I am working with the fs2000 example, is there a way to ask dynare to smooth the current value of the shocks using the observed variables and forecast the model from today on, without estimating parameters?
Thanks,
Stefano
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Forecasting without estimation
by stefano » Fri Nov 12, 2010 11:24 pm
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Re: Forecasting without estimation
by SébastienVillemot » Mon Dec 06, 2010 5:44 pm
Hi,
To my knowledge this is technically feasible, but there is no interface for doing it. You must dig into Dynare codes and call the smoother routines in MATLAB, which is not an easy thing.
As a workaround, you can probably run an estimation with very tight priors around your calibrated values.
Best,
To my knowledge this is technically feasible, but there is no interface for doing it. You must dig into Dynare codes and call the smoother routines in MATLAB, which is not an easy thing.
As a workaround, you can probably run an estimation with very tight priors around your calibrated values.
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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