dynare_v4 - acceptance rate

[efrem.castelnuovo]

Hi Michel,

just using Dynare_v4 for the first time. Apparently, it does not return the acceptance rate after a Bayesian estimation: Am I correct? Is there any way to grab the acceptance rate?

Thanks a lot in advance for your help,

Efrem

[StephaneAdjemian]

Hi Efrem,

You can find the acceptation rates in a mat file. Say your estimated model is in XX.mod. The mat file is located in

./XX/metropolis/

and is called

XX_mh_history.mat

In this mat file you will find a matlab structure gathering informations about the metropolis. The field AcceptationRates gives the acceptation rate for each mh block.

Best,
Stéphane.

Hi Michel,

just using Dynare_v4 for the first time. Apparently, it does not return the acceptance rate after a Bayesian estimation: Am I correct? Is there any way to grab the acceptance rate?

Thanks a lot in advance for your help,

Efrem

[efrem.castelnuovo]

Stephane, tks a lot, very kind indeed.

Ciao, Efrem