Dear all,
I would like to estimate a medium-sized DSGE model using the DSGE-VAR procedure. As I have not done it before and as (at least to my knowledge) there is no wirtten guide on this procedure I will highly appreciate if you can tell me where I can read its implamentation in Dynare or if you provide me with a brief description of the required syntax.
Thank you very much in advance!
Emil
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
DSGE-VAR in Dynare 4
Forum rules
As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
3 posts
• Page 1 of 1
DSGE-VAR in Dynare 4
by Emil7 » Sun May 18, 2008 7:42 am
- Emil7
- Posts: 1
- Joined: Sun May 18, 2008 7:39 am
by bigbigben » Sun Jun 15, 2008 6:28 pm
I don't know much about it either. If you are using Version 4, please check the folder with the name bvar_a_la_sims. There are some sample code for a simple model. I guess you have to work out the code for your model yourself.
- bigbigben
- Posts: 171
- Joined: Sun May 28, 2006 1:19 am
3 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 1 guest