Hello all,
Is it possible to recover the fit of the BVAR model within the estimation sample using the BVAR toolbox in Dynare? I know simult_.m does for a DSGE model, but I could not figure out how to do it using the BVAR toolbox. Any help will be appreciate.
Thanks
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BVAR - model fit within the sample
by measilva » Wed Jan 27, 2010 1:14 pm
Marcelo
University of North Carolina
University of North Carolina
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Re: BVAR - model fit within the sample
by SébastienVillemot » Thu Feb 04, 2010 9:32 am
Hi,
It is possible, but you need to program a little bit to acheive that.
Have a look at the file matlab/bvar_forecast.m, which does several simulations of the BVAR.
Best,
It is possible, but you need to program a little bit to acheive that.
Have a look at the file matlab/bvar_forecast.m, which does several simulations of the BVAR.
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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