number of forward looking variables

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number of forward looking variables

Postby np2333 » Wed Dec 23, 2015 1:49 pm

I am having issues with the rank condition. Since I have multiple lags and leads ((+1), (+2) etc.) I am not able to figure out exactly which variables are defined as forward looking variables by dynare. Is there a simple diagnostic/command to figure this out?
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Re: number of forward looking variables

Postby jpfeifer » Sat Dec 26, 2015 10:22 am

Not really, but the rank condition is only indirectly related to the timing of forward looking variables. Have you tried the model_diagnostics command?
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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