Predictive distribution

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Predictive distribution

Postby chaim » Wed Jun 10, 2015 8:32 pm

I have been working with dynare only for a few months now, so I'm not an experienced user.
I wonder whether there is a way to formulate Predictive posteriori distributions for endogenous variables via dynare.

thank you
chaim
 
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Re: Predictive distribution

Postby jpfeifer » Thu Jun 11, 2015 8:17 am

Could you elaborate what you mean? Which distributions are you talking about? It sounds you are looking for forecast distributions.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
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Re: Predictive distribution

Postby chaim » Fri Jun 12, 2015 4:17 am

Exactly, I am looking for Forecast Distributions.
chaim
 
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Re: Predictive distribution

Postby jpfeifer » Fri Jun 12, 2015 7:46 am

You need to specify the forecast option and moments_varendo. After estimation, you will find the mean and median forecasts as well as standard deviations and deciles saved in oo_.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
jpfeifer
 
Posts: 6940
Joined: Sun Feb 21, 2010 4:02 pm
Location: Cologne, Germany


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