Bayesian and SmoothedShocks

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Bayesian and SmoothedShocks

Postby leolee » Sat Jul 18, 2015 9:57 pm

Dear all,

I use 100 quarters of data to (Bayesian) estimate a some simple DSGE model.
After the estimation I found that there are only 99 smoothed shocks stored in oo_.SmoothedShocks, not 100 of them.

On the contrary, when I use calibrated parameters and calib_smoother command, it stored 100 shocks.

Could anyone tell me where the difference is from?

Regards,

Leo
leolee
 
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Re: Bayesian and SmoothedShocks

Postby jpfeifer » Sun Jul 19, 2015 12:10 pm

Please try the unstable version of Dynare and report whether the issue persists.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: Bayesian and SmoothedShocks

Postby leolee » Tue Jul 21, 2015 9:47 am

Sorry. I was just my mistake in estimation.

There were no problem in Dynare.

Thank you
leolee
 
Posts: 30
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