please !!
Second, I try to estimate the parameter to have the IRF of my country. But I can find the way to do it, the examples of dynare is not run, I found the code of lubik2007 file , it has the estimation, dynare run IRF but it do not estimate. This way is wrong ? Or the data is broken?
Can you help me, I am very bad at english, forgive any misspelling, please !!