joint prior density

[agupta28]

Hi,

I wanted to know what function file in dynare calculates the joint prior density for any given parameter draw.

Lets sat I have a draw from the prior distribution and i want to know the joint density of this particular prior draw. Is there a way to calculate this in Dynare?

I basically need to do this in order to be able to re-weight the posterior results according to a new prior of my choosing if I want to check the robustness of the results to prior specification

Any help would be much appreciated.

Thanks,

Abhishek.

[jpfeifer]

An answer is available at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6229