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by **sujee2sujee** » Fri Aug 21, 2015 3:50 pm

Hi Members,

I am currently working on forecasting exercise using a number of models, including DSGE. I am interested in doing both point and density forecasts. I could get mean point forecasts from oo_. Also I can see mean density forecast. Is there any way of getting forecasts from all the draws, in addition to the mean density. I calculated log score from the kernel density of all density forecasts for the other models. I want to do the same for DSGE forecast. Is there any way to do that?

Thanks in advance.

Sujee

by **jpfeifer** » Sun Aug 23, 2015 4:54 pm

Currently, Dynare only provides deciles of the forecasting distribution. What exactly would you need? Would it be sufficient to have the results from the kernel_density_estimate.m?

by **sujee2sujee** » Sun Aug 23, 2015 9:10 pm

Thank you for the response.
Yes of course. I would like to have the kernel density . How can I get that ?

Sujeetha

by **jpfeifer** » Tue Aug 25, 2015 10:03 am

We are working on it. See https://github.com/DynareTeam/dynare/issues/1035

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