DSGE-VAR results location

[jdacuddy]

Hello,

With reference to

http://www.dynare.org/DynareWiki/DsgeVar?highlight=(dsge\-var)

does Dynare calculate and preserve the matrices A(i) of parameters for a BVAR estimated under the DSGE-VAR procedure using the posterior mode/mean of the DSGE parameters? If so, where can one find them?

Regards

[CarlosH]

Hello,

I'm having the same problem to locate the matrices A(i) of the estimated parameters in the DSGE - VAR procedure. According to the description of the function DsgeVarLikelihood, (http://www.dynare.org/dynare-matlab-m2html/matlab/DsgeVarLikelihood.html ), the matrix of estimated parameters should be PHI and the matrix of covariances should be SiGMAu. However, once I estimate the model, Dynare does not return these matrices. I would appreciate if someone could explain me where these matrices, PHI and SIGMAu, are stored.


Thank you

[kay]

It seems as if this is still an open issue because I'm having the same problems. Maybe the person who developed the 'dsge_var' routine for the 'estimation' command knows it, or someone knows who it was, so that he/she can be contacted directly?

[jpfeifer]

You can keep track of this issue at https://github.com/DynareTeam/dynare/issues/1063