Hi,
Can I consider the filtered variables stored in oo_.FilteredVariables as 1 step ahead forecast of the model, as x_{t}, where x_{t} =A x_{t-1}. If this guess is true, then I can multiply the x_{t} by the solution matrix and get the 2 step ahead forecast, x_{t+1}=A x_{t}, and so on.
Am I right?
Thank you in advance!
Best,
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Forecast of DSGE model
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Forecast of DSGE model
by use » Fri May 10, 2013 3:34 pm
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Re: Forecast of DSGE model
by jpfeifer » Sat May 18, 2013 11:27 am
Just use the filter_step_ahead option to specify the desired k-step ahead forecast. See the manual
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