how to find posterior mean of endogeneous variable

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how to find posterior mean of endogeneous variable

Postby leogaoyang » Wed Apr 24, 2013 4:42 am

Dear all:
how to find posterior mean of endogeneous variable like y,i,k after estimation ?

in block oo_.PosteriorTheoreticalMoments,I can only find covariance,correlation,VarianceDecomposition and ConditionalVarianceDecomposition.

i block oo_.posterior_mean ,i can only find posterior mean of parameters.

where is posterior mean of endogeneous variable ?

thanks very much !
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Re: how to find posterior mean of endogeneous variable

Postby jpfeifer » Wed Apr 24, 2013 7:56 am

Your estimated model is linear. The posterior mean is the steady state.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: how to find posterior mean of endogeneous variable

Postby solvingdsge79 » Sat Apr 16, 2016 2:49 pm

If the posterior mean is the steady state, then how can be obtained the standard deviation of my endogenous variable?
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Re: how to find posterior mean of endogeneous variable

Postby jpfeifer » Mon Apr 18, 2016 8:52 pm

What do you mean? The standard deviation is along the time-series dimension around the mean. However, my previous answer was wrong. Please see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8091
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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