Dear all,
I would like to estimate a medium-sized DSGE model using the DSGE-VAR procedure. As I have not done it before and as (at least to my knowledge) there is no wirtten guide on this procedure I will highly appreciate if you can tell me where I can read its implamentation in Dynare or if you provide me with a brief description of the required syntax.
Thank you very much in advance!
Emil
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DSGE-VAR in Dynare 4
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As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
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DSGE-VAR in Dynare 4
by Emil7 » Sun May 18, 2008 7:42 am
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by bigbigben » Sun Jun 15, 2008 6:28 pm
I don't know much about it either. If you are using Version 4, please check the folder with the name bvar_a_la_sims. There are some sample code for a simple model. I guess you have to work out the code for your model yourself.
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