BVAR-DSGE

[olayenidynare]

Can anyone please make available the BVAR-DSGE dynare code? The link to it online is practically dead. Please share it if you have. I also think Stephane can reactivate that link.

[StephaneAdjemian]

Hi, Unfortunately I lost the zip file... But you find explanations and an example here.

Best, Stéphane.

[AbrahamVela]

Dear Stephane

Do you have the "datarabanal-hybrid" dataset. I cannot find it anywhere?

Best,
Abraham

[jpfeifer]

All files should be here: https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var. Running the simul_hybrid.mod first generates the data-file datarabanal_hybrid.mat.

[AbrahamVela]

Dear Johannes
Thanks a lot for your guidance.
Cheers
Abraham

[AbrahamVela]

Dear Johannes
One starter question: What is the essential difference between the "estimated" and "calibrated" mod files. They look very much alike. Which one shall be run first?
Thanks in advance
Abe

All files should be here: https://github.com/DynareTeam/dynare/tree/master/tests/dsge-var. Running the simul_hybrid.mod first generates the data-file datarabanal_hybrid.mat.

[jpfeifer]

There is no sequence. They are independent examples. The one shows how to estimate the prior weight lambda, the other one prespecifies this prior weight lambda instead of estimating it.