Posterior median statistics

[hollander03]

Dear Sirs/Madams

A quick question: I cannot seem to find the statistics of the posterior median values of my estimated parameters (bayesian mh estimation).

I want to tabulate the estimated parameter posterior means with the confidence intervals around the posterior medians (as in, Iacoviello and Neri (2010, p.39); and Gerali et al. (2010, p.124)).

I am using Dynare 4.3.1

Your help is greatly appreciated.

Regards,
Hylton

[peter487]

It is all there, just not printed. For median, after estimation run

Code: Select all

oo_.posterior_median.parameters
oo_.posterior_median.shocks_std


btw. Do you have a working code for Gerali et al. (2010)? Can you share it?

Thanks