BVAR-DSGE

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BVAR-DSGE

Postby olayenidynare » Tue Apr 14, 2009 5:47 pm

Can anyone please make available the BVAR-DSGE dynare code? The link to it online is practically dead. Please share it if you have. I also think Stephane can reactivate that link.
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Re: BVAR-DSGE

Postby StephaneAdjemian » Thu May 14, 2009 9:41 am

Hi, Unfortunately I lost the zip file... But you find explanations and an example here.

Best, Stéphane.
Stéphane Adjemian
Université du Maine, GAINS and DynareTeam
https://stepan.adjemian.eu
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Re: BVAR-DSGE

Postby AbrahamVela » Tue Aug 19, 2014 5:26 am

Dear Stephane

Do you have the "datarabanal-hybrid" dataset. I cannot find it anywhere?

Best,
Abraham
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Re: BVAR-DSGE

Postby jpfeifer » Tue Aug 19, 2014 6:16 am

All files should be here: https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var. Running the simul_hybrid.mod first generates the data-file datarabanal_hybrid.mat.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: BVAR-DSGE

Postby AbrahamVela » Wed Aug 20, 2014 3:16 am

Dear Johannes
Thanks a lot for your guidance.
Cheers
Abraham
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Re: BVAR-DSGE

Postby AbrahamVela » Wed Aug 20, 2014 9:45 pm

Dear Johannes
One starter question: What is the essential difference between the "estimated" and "calibrated" mod files. They look very much alike. Which one shall be run first?
Thanks in advance
Abe
jpfeifer wrote:All files should be here: https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var. Running the simul_hybrid.mod first generates the data-file datarabanal_hybrid.mat.
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Re: BVAR-DSGE

Postby jpfeifer » Thu Aug 21, 2014 7:06 am

There is no sequence. They are independent examples. The one shows how to estimate the prior weight lambda, the other one prespecifies this prior weight lambda instead of estimating it.
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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